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subject:"Volatility"
type_genre:"Article in journal"
~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~subject:"Cointegration"
~subject:"Statistical test"
~subject:"Statistischer Test"
~type_genre:"Systematic review"
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Search: subject_exact:"Estimation theory"
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Volatility
Cointegration
Statistical test
Statistischer Test
Estimation theory
107
Schätztheorie
107
Time series analysis
50
Zeitreihenanalyse
50
Estimation
33
Schätzung
33
ARCH model
17
ARCH-Modell
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Volatilität
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Regressionsanalyse
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cointegration
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Schweikert, Karsten
2
Abbara, Omar
1
Anatolyev, Stanislav
1
Banerjee, Anurag Narayan
1
Baruník, Jozef
1
Bera, Anil K.
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Blazsek, Szabolcs
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Bu, Ruijun
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Doğan, Osman
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Enders, Walter
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Ericsson, Neil R.
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Escribano, Álvaro
1
Flachaire, Emmanuel
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Gil-Alaña, Luis A.
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Goutte, Stéphane
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Hadri, Kaddour
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Kok Haur Ng
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Kraicová, Lucie
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Kruse, Robinson
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Kuriyama, Nina
1
La Spada, Gabriele
1
Lee, Cheng-Feng
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
Journal of econometrics
307
Econometric reviews
96
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
93
Economics letters
82
Econometric theory
79
The econometrics journal
55
Economic modelling
45
Econometrics : open access journal
44
Applied economics letters
33
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
26
International journal of forecasting
26
Journal of empirical finance
25
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
23
Journal of financial econometrics
23
Journal of financial econometrics : official journal of the Society for Financial Econometrics
22
Applied economics
20
Quantitative economics : QE ; journal of the Econometric Society
20
Journal of banking & finance
19
Quantitative finance
19
Finance research letters
17
International journal of economics and financial issues : IJEFI
17
Journal of forecasting
17
Journal of time series econometrics
17
Journal of the American Statistical Association : JASA
16
Computational economics
15
Empirical economics : a quarterly journal of the Institute for Advanced Studies
14
Journal of applied econometrics
14
International journal of theoretical and applied finance
13
Journal of risk and financial management : JRFM
13
Oxford bulletin of economics and statistics
13
The North American journal of economics and finance : a journal of financial economics studies
12
International journal of economics and finance
11
European journal of operational research : EJOR
9
Finance and stochastics
9
The European journal of finance
9
Cambridge working papers in economics
8
International Journal of Energy Economics and Policy : IJEEP
8
Journal of quantitative economics
8
Theoretical economics letters
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37
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1
Score-driven location plus scale models : asymptotic theory and an application to forecasting Dow Jones volatility
Blazsek, Szabolcs
;
Escribano, Álvaro
;
Licht, Adrian
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
28
(
2024
)
1
,
pp. 61-82
Persistent link: https://www.econbiz.de/10014506888
Saved in:
2
A new test for non-linear hypotheses under distributional and local parametric misspecification
Bera, Anil K.
;
Doğan, Osman
;
Taṣpınar, Süleyman
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
5
,
pp. 669-685
Persistent link: https://www.econbiz.de/10014506833
Saved in:
3
Estimation and forecasting of long memory stochastic volatility models
Abbara, Omar
;
Zevallos, Mauricio
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10014288818
Saved in:
4
Unrestricted, restricted, and regularized models for forecasting multivariate volatility
Anatolyev, Stanislav
;
Staněk, Filip
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
2
,
pp. 199-218
Persistent link: https://www.econbiz.de/10014288890
Saved in:
5
Buffered vector error-correction models : an application to the U.S. Treasury bond rates
Lu, Renjie
;
Yu, Philip L. H.
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
25
(
2021
)
5
,
pp. 267-287
Persistent link: https://www.econbiz.de/10012806530
Saved in:
6
Multiple structural breaks in cointegrating regressions : a model selection approach
Schmidt, Alexander
;
Schweikert, Karsten
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
26
(
2022
)
2
,
pp. 219-254
Persistent link: https://www.econbiz.de/10013334688
Saved in:
7
Testing for cointegration with threshold adjustment in the presence of structural breaks
Schweikert, Karsten
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
24
(
2020
)
1
,
pp. 1-26
Persistent link: https://www.econbiz.de/10012406026
Saved in:
8
Efficient estimation of financial risk by regressing the quantiles of parametric distributions : an application to CARR models
Chan, Jennifer So Kuen
;
Kok Haur Ng
;
Thanakorn …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
23
(
2019
)
2
,
pp. 1-22
Persistent link: https://www.econbiz.de/10012054882
Saved in:
9
A parametric stationarity test with smooth breaks
Tsong, Ching-Chuan
;
Lee, Cheng-Feng
;
Tsai, Li Ju
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
23
(
2019
)
2
,
pp. 1-14
Persistent link: https://www.econbiz.de/10012054883
Saved in:
10
Variance reduction estimation for return models with jumps using gamma asymmetric kernels
Song, Yuping
;
Hou, Weijie
;
Zhou, Shengyi
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
23
(
2019
)
5
,
pp. 1-38
Persistent link: https://www.econbiz.de/10012198377
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