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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:"Journal of forecasting"
~isPartOf:"Metrika : international journal for theoretical and applied statistics"
~isPartOf:"Statistical papers"
~subject:"Estimation"
~subject:"Schätztheorie"
~subject:"Share price"
~subject:"Statistical distribution"
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Search: subject_exact:"Estimation theory"
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Volatility
Estimation
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Share price
Statistical distribution
Estimation theory
1,492
Theorie
666
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666
Time series analysis
237
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237
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175
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Baltagi, Badi H.
17
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13
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10
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10
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10
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9
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9
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9
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9
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8
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7
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7
Kumbhakar, Subal
7
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7
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7
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6
Song, Seuck-heun
6
Westerlund, Joakim
6
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6
Gouriéroux, Christian
5
Kim, Jong-Min
5
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5
Leybourne, Stephen James
5
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5
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5
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4
Anatolyev, Stanislav
4
Godfrey, L. G.
4
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4
Hall, Alastair R.
4
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4
Hwang, Eunju
4
Kapetanios, George
4
King, Maxwell L.
4
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Annales d'économie et de statistique
Applied economics
Economics letters
Journal of forecasting
Metrika : international journal for theoretical and applied statistics
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Journal of econometrics
1,601
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723
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
590
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436
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324
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312
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268
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197
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187
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186
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177
Journal of quantitative economics : official journal of the Indian Econometric Society
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International journal of forecasting
150
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146
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145
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136
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127
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117
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107
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102
Statistics in transition : an international journal of the Polish Statistical Association
96
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88
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86
American journal of agricultural economics
77
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74
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73
International economic review
70
Finance research letters
62
Operations research
62
Empirical economics : a quarterly journal of the Institute for Advanced Studies
61
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61
Journal of risk and financial management : JRFM
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1
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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2
Forecasting intraday financial time series with sieve bootstrapping and dynamic updating
Shang, Han Lin
;
Ji, Kaiying
- In:
Journal of forecasting
42
(
2023
)
8
,
pp. 1973-1988
Persistent link: https://www.econbiz.de/10014432826
Saved in:
3
Performance analysis of nowcasting of GDP growth when allowing for conditional heteroscedasticity and non-Gaussianity
Javed, Farrukh
;
Kiss, Tamás
;
Österholm, Pär
- In:
Applied economics
54
(
2022
)
58
,
pp. 6669-6686
Persistent link: https://www.econbiz.de/10013494234
Saved in:
4
Score function scaling for QAR plus Beta-t-EGARCH : an empirical application to the S&P 500
Ayala, Astrid Loretta
;
Blazsek, Szabolcs
;
Licht, Adrian
- In:
Applied economics
56
(
2024
)
31
,
pp. 3684-3697
Persistent link: https://www.econbiz.de/10014528626
Saved in:
5
A Markov chain model of crop conditions and intrayear crop yield forecasting
Stokes, Jeffrey R.
- In:
Journal of forecasting
43
(
2024
)
3
,
pp. 583-592
Persistent link: https://www.econbiz.de/10014532364
Saved in:
6
Empirical prediction intervals for additive Holt-Winters methods under misspecification
Yang, Boning
;
Tang, Xinyi
;
Yau, Chun Yip
- In:
Journal of forecasting
43
(
2024
)
3
,
pp. 754-770
Persistent link: https://www.econbiz.de/10014532381
Saved in:
7
The two-way Hausman and Taylor estimator
Baltagi, Badi H.
- In:
Economics letters
228
(
2023
),
pp. 1-4
Persistent link: https://www.econbiz.de/10014451174
Saved in:
8
Applying sample selection methods for panel data to analyse determinants of foreign direct divestment
Nguyen, Anh T. N.
- In:
Applied economics
55
(
2023
)
49
,
pp. 5737-5749
Persistent link: https://www.econbiz.de/10014335777
Saved in:
9
Dynamic forecasting for nonstationary high-frequency financial data with jumps based on series decomposition and reconstruction
Song, Yuping
;
Li, Zhenwei
;
Ma, Zhiren
;
Sun, Xiaoyu
- In:
Journal of forecasting
42
(
2023
)
5
,
pp. 1055-1068
Persistent link: https://www.econbiz.de/10014338810
Saved in:
10
Fully modified least squares estimation and inference for systems of cointegrating polynomial regressions
Wagner, Martin
- In:
Economics letters
228
(
2023
),
pp. 1-5
Persistent link: https://www.econbiz.de/10014455149
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