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subject:"Zeitreihenanalyse"
~isPartOf:"Journal of empirical finance"
~subject:"Stochastischer Prozess"
~subject:"Volatilität"
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Zeitreihenanalyse
Stochastischer Prozess
Volatilität
Estimation theory
77
Schätztheorie
77
Time series analysis
25
Estimation
23
Schätzung
23
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Kim, Chang-Jin
2
Kristensen, Dennis
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McKenzie, Michael D.
2
Nelson, Charles R.
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2
Satchell, Stephen
2
Wongwachara, Warapong
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Journal of empirical finance
Journal of econometrics
385
Econometric theory
176
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
174
Economics letters
160
Discussion paper / Tinbergen Institute
112
Econometric reviews
103
CREATES research paper
71
International journal of forecasting
71
Working paper / Department of Econometrics and Business Statistics, Monash University
67
Journal of forecasting
64
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
59
Applied economics letters
55
Econometrics : open access journal
53
Economic modelling
51
Cowles Foundation discussion paper
50
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
47
NBER Working Paper
47
The econometrics journal
47
Journal of the American Statistical Association : JASA
41
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
40
Journal of time series econometrics
40
Applied economics
39
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
39
Computational economics
38
Journal of applied econometrics
37
SFB 649 discussion paper
35
Série des documents de travail / Centre de Recherche en Économie et Statistique
35
Journal of financial econometrics : official journal of the Society for Financial Econometrics
33
NBER working paper series
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EUI working paper / ECO
29
Working paper series
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
27
Working paper
27
Working paper / National Bureau of Economic Research, Inc.
27
Finance research letters
26
Discussion paper / Center for Economic Research, Tilburg University
25
Discussion papers of interdisciplinary research project 373
25
LSE STICERD Research Paper
25
Discussion paper
24
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1
An adaptive long memory conditional correlation model
Dark, Jonathan
- In:
Journal of empirical finance
75
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014491877
Saved in:
2
Local predictability of stock returns and cash flows
Yu, Deshui
;
Li, Chen
- In:
Journal of empirical finance
77
(
2024
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014578533
Saved in:
3
Estimating and testing skewness in a stochastic volatility model
Lee, Cheol Woo
;
Kang, Kyu Ho
- In:
Journal of empirical finance
72
(
2023
),
pp. 445-467
Persistent link: https://www.econbiz.de/10014476881
Saved in:
4
Estimation with mixed data frequencies : a bias-correction approach
Ghosh, Anisha
;
Linton, Oliver
- In:
Journal of empirical finance
74
(
2023
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014477062
Saved in:
5
Bond and option prices with permanent shocks
Zoubi, Haitham al-
- In:
Journal of empirical finance
53
(
2019
),
pp. 272-290
Persistent link: https://www.econbiz.de/10012171645
Saved in:
6
Dynamic cross-autocorrelation in stock returns
Kinnunen, Jyri
- In:
Journal of empirical finance
40
(
2017
),
pp. 162-173
Persistent link: https://www.econbiz.de/10011744473
Saved in:
7
Marked Hawkes process modeling of price dynamics and volatility estimation
Lee, Kyungsub
;
Seo, Byoung Ki
- In:
Journal of empirical finance
40
(
2017
),
pp. 174-200
Persistent link: https://www.econbiz.de/10011745018
Saved in:
8
Nonparametric estimates of pricing functionals
Marinelli, Carlo
;
D'Addona, Stefano
- In:
Journal of empirical finance
44
(
2017
),
pp. 19-35
Persistent link: https://www.econbiz.de/10011817977
Saved in:
9
Testing against changing correlation
Harvey, Andrew C.
;
Thiele, Stephen
- In:
Journal of empirical finance
38
(
2016
),
pp. 575-589
Persistent link: https://www.econbiz.de/10011663373
Saved in:
10
A fractionally cointegrated VAR model with deterministic trends and application to commodity futures markets
Dolatabadi, Sepideh
;
Nielsen, Morten Ørregaard
;
Xu, Ke
- In:
Journal of empirical finance
38
(
2016
),
pp. 623-639
Persistent link: https://www.econbiz.de/10011663388
Saved in:
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