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subject:"Volatility"
type_genre:"Article in journal"
~isPartOf:"Economics letters"
~person:"Kapetanios, George"
~person:"Kim, Chang Sik"
~subject:"Schätztheorie"
~type_genre:"Government document"
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Search: subject_exact:"Estimation theory"
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Kapetanios, George
Kim, Chang Sik
Krämer, Walter
12
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10
Tran-van-Hoa
10
Ullah, Aman
10
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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
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7
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7
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6
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6
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6
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6
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6
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5
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5
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5
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5
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4
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4
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4
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4
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4
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1
Time-varying Lasso
Kapetanios, George
;
Zikes, Filip
- In:
Economics letters
169
(
2018
),
pp. 1-6
Persistent link: https://www.econbiz.de/10012019554
Saved in:
2
A factor approach to realized volatility forecasting in the presence of finite jumps and cross-sectional correlation in pricing errors
Atak, Alev
;
Kapetanios, George
- In:
Economics letters
120
(
2013
)
2
,
pp. 224-228
Persistent link: https://www.econbiz.de/10010128339
Saved in:
3
Spurious regressions driven by excessive volatility
Kim, Chang Sik
;
Lee, Sungro
- In:
Economics letters
113
(
2011
)
3
,
pp. 292-297
Persistent link: https://www.econbiz.de/10009503041
Saved in:
4
Cross-sectional averaging and instrumental variable estimation with many weak instruments
Kapetanios, George
;
Marcellino, Massimiliano
- In:
Economics letters
108
(
2010
)
1
,
pp. 36-39
Persistent link: https://www.econbiz.de/10008662294
Saved in:
5
Estimating deterministically time-varying variances in regression models
Kapetanios, George
- In:
Economics letters
97
(
2007
)
2
,
pp. 97-104
Persistent link: https://www.econbiz.de/10003575265
Saved in:
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