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subject:"Volatility"
type_genre:"Article in journal"
~isPartOf:"Journal of time series econometrics"
~subject:"Panel study"
~subject:"Statistische Verteilung"
~subject:"Time series analysis"
~type_genre:"Government document"
~type_genre:"Textbook"
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Search: subject_exact:"Estimation theory"
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Volatility
Panel study
Statistische Verteilung
Time series analysis
Estimation theory
59
Schätztheorie
59
Zeitreihenanalyse
39
ARCH model
10
ARCH-Modell
10
Statistical test
10
Statistischer Test
10
Einheitswurzeltest
9
Unit root test
9
Structural break
8
Strukturbruch
8
Cointegration
7
Kointegration
7
ARMA model
6
ARMA-Modell
6
Forecasting model
6
Prognoseverfahren
6
Regression analysis
6
Regressionsanalyse
6
Estimation
5
Schätzung
5
cointegration
5
Bootstrap approach
4
Bootstrap-Verfahren
4
Maximum likelihood estimation
4
Maximum-Likelihood-Schätzung
4
Monte Carlo simulation
4
Monte-Carlo-Simulation
4
VAR model
4
VAR-Modell
4
bootstrap
4
Autocorrelation
3
Autokorrelation
3
Bias
3
Nichtparametrisches Verfahren
3
Nonparametric statistics
3
State space model
3
Stochastic process
3
Stochastischer Prozess
3
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39
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2
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Article
41
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Article in journal
Government document
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Aufsatz in Zeitschrift
41
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English
41
Author
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Arvanitis, Stelios
2
Asai, Manabu
2
Kurozumi, Eiji
2
Peiris, Shelton
2
Politis, Dimitris N.
2
Skrobotov, Anton
2
Abadir, Karim Maher
1
Aleksandrov, Boris
1
Allen, David E.
1
Bardet, Jean-Marc
1
Born, Benjamin
1
Boubaker, Heni
1
Canepa, Alessandra
1
Chen, Jie
1
Chiann, Chang
1
Davidson, James E. H.
1
Demetrescu, Matei
1
Dola, Béchir
1
Dēmos, Antōnēs A.
1
Everaert, Gerdie
1
Feld, Martin
1
Game, Aaron
1
González Olivares, Daniel
1
Granger, C. W. J.
1
Guizar, Isai
1
Gómez-Zaldívar, Manuel
1
Hafner, Christian M.
1
Hassler, Uwe
1
Hendry, David F.
1
Hunt, Richard
1
Javed, Farrukh
1
Jensen, Anders Tolver
1
Lange, Theis
1
Larsson, Rolf
1
Laurini, Márcio Poletti
1
Lima, Luiz Renato
1
Liu-Evans, Gareth
1
Liu-Evans, Gareth D.
1
Louka, Alexandros
1
McAleer, Michael
1
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Journal of time series econometrics
Journal of econometrics
540
Economics letters
260
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
215
Econometric theory
208
Econometric reviews
168
The econometrics journal
95
International journal of forecasting
78
Applied economics letters
76
Econometrics : open access journal
75
Journal of forecasting
65
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
63
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
59
Economic modelling
58
Journal of the American Statistical Association : JASA
55
Applied economics
53
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
53
Computational economics
49
Insurance / Mathematics & economics
49
Journal of applied econometrics
43
Journal of empirical finance
42
Oxford bulletin of economics and statistics
39
Journal of financial econometrics : official journal of the Society for Financial Econometrics
33
Journal of risk and financial management : JRFM
32
Empirical economics : a quarterly journal of the Institute for Advanced Studies
30
Finance research letters
28
Statistics in transition : an international journal of the Polish Statistical Association
28
Journal of banking & finance
26
Journal of financial econometrics
26
Quantitative economics : QE ; journal of the Econometric Society
26
Série des documents de travail / Centre de Recherche en Économie et Statistique
26
European journal of operational research : EJOR
22
Journal of economic dynamics & control
21
Quantitative finance
20
Statistical papers
20
International journal of economics and financial issues : IJEFI
19
The review of economics and statistics
19
Journal of quantitative economics
17
Risks : open access journal
17
The North American journal of economics and finance : a journal of financial economics studies
17
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31
Biases of correlograms and of AR representations of stationary series
Abadir, Karim Maher
;
Larsson, Rolf
- In:
Journal of time series econometrics
4
(
2012
)
1
,
pp. 1-9
Persistent link: https://www.econbiz.de/10009623506
Saved in:
32
Bootstrap, jackknife and COLS : bias and mean squared error in estimation of autoregressive models
Liu-Evans, Gareth D.
;
Phillips, Garry D. A.
- In:
Journal of time series econometrics
4
(
2012
)
2
,
pp. 1-33
Persistent link: https://www.econbiz.de/10009713311
Saved in:
33
Consideration of trends in time series
White, Halbert
;
Granger, C. W. J.
- In:
Journal of time series econometrics
3
(
2011
)
1
,
pp. 1-38
Persistent link: https://www.econbiz.de/10009623246
Saved in:
34
Wavelet estimation of copulas for time series
Morettin, Pedro A.
;
Toloi, Clelia M. C.
;
Chiann, Chang
; …
- In:
Journal of time series econometrics
3
(
2011
)
3
,
pp. 1-29
Persistent link: https://www.econbiz.de/10009623563
Saved in:
35
Estimating autocorrelations in the presence of deterministic trends
Wang, Shin-huei
;
Hafner, Christian M.
- In:
Journal of time series econometrics
3
(
2011
)
2
,
pp. 1-23
Persistent link: https://www.econbiz.de/10009623568
Saved in:
36
Econometric modelling of time series with outlying observations
Hendry, David F.
;
Mizon, Grayham E.
- In:
Journal of time series econometrics
3
(
2011
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10009623578
Saved in:
37
Testing for a deterministic trend when there is evidence of unit root
Ventosa-Santaulària, Daniel
;
Gómez-Zaldívar, Manuel
- In:
Journal of time series econometrics
2
(
2010
)
2
,
pp. 1-24
Persistent link: https://www.econbiz.de/10009623315
Saved in:
38
Estimation and inference in time series with omitted I(1) variables
Everaert, Gerdie
- In:
Journal of time series econometrics
2
(
2010
)
2
,
pp. 1-26
Persistent link: https://www.econbiz.de/10009623316
Saved in:
39
Signal extraction revision variances as a goodness-of-fit measure
McElroy, Tucker
;
Wildi, Marc
- In:
Journal of time series econometrics
2
(
2010
)
1
,
pp. 1-30
Persistent link: https://www.econbiz.de/10009623322
Saved in:
40
On convergence of the QMLE for misspecified GARCH models
Jensen, Anders Tolver
;
Lange, Theis
- In:
Journal of time series econometrics
2
(
2010
)
1
,
pp. 1-29
Persistent link: https://www.econbiz.de/10009623323
Saved in:
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