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subject:"Volatility"
type_genre:"Article in journal"
~isPartOf:"Cambridge working papers in economics"
~isPartOf:"Journal of forecasting"
~subject:"Statistical test"
~subject:"Statistischer Test"
~type_genre:"Sammelwerk"
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Search: subject_exact:"Estimation theory"
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Volatility
Statistical test
Statistischer Test
Estimation theory
149
Schätztheorie
149
Forecasting model
75
Prognoseverfahren
75
Time series analysis
59
Zeitreihenanalyse
59
Theorie
45
Theory
45
Regression analysis
25
Regressionsanalyse
25
Estimation
23
Schätzung
23
Correlation
13
Korrelation
13
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11
ARCH-Modell
11
Nichtparametrisches Verfahren
11
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11
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11
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10
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10
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8
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5
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14
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21
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Jochmans, Koen
4
Taylor, James W.
2
Abraham, Bovas
1
Balakrishna, N.
1
Ben-Zion, Uri
1
Blanco-Fernández, Ángela
1
Chen, Bei
1
Chen, Yi-ting
1
Fei, Tianlun
1
Fischer, Henning
1
Gel, Yulia R.
1
He, Mengxi
1
Hu, Yu-pin
1
Jeon, Jooyoung
1
Johnstone, Iain M.
1
Ke, Tsung-han
1
Kıṣınbay, Turgut
1
Laeven, Roger J. A.
1
Li, Z. Merrick
1
Li, Zhenwei
1
Linton, Oliver
1
Liu, Xiaoquan
1
Ma, Zhiren
1
Nonejad, Nima
1
Onatski, Alexei
1
Pae, Jinhan
1
Pajhede, Thor
1
Preminger, Arie
1
Song, Yuping
1
Sun, Xiaoyu
1
Vellekoop, Michel
1
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1
Wang, Yudong
1
Wen, Conghua
1
Wen, Danyan
1
Wettstein, David
1
Whang, Yoon-jae
1
Winker, Peter
1
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1
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1
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Cambridge working papers in economics
Journal of forecasting
Journal of econometrics
256
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
85
Econometric reviews
76
Economics letters
66
Econometric theory
56
The econometrics journal
45
Economic modelling
31
Econometrics : open access journal
26
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
26
Journal of empirical finance
24
Journal of financial econometrics
22
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
21
International journal of forecasting
20
Journal of financial econometrics : official journal of the Society for Financial Econometrics
20
Quantitative economics : QE ; journal of the Econometric Society
20
Applied economics letters
18
Journal of banking & finance
17
Quantitative finance
17
Finance research letters
15
Journal of the American Statistical Association : JASA
14
International journal of theoretical and applied finance
13
Journal of time series econometrics
13
Computational economics
12
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
12
Applied economics
11
Journal of risk and financial management : JRFM
11
The North American journal of economics and finance : a journal of financial economics studies
11
Empirical economics : a quarterly journal of the Institute for Advanced Studies
10
Journal of applied econometrics
10
European journal of operational research : EJOR
9
Finance and stochastics
9
The European journal of finance
9
International journal of economics and financial issues : IJEFI
8
Oxford bulletin of economics and statistics
8
Decisions in economics and finance : DEF ; a journal of applied mathematics
7
Journal of financial economics
7
Journal of mathematical finance
7
Journal of quantitative economics
7
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ECONIS (ZBW)
21
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1
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:
2
Forecasting stock return volatility : realized volatility-type or duration-based estimators
Fei, Tianlun
;
Liu, Xiaoquan
;
Wen, Conghua
- In:
Journal of forecasting
42
(
2023
)
7
,
pp. 1594-1621
Persistent link: https://www.econbiz.de/10014432725
Saved in:
3
Forecasting Bitcoin volatility : a new insight from the threshold regression model
Zhang, Yaojie
;
He, Mengxi
;
Wen, Danyan
;
Wang, Yudong
- In:
Journal of forecasting
41
(
2022
)
3
,
pp. 633-652
Persistent link: https://www.econbiz.de/10013166172
Saved in:
4
Testing for correlation in error-component models
Jochmans, Koen
-
2019
Persistent link: https://www.econbiz.de/10012692618
Saved in:
5
xtserialpm: a portmanteau test for serial correlation in a linear panel model
Jochmans, Koen
;
Verardi, Vincenzo
-
2019
Persistent link: https://www.econbiz.de/10012699244
Saved in:
6
Dependent microstructure noise and integrated volatility : estimation from high-frequency data
Li, Z. Merrick
;
Laeven, Roger J. A.
;
Vellekoop, Michel
-
2019
Persistent link: https://www.econbiz.de/10012703138
Saved in:
7
Testing correlation in error-component models
Jochmans, Koen
-
2019
-
This version: September 4, 2019
Persistent link: https://www.econbiz.de/10012703301
Saved in:
8
Testing in high-dimensional spiked models
Johnstone, Iain M.
;
Onatski, Alexei
-
2018
Persistent link: https://www.econbiz.de/10012667588
Saved in:
9
The lower regression function and testing expectation dependence dominance hypotheses
Linton, Oliver
;
Whang, Yoon-jae
;
Yen, Yu-min
-
2018
Persistent link: https://www.econbiz.de/10012671331
Saved in:
10
A portmanteau test for correlation in short panels
Jochmans, Koen
-
2018
Persistent link: https://www.econbiz.de/10012672305
Saved in:
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