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subject:"Volatility"
~isPartOf:"The econometrics journal"
~subject:"ARCH-Modell"
~subject:"Autokorrelation"
~subject:"Monte Carlo simulation"
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Search: subject_exact:"Estimation theory"
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Volatility
ARCH-Modell
Autokorrelation
Monte Carlo simulation
Estimation theory
268
Schätztheorie
268
Nichtparametrisches Verfahren
59
Nonparametric statistics
59
Regression analysis
55
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39
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Lee, Lung-fei
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1
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1
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The econometrics journal
Journal of econometrics
247
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
93
Economics letters
91
Econometric theory
86
Econometric reviews
77
Discussion paper / Tinbergen Institute
60
Journal of empirical finance
35
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33
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
33
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Applied economics letters
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20
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
19
Quantitative finance
19
Working paper / Department of Econometrics and Business Statistics, Monash University
19
European journal of operational research : EJOR
18
Journal of banking & finance
18
Série des documents de travail / Centre de Recherche en Économie et Statistique
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Cowles Foundation discussion paper
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Journal of risk and financial management : JRFM
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CEMMAP working papers / Centre for Microdata Methods and Practice
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International journal of theoretical and applied finance
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Journal of time series econometrics
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NBER working paper series
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
15
International journal of economics and financial issues : IJEFI
15
Journal of economic dynamics & control
15
Journal of the American Statistical Association : JASA
15
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
15
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1
Explicit minimal representation of variance matrices, and its implication for dynamic volatility models
Abadir, Karim Maher
- In:
The econometrics journal
26
(
2023
)
1
,
pp. 88-104
Persistent link: https://www.econbiz.de/10013543279
Saved in:
2
R-estimators in GARCH models : asymptotics and applications
Liu, Hang
;
Mukherjee, Kanchan
- In:
The econometrics journal
25
(
2022
)
1
,
pp. 98-113
Persistent link: https://www.econbiz.de/10012878893
Saved in:
3
Designed quadrature to approximate integrals in maximum simulated likelihood estimation
Bansal, Prateek
;
Keshavarzzadeh, Vahid
;
Guevara, Angelo
; …
- In:
The econometrics journal
25
(
2022
)
2
,
pp. 301-321
Persistent link: https://www.econbiz.de/10013253833
Saved in:
4
Estimation of dynamic models of recurrent events with censored data
Lee, Sanghyeok
;
Gørgens, Tue
- In:
The econometrics journal
24
(
2021
)
2
,
pp. 199-224
Persistent link: https://www.econbiz.de/10012594987
Saved in:
5
Online estimation of DSGE models
Cai, Michael
;
Del Negro, Marco
;
Herbst, Edward P.
; …
- In:
The econometrics journal
24
(
2021
)
1
,
pp. C33-C58
Persistent link: https://www.econbiz.de/10012504440
Saved in:
6
LSTUR regression theory and the instability of the sample correlation coefficient between financial return indices
Ginker, Tim
;
Lieberman, Offer
- In:
The econometrics journal
24
(
2021
)
1
,
pp. 58-82
Persistent link: https://www.econbiz.de/10012504449
Saved in:
7
Generalized forecast averaging in autoregressions with a near unit root
Kejriwal, Mohitosh
;
Yu, Xuewen
- In:
The econometrics journal
24
(
2021
)
1
,
pp. 83-102
Persistent link: https://www.econbiz.de/10012504451
Saved in:
8
Large mixed-frequency VARs with a parsimonious time-varying parameter structure
Götz, Thomas B.
;
Hauzenberger, Klemens
- In:
The econometrics journal
24
(
2021
)
3
,
pp. 442-461
Persistent link: https://www.econbiz.de/10012620715
Saved in:
9
Initial conditions of dynamic panel data models : on within and between equations
Lee, Lung-fei
;
Yu, Jihai
- In:
The econometrics journal
23
(
2020
)
1
,
pp. 115-136
Persistent link: https://www.econbiz.de/10012167249
Saved in:
10
Testing for moderate explosiveness
Guo, Gangzheng
;
Sun, Yixiao
;
Wang, Shaoping
- In:
The econometrics journal
22
(
2019
)
1
,
pp. 73-95
Persistent link: https://www.econbiz.de/10012166654
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