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subject:"Volatility"
~person:"Chen, Yi-ting"
~subject:"Correlation"
~subject:"Forecasting model"
~subject:"Schätzung"
~subject:"Zeitreihenanalyse"
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Volatility
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Schätzung
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Estimation theory
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10
Statistical test
8
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8
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5
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5
Estimation
3
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2
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Chen, Yi-ting
Phillips, Peter C. B.
129
Gao, Jiti
102
Linton, Oliver
66
Pesaran, M. Hashem
65
Koopman, Siem Jan
64
Kapetanios, George
53
Lütkepohl, Helmut
53
Swanson, Norman R.
51
Diebold, Francis X.
50
Franses, Philip Hans
47
Teräsvirta, Timo
46
Johansen, Søren
45
Cai, Zongwu
43
Koop, Gary
39
Nielsen, Morten Ørregaard
39
Li, Degui
36
Härdle, Wolfgang
34
Nelson, Daniel B.
32
Peng, Bin
32
Stock, James H.
32
Engle, Robert F.
31
Harvey, Andrew C.
31
Hendry, David F.
31
Marcellino, Massimiliano
31
Watson, Mark W.
31
Corradi, Valentina
30
Robinson, Peter M.
30
Sibbertsen, Philipp
30
Baltagi, Badi H.
29
Gouriéroux, Christian
29
Taylor, Robert
29
West, Kenneth D.
29
Ghysels, Eric
28
Lucas, André
28
Bauwens, Luc
27
Croux, Christophe
27
Giraitis, Liudas
27
Leybourne, Stephen James
27
Caporale, Guglielmo Maria
26
Fan, Jianqing
26
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of empirical finance
1
Journal of forecasting
1
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ECONIS (ZBW)
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1
A unified approach to estimating and testing income distributions with grouped data
Chen, Yi-ting
- In:
Journal of business & economic statistics : JBES ; a …
36
(
2018
)
3
,
pp. 438-455
Persistent link: https://www.econbiz.de/10012249172
Saved in:
2
On the optimal estimating function method for conditional correlation models
Chen, Yi-ting
- In:
Journal of financial econometrics : official journal of …
13
(
2015
)
1
,
pp. 83-125
Persistent link: https://www.econbiz.de/10010519661
Saved in:
3
A simple approach to standardized-residuals-based higher-moment tests
Chen, Yi-ting
- In:
Journal of empirical finance
19
(
2012
)
4
,
pp. 427-453
Persistent link: https://www.econbiz.de/10009615672
Saved in:
4
Moment tests for density forecast evaluation in the presence of parameter estimation uncertainty
Chen, Yi-ting
- In:
Journal of forecasting
30
(
2011
)
4
,
pp. 409-450
Persistent link: https://www.econbiz.de/10009234516
Saved in:
5
Generalized moment tests for autoregressive conditional duration models
Chen, Yi-ting
;
Hsieh, Chih-sheng
- In:
Journal of financial econometrics : official journal of …
8
(
2010
)
3
,
pp. 345-391
Persistent link: https://www.econbiz.de/10003997409
Saved in:
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