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type:"article"
type_genre:"Article in journal"
~isPartOf:"Finance research letters"
~isPartOf:"International journal of forecasting"
~person:"Kim, Tae-hwan"
~person:"Shi, Yanlin"
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Search: subject_exact:"Estimation theory"
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Estimation theory
6
Schätztheorie
6
Robust statistics
3
Robustes Verfahren
3
Correlation
2
Korrelation
2
Time series analysis
2
Zeitreihenanalyse
2
ARCH model
1
ARCH-Modell
1
Aktienindex
1
Closed-form estimator
1
Co-integration
1
Cointegration
1
Conditional volatility
1
Crude oil
1
Forecasting model
1
GARCH
1
Generalized autoregressive score
1
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1
Lee-Carter model
1
Markov chain
1
Markov switching
1
Markov-Kette
1
Modellierung
1
Moments
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Mortality
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Mortality forecasting
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Oil price
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Penalized least squares
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Prognoseverfahren
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Article in journal
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6
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Kim, Tae-hwan
Shi, Yanlin
Hyndman, Rob J.
4
Armstrong, Jon Scott
3
De Luca, Giovanni
3
Kapetanios, George
3
Panagiotelis, Anastasios
3
Rivieccio, Giorgia
3
Tao, Hong
3
Taylor, James W.
3
Teräsvirta, Timo
3
Ardia, David
2
Athanasopoulos, George
2
Auer, Benjamin R.
2
Baillie, Richard
2
Chaleampong Kongcharoen
2
Chevillon, Guillaume
2
Chiu, Wan-Yi
2
Clements, Adam
2
Cubadda, Gianluca
2
Deo, Rohit S.
2
Espasa Terrades, Antoni
2
Gallo, Giampiero M.
2
González-Rivera, Gloria
2
Harvey, Andrew C.
2
Hendry, David F.
2
Kim, Yunmi
2
Knüppel, Malte
2
Kock, Anders Bredahl
2
Kourentzes, Nikolaos
2
Lahiri, Kajal
2
Liu, Bidong
2
Lucas, André
2
Lütkepohl, Helmut
2
Madan, Dilip B.
2
Miller, Don M.
2
Oryshchenko, Vitaliy
2
Park, Sung Y.
2
Poon, Aubrey
2
Rossi, Barbara
2
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Finance research letters
International journal of forecasting
Journal of econometrics
2
ASTIN bulletin : the journal of the International Actuarial Association
1
Applied economics letters
1
Financial markets and portfolio management
1
Insurance / Mathematics & economics
1
International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
1
Journal of economic dynamics & control
1
Scandinavian actuarial journal
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ECONIS (ZBW)
6
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1
A discussion on the robustness of conditional heteroskedasticity models : simulation evidence and applications of the crude oil returns
Shi, Yanlin
- In:
Finance research letters
44
(
2022
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014494772
Saved in:
2
A closed-form estimator for the Markov switching in mean model
Shi, Yanlin
- In:
Finance research letters
44
(
2022
),
pp. 1-7
Persistent link: https://www.econbiz.de/10014495068
Saved in:
3
Forecasting mortality with a hyperbolic spatial temporal VAR model
Feng, Lingbing
;
Shi, Yanlin
;
Chang, Le
- In:
International journal of forecasting
37
(
2021
)
1
,
pp. 255-273
Persistent link: https://www.econbiz.de/10012692702
Saved in:
4
The instability of the Pearson correlation coefficient in the presence of coincidental outliers
Kim, Yunmi
;
Kim, Tae-hwan
;
Ergün, Tolga
- In:
Finance research letters
13
(
2015
),
pp. 243-257
Persistent link: https://www.econbiz.de/10011552545
Saved in:
5
Robust estimation of covariance and its application to portfolio optimization
Huo, Lijuan
;
Kim, Tae-hwan
;
Kim, Yunmi
- In:
Finance research letters
9
(
2012
)
3
,
pp. 121-134
Persistent link: https://www.econbiz.de/10009628116
Saved in:
6
On more robust estimation of skewness and kurtosis
Kim, Tae-hwan
;
White, Halbert
- In:
Finance research letters
1
(
2004
)
1
,
pp. 56-73
Persistent link: https://www.econbiz.de/10003307251
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