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subject:"Volatility"
type_genre:"Article in journal"
~isPartOf:"Applied economics"
~isPartOf:"Economics letters"
~isPartOf:"Journal of forecasting"
~isPartOf:"Statistical papers"
~person:"Hassler, Uwe"
~subject:"Estimation"
~subject:"Schätztheorie"
~subject:"Share price"
~subject:"Statistical distribution"
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Volatility
Estimation
Schätztheorie
Share price
Statistical distribution
Estimation theory
7
Time series analysis
5
Zeitreihenanalyse
5
Theorie
4
Theory
4
Long memory
2
Anti-persistence
1
Autocorrelation
1
Autokorrelation
1
Decay of autocorrelation
1
Efficiency
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Fractional integration
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Harmonic weighting
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Limiting normality
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Regression analysis
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Hassler, Uwe
Baltagi, Badi H.
13
Krämer, Walter
13
Hahn, Jinyong
10
Tran-van-Hoa
10
Ullah, Aman
10
Giles, David E. A.
9
Ohtani, Kazuhiro
9
Wooldridge, Jeffrey M.
9
Li, Qi
8
Parmeter, Christopher F.
8
Kumbhakar, Subal
7
Stengos, Thanasēs
7
Han, Chirok
6
Shin, Dong-wan
6
Srivastava, Virendra K.
6
Westerlund, Joakim
6
Zhang, Xinyu
6
Kim, Jong-Min
5
Lee, Lung-fei
5
Leybourne, Stephen James
5
Liu, Long
5
Pesaran, M. Hashem
5
Phillips, Garry D. A.
5
Silva, João Santos
5
Song, Seuck-heun
5
Su, Liangjun
5
Tsionas, Efthymios G.
5
Tu, Yundong
5
Abeysinghe, Tilak
4
Anatolyev, Stanislav
4
Godfrey, L. G.
4
Haldrup, Niels
4
Hall, Alastair R.
4
Henderson, Daniel J.
4
Hwang, Eunju
4
Kapetanios, George
4
King, Maxwell L.
4
Kiviet, J. F.
4
Kniesner, Thomas J.
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Applied economics
Economics letters
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Jahrbücher für Nationalökonomie und Statistik
2
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
1
Econometric reviews
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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IFO-Studien : Zeitschrift für empirische Wirtschaftsforschung
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Journal of econometrics
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Oxford bulletin of economics and statistics
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ECONIS (ZBW)
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1
Estimating the mean under strong persistence
Hassler, Uwe
;
Hosseinkouchack, Mehdi
- In:
Economics letters
188
(
2020
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012227832
Saved in:
2
Ergodic for the mean
Hassler, Uwe
- In:
Economics letters
151
(
2017
),
pp. 75-78
Persistent link: https://www.econbiz.de/10011742137
Saved in:
3
Effect of the order of fractional integration on impulse responses
Hassler, Uwe
;
Hosseinkouchack, Mehdi
- In:
Economics letters
125
(
2014
)
2
,
pp. 311-314
Persistent link: https://www.econbiz.de/10010505295
Saved in:
4
Impulse responses of antipersistent processes
Hassler, Uwe
- In:
Economics letters
116
(
2012
)
3
,
pp. 454-456
Persistent link: https://www.econbiz.de/10009674284
Saved in:
5
Limiting efficiency of OLS vs. GLS when regressors are fractionally integrated
Krämer, Walter
- In:
Economics letters
60
(
1998
)
3
,
pp. 285-290
Persistent link: https://www.econbiz.de/10001251677
Saved in:
6
On the effect of seasonal adjustment on the log-periodogram regression
Ooms, Marius
- In:
Economics letters
56
(
1997
)
2
,
pp. 135-141
Persistent link: https://www.econbiz.de/10001232397
Saved in:
7
Spurious regressions when stationary regressors are included
Hassler, Uwe
- In:
Economics letters
50
(
1996
)
1
,
pp. 25-31
Persistent link: https://www.econbiz.de/10001194177
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