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subject:"Volatility"
~isPartOf:"Applied economics"
~language:"eng"
~subject:"Heteroscedasticity"
~subject:"Market microstructure noise"
~subject:"Nichtparametrisches Verfahren"
~subject:"Ranking method"
~subject:"Schätzung"
~subject:"Statistical test"
~subject:"United States"
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Volatility
Heteroscedasticity
Market microstructure noise
Nichtparametrisches Verfahren
Ranking method
Schätzung
Statistical test
United States
Estimation theory
173
Schätztheorie
173
Theorie
49
Theory
49
Estimation
43
Time series analysis
35
Zeitreihenanalyse
35
Monte Carlo simulation
12
Monte-Carlo-Simulation
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Kim, Jong-Min
2
Murray, Christian J.
2
Papell, David H.
2
Abutaleb, Ahmed S.
1
Ahmad, Yamin
1
Ahsan, Tanveer
1
Aoki, Takaaki
1
Aßmann, Christian
1
Balli, Hatice Ozer
1
Bampinas, Georgios
1
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Baños-Pino, José
1
Belongia, Michael T.
1
Bianchi, Marco
1
Boonsaeng, Tullaya
1
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1
Caporale, Tony
1
Carpio, Carlos E.
1
Castellón, César E.
1
Ceffer, Attila
1
Chen, Li-Hsueh
1
Chen, Sixia
1
Chen, W. D.
1
Choi, Pilsun
1
Choudhary, M. Ali
1
Chun, Sungju
1
Conway, Karen Smith
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Cushman, David O.
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Fenech, Jean-pierre
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1
Ferreira, Eva
1
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1
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Applied economics
Journal of econometrics
670
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
336
Economics letters
234
Econometric reviews
195
CEMMAP working papers / Centre for Microdata Methods and Practice
191
Econometric theory
183
The econometrics journal
126
Journal of the American Statistical Association : JASA
111
Discussion paper series / IZA
94
Discussion paper / Tinbergen Institute
86
Applied economics letters
85
Quantitative economics : QE ; journal of the Econometric Society
79
Economic modelling
77
Journal of applied econometrics
76
NBER Working Paper
76
Working paper / Department of Econometrics and Business Statistics, Monash University
76
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
75
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
75
Cowles Foundation discussion paper
74
NBER working paper series
74
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
73
Working paper / National Bureau of Economic Research, Inc.
64
Discussion papers of interdisciplinary research project 373
62
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
62
Working paper
60
International journal of forecasting
57
Econometrics : open access journal
56
The review of economics and statistics
56
CREATES research paper
55
Cowles Foundation Discussion Paper
52
SFB 649 discussion paper
51
IZA Discussion Paper
50
Discussion paper
49
European journal of operational research : EJOR
46
Journal of banking & finance
46
CESifo working papers
42
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
41
Computational economics
40
Econometrics papers
40
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ECONIS (ZBW)
65
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1
The use of the tail dependence function for high quantile risk measure analysis : an application to portfolio optimization
Salazar Flores, Yuri
;
Díaz Hernández, Adán
; …
- In:
Applied economics
55
(
2023
)
37
,
pp. 4289-4303
Persistent link: https://www.econbiz.de/10014301231
Saved in:
2
Applying sample selection methods for panel data to analyse determinants of foreign direct divestment
Nguyen, Anh T. N.
- In:
Applied economics
55
(
2023
)
49
,
pp. 5737-5749
Persistent link: https://www.econbiz.de/10014335777
Saved in:
3
Semiparametric estimation of a sample selection model with a binary endogenous regressor : the effect of chronicity in labour supply
Moreno-Mencía, Patricia
;
Cantarero-Prieto, David
; …
- In:
Applied economics
55
(
2023
)
15
,
pp. 1682-1699
Persistent link: https://www.econbiz.de/10013554970
Saved in:
4
Functional ARCH directional dependence via copula for intraday volatility from high-frequency financial time series
Kim, Jong-Min
;
Hwang, Sun Young
- In:
Applied economics
53
(
2021
)
4
,
pp. 506-520
Persistent link: https://www.econbiz.de/10012416072
Saved in:
5
The impact of microcredit borrowing on household consumption in Bangladesh
Schroeder, Elizabeth
- In:
Applied economics
52
(
2020
)
43
,
pp. 4765-4779
Persistent link: https://www.econbiz.de/10012298743
Saved in:
6
Measuring the gender wage gap : a methodological note
Maczulskij, Terhi
;
Nyblom, Jukka
- In:
Applied economics
52
(
2020
)
21
,
pp. 2239-2249
Persistent link: https://www.econbiz.de/10012197689
Saved in:
7
Are linear models really unuseful to describe business cycle data?
Lopes, Artur C. B. da Silva
;
Zsurkis, Gabriel Florin
- In:
Applied economics
51
(
2019
)
22
,
pp. 2355-2376
Persistent link: https://www.econbiz.de/10012196696
Saved in:
8
Nonlinearities in the real exchange rates : new evidence from developed and developing countries
Ahmad, Yamin
;
Lo, Ming Chien
;
Staveley-O'Carroll, Olena M.
- In:
Applied economics
51
(
2019
)
25
,
pp. 2731-2743
Persistent link: https://www.econbiz.de/10012196737
Saved in:
9
How efficient is maize production among smallholder farmers in Zimbabwe? : a comparison of semiparametric and parametric frontier efficiency analyses
Etienne, Xiaoli Liao
;
Ferrara, Giancarlo
;
Mugabe, Douglas
- In:
Applied economics
51
(
2019
)
26
,
pp. 2855-2871
Persistent link: https://www.econbiz.de/10012196758
Saved in:
10
Modelling the heterogeneous effects of stocking rate on dairy production : an application of unconditional quantile regression with fixed effects
Ma, Wanglin
;
Renwick, Alan
;
Greig, Bruce
- In:
Applied economics
51
(
2019
)
43
,
pp. 4769-4780
Persistent link: https://www.econbiz.de/10012197071
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