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subject:"Volatility"
type_genre:"Article in journal"
~isPartOf:"Annales d'économie et de statistique"
~isPartOf:"Applied economics"
~isPartOf:"Economics letters"
~isPartOf:"Empirical economics : a quarterly journal of the Institute for Advanced Studies"
~isPartOf:"Journal of forecasting"
~isPartOf:"Metrika : international journal for theoretical and applied statistics"
~isPartOf:"Statistical papers"
~subject:"Estimation"
~subject:"Maximum-Likelihood-Schätzung"
~subject:"Schätztheorie"
~subject:"Share price"
~subject:"Statistical distribution"
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Search: subject_exact:"Estimation theory"
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Volatility
Estimation
Maximum-Likelihood-Schätzung
Schätztheorie
Share price
Statistical distribution
Estimation theory
1,553
Theorie
666
Theory
666
Time series analysis
246
Zeitreihenanalyse
246
Schätzung
201
Regression analysis
155
Regressionsanalyse
155
Panel
124
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124
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113
Prognoseverfahren
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44
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42
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42
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42
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41
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41
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40
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1,552
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Baltagi, Badi H.
18
Krämer, Walter
13
Ullah, Aman
11
Hahn, Jinyong
10
Tran-van-Hoa
10
Wooldridge, Jeffrey M.
10
Giles, David E. A.
9
Li, Qi
9
Ohtani, Kazuhiro
9
Han, Chirok
8
Kumbhakar, Subal
8
Parmeter, Christopher F.
8
Tsionas, Efthymios G.
8
Hassler, Uwe
7
Srivastava, Virendra K.
7
Stengos, Thanasēs
7
Liu, Long
6
Shin, Dong-wan
6
Song, Seuck-heun
6
Westerlund, Joakim
6
Zhang, Xinyu
6
Gouriéroux, Christian
5
Kapetanios, George
5
Kim, Jong-Min
5
Lee, Lung-fei
5
Leybourne, Stephen James
5
Pesaran, M. Hashem
5
Phillips, Garry D. A.
5
Silva, João Santos
5
Su, Liangjun
5
Toutenburg, Helge
5
Tu, Yundong
5
Wansbeek, Tom
5
Abeysinghe, Tilak
4
Anatolyev, Stanislav
4
Egger, Peter
4
Godfrey, L. G.
4
Haldrup, Niels
4
Hall, Alastair R.
4
Henderson, Daniel J.
4
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Annales d'économie et de statistique
Applied economics
Economics letters
Empirical economics : a quarterly journal of the Institute for Advanced Studies
Journal of forecasting
Metrika : international journal for theoretical and applied statistics
Statistical papers
Journal of econometrics
1,601
Econometric theory
723
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
590
Econometric reviews
436
Journal of the American Statistical Association : JASA
324
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
312
The econometrics journal
268
Journal of applied econometrics
218
Applied economics letters
197
Oxford bulletin of economics and statistics
187
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
186
European journal of operational research : EJOR
177
Journal of quantitative economics : official journal of the Indian Econometric Society
166
International journal of forecasting
150
Econometrics : open access journal
146
The review of economics and statistics
145
Economic modelling
136
Quantitative economics : QE ; journal of the Econometric Society
127
Insurance / Mathematics & economics
117
Computational economics
107
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
102
Statistics in transition : an international journal of the Polish Statistical Association
96
Journal of economic dynamics & control
88
The review of economic studies
86
American journal of agricultural economics
77
Journal of banking & finance
74
Journal of empirical finance
74
Journal of financial econometrics : official journal of the Society for Financial Econometrics
73
International economic review
70
Finance research letters
62
Operations research
62
Journal of productivity analysis
61
Journal of risk and financial management : JRFM
60
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ECONIS (ZBW)
1,553
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1
Testing the correct specification of a system of spatial dependence models for stock returns
Kutzker, Tim
;
Wied, Dominik
- In:
Empirical economics : a quarterly journal of the …
66
(
2024
)
5
,
pp. 2083-2103
Persistent link: https://www.econbiz.de/10014520115
Saved in:
2
A joint impulse response function for vector autoregressive models
Wiesen, Thomas F. P.
;
Beaumont, Paul Michael
- In:
Empirical economics : a quarterly journal of the …
66
(
2024
)
4
,
pp. 1553-1585
Persistent link: https://www.econbiz.de/10014519875
Saved in:
3
Testing for correlation between the regressors and factor loadings in heterogeneous panels with interactive effects
Kapetanios, George
;
Serlenga, Laura
;
Shin, Yongcheol
- In:
Empirical economics : a quarterly journal of the …
64
(
2023
)
6
,
pp. 2611-2659
Persistent link: https://www.econbiz.de/10014329005
Saved in:
4
Hotelling tubes, confidence bands and conformal inference
Koenker, Roger
- In:
Empirical economics : a quarterly journal of the …
64
(
2023
)
6
,
pp. 2757-2769
Persistent link: https://www.econbiz.de/10014329010
Saved in:
5
Generalized kernel regularized least squares estimator with parametric error covariance
Dang, Justin
;
Ullah, Aman
- In:
Empirical economics : a quarterly journal of the …
64
(
2023
)
6
,
pp. 3059-3088
Persistent link: https://www.econbiz.de/10014329024
Saved in:
6
DS-HECK : double-lasso estimation of Heckman selection model
Hirukawa, Masayuki
;
Liu, Di
;
Murtazashvili, Irina
; …
- In:
Empirical economics : a quarterly journal of the …
64
(
2023
)
6
,
pp. 3167-3195
Persistent link: https://www.econbiz.de/10014329028
Saved in:
7
Residual-based cointegration and non-cointegration tests for cointegrating polynomial regressions
Wagner, Martin
- In:
Empirical economics : a quarterly journal of the …
65
(
2023
)
1
,
pp. 1-31
Persistent link: https://www.econbiz.de/10014329033
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8
When to use matching and weighting or regression in instrumental variable estimation? : evidence from college proximity and returns to college
Tübbicke, Stefan
- In:
Empirical economics : a quarterly journal of the …
65
(
2023
)
6
,
pp. 2979-2999
Persistent link: https://www.econbiz.de/10014389008
Saved in:
9
Kernel-based time-varying IV estimation : handle with care
Lucchetti, Riccardo
;
Valentini, Francesco
- In:
Empirical economics : a quarterly journal of the …
65
(
2023
)
6
,
pp. 3001-3026
Persistent link: https://www.econbiz.de/10014389013
Saved in:
10
Mixed-frequency predictive regressions with parameter learning
Leippold, Markus
;
Yang, Hanlin
- In:
Journal of forecasting
42
(
2023
)
8
,
pp. 1955-1972
Persistent link: https://www.econbiz.de/10014432824
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