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subject:"Volatility"
type_genre:"Article in journal"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~subject:"Prognoseverfahren"
~subject:"Zeitreihenanalyse"
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Search: subject_exact:"Estimation theory"
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Volatility
Prognoseverfahren
Zeitreihenanalyse
Estimation theory
590
Schätztheorie
590
Theorie
195
Theory
195
Time series analysis
138
Estimation
127
Schätzung
127
Nichtparametrisches Verfahren
109
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Ghysels, Eric
4
Su, Liangjun
4
Franses, Philip Hans
3
Gao, Jiti
3
Ling, Shiqing
3
Tsay, Ruey S.
3
Bauwens, Luc
2
Bera, Anil K.
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Bollerslev, Tim
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Cai, Zongwu
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2
Escanciano, Juan Carlos
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González-Rivera, Gloria
2
Hautsch, Nikolaus
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Higgins, Matthew Lawrence
2
Jing, Bingyi
2
Koop, Gary
2
Lan, Wei
2
Lesage, James P.
2
Li, Dong
2
Liesenfeld, Roman
2
Liu, Mengya
2
Lucas, André
2
Lütkepohl, Helmut
2
Nielsen, Morten Ørregaard
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2
Ullah, Aman
2
Van Keilegom, Ingrid
2
West, Kenneth D.
2
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2
Yang, Xiye
2
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Journal of econometrics
410
Econometric theory
173
Economics letters
163
International journal of forecasting
131
Journal of forecasting
101
Econometric reviews
99
Applied economics letters
57
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
56
Econometrics : open access journal
51
The econometrics journal
49
Economic modelling
48
Journal of the American Statistical Association : JASA
48
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
45
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
45
Journal of empirical finance
45
Journal of time series econometrics
43
Applied economics
41
Computational economics
41
Journal of applied econometrics
38
Journal of financial econometrics : official journal of the Society for Financial Econometrics
36
Oxford bulletin of economics and statistics
29
Finance research letters
25
Journal of banking & finance
24
Journal of financial econometrics
23
Journal of risk and financial management : JRFM
23
Quantitative finance
20
Insurance / Mathematics & economics
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Journal of macroeconomics
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The North American journal of economics and finance : a journal of financial economics studies
18
Empirical economics : a quarterly journal of the Institute for Advanced Studies
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International journal of economics and financial issues : IJEFI
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Journal of economic dynamics & control
17
European journal of operational research : EJOR
16
Journal of quantitative economics
16
The review of economics and statistics
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International journal of theoretical and applied finance
14
Quantitative economics : QE ; journal of the Econometric Society
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Risks : open access journal
14
The review of economic studies
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ECONIS (ZBW)
178
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1
Combining p-values for multivariate predictive ability testing
Spreng, Lars
;
Urga, Giovanni
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
3
,
pp. 765-777
Persistent link: https://www.econbiz.de/10014448433
Saved in:
2
Singular conditional autoregressive Wishart model for realized covariance matrices
Alfelt, Gustav
;
Bodnar, Taras
;
Javed, Farrukh
;
Tyrcha, …
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
3
,
pp. 833-845
Persistent link: https://www.econbiz.de/10014448443
Saved in:
3
Mean-structure and autocorrelation consistent covariance matrix estimation
Chan, Kin Wai
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
1
,
pp. 201-215
Persistent link: https://www.econbiz.de/10012804100
Saved in:
4
Adaptive testing for cointegration with nonstationary volatility
Boswijk, Herman Peter
;
Zu, Yang
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
2
,
pp. 744-755
Persistent link: https://www.econbiz.de/10013534484
Saved in:
5
Semiparametric tests for the order of integration in the possible presence of level breaks
Iacone, Fabrizio
;
Nielsen, Morten Ørregaard
;
Taylor, Robert
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
2
,
pp. 880-896
Persistent link: https://www.econbiz.de/10013534577
Saved in:
6
Tests of equal forecasting accuracy for nested models with estimated CCE factors
Stauskas, Ovidijus
;
Westerlund, Joakim
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
4
,
pp. 1745-1758
Persistent link: https://www.econbiz.de/10013540477
Saved in:
7
Identification of time-varying factor models
Cheung, Ying Lun
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
1
,
pp. 76-94
Persistent link: https://www.econbiz.de/10014449828
Saved in:
8
Low frequency cointegrating regression with local to unity regressors and unknown form of serial dependence
Hwang, Jungbin
;
Valdés, Gonzalo
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
1
,
pp. 160-173
Persistent link: https://www.econbiz.de/10014449847
Saved in:
9
Prediction using many samples with models possibly containing partially shared parameters
Zhang, Xinyu
;
Liu, Huihang
;
Wei, Yizheng
;
Ma, Yanyuan
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
1
,
pp. 187-196
Persistent link: https://www.econbiz.de/10014449883
Saved in:
10
Estimation, inference, and empirical analysis for time-varying var models
Gao, Jiti
;
Peng, Bin
;
Yan, Yayi
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
1
,
pp. 310-321
Persistent link: https://www.econbiz.de/10014449933
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