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type_genre:"Arbeitspapier"
type_genre:"Sammelwerk"
~isPartOf:"CORE discussion paper : DP"
~isPartOf:"Journal of econometrics"
~person:"Andrews, Donald W. K."
~person:"Dufour, Jean-Marie"
~person:"Eichenbaum, Martin S."
~person:"Giles, David E. A."
~person:"King, Maxwell L."
~person:"Lütkepohl, Helmut"
~person:"McAleer, Michael"
~person:"Weber, Jürgen"
~person:"Zakoïan, Jean-Michel"
~person:"Zimmermann, Klaus F."
~subject:"Marketing management"
~subject:"Monte-Carlo-Simulation"
~subject:"Profitability"
~subject:"Schock"
~subject:"Schätztheorie"
~subject:"Shock"
~subject:"Stochastic process"
~type_genre:"Article in journal"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Case study"
~type_genre:"Working Paper"
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Marketing management
Monte-Carlo-Simulation
Profitability
Schock
Schätztheorie
Shock
Stochastic process
Theorie
48
Theory
48
Estimation theory
12
Time series analysis
11
Zeitreihenanalyse
11
Econometrics
9
Statistical test
9
Statistischer Test
9
Ökonometrie
9
Estimation
6
Schätzung
6
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5
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5
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5
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Dynamische Wirtschaftstheorie
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Statistical theory
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3
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2
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Arbeitspapier
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Article in journal
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Collection of articles of several authors
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22
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Andrews, Donald W. K.
Dufour, Jean-Marie
Eichenbaum, Martin S.
Giles, David E. A.
King, Maxwell L.
Lütkepohl, Helmut
McAleer, Michael
Weber, Jürgen
Zakoïan, Jean-Michel
Zimmermann, Klaus F.
Härdle, Wolfgang
18
Phillips, Peter C. B.
13
Bauwens, Luc
12
Chib, Siddhartha
11
Yu, Jun
9
Gouriéroux, Christian
8
Koop, Gary
8
Park, Byeong U.
8
Simar, Léopold
8
Gonzalo, Jesús
7
Kohn, Robert
7
Lee, Lung-fei
6
Li, Qi
6
Broze, Laurence
5
Cybakov, Aleksandr B.
5
Granger, C. W. J.
5
Nesterov, Jurij Evgenʹevič
5
Steel, Mark F. J.
5
Baltagi, Badi H.
4
Diebold, Francis X.
4
Giot, Pierre
4
Hall, Peter
4
Linton, Oliver
4
Osiewalski, Jacek
4
Renault, Eric
4
Schmidt, Peter
4
Swanson, Norman R.
4
Abrevaya, Jason
3
Ali, Mukhtar M.
3
Asai, Manabu
3
Banerjee, Anurag Narayan
3
Boswijk, Herman Peter
3
Chan, Joshua
3
Chen, Songnian
3
Deschamps, Jean-Philippe
3
Donald, Stephen G.
3
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CORE discussion paper : DP
Journal of econometrics
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
22
Economics letters
18
Econometric reviews
15
Série des documents de travail / Centre de Recherche en Économie et Statistique
15
Econometric theory
14
Cowles Foundation discussion paper
12
Discussion paper / Department of Economics, University of Canterbury
11
Journal of quantitative economics : official journal of the Indian Econometric Society
9
Discussion paper / Tinbergen Institute
8
Discussion papers / Deutsches Institut für Wirtschaftsforschung
8
The review of economics and statistics
8
Working paper / Department of Econometrics and Business Statistics, Monash University
8
Working paper / National Bureau of Economic Research, Inc.
8
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
7
EUI working paper / ECO
6
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
6
Münchener Wirtschaftswissenschaftliche Beiträge : discussion papers
6
Cahier / Département de Sciences Économiques, Université de Montréal
5
Working paper series / Research Department, Federal Reserve Bank of Chicago
5
Working papers in quantitative economics and econometrics
5
Discussion paper
4
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
4
Discussion paper / Institute of Social and Economic Research
4
Journal of applied econometrics
4
Journal of economic dynamics & control
4
Oxford bulletin of economics and statistics
4
The review of economic studies
4
Working paper
4
International economic review
3
Journal of economic surveys
3
L' Actualité économique : revue trimest.
3
The Japanese economic review : the journal of the Japanese Economic Association
3
Applied economics
2
CESifo working papers
2
Cahier / Départment de Sciences Économiques, Université de Montréal
2
Discussion paper / Centre for Economic Policy Research
2
Discussion paper / Deutsche Bundesbank
2
Discussion papers / Institute of Social and Economic Research
2
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ECONIS (ZBW)
22
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1
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22
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1
Realized matrix-exponential stochastic volatility with asymmetry, long memory and higher-moment spillovers
Asai, Manabu
;
Chang, Chia-Lin
;
McAleer, Michael
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 285-304
Persistent link: https://www.econbiz.de/10013441658
Saved in:
2
Hypothesis testing based on a vector of statistics
King, Maxwell L.
;
Zhang, Xibin
;
Akram, Muhammad
- In:
Journal of econometrics
219
(
2020
)
2
,
pp. 425-455
Persistent link: https://www.econbiz.de/10012483400
Saved in:
3
Econometric analysis of financial derivatives
Chang, Chia-Lin
(
ed.
);
McAleer, Michael
(
ed.
)
-
2015
Persistent link: https://www.econbiz.de/10011499675
Saved in:
4
Leverage and feedback effects on multifactor Wishart stochastic volatility for option pricing
Asai, Manabu
;
McAleer, Michael
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 436-446
Persistent link: https://www.econbiz.de/10011499703
Saved in:
5
Forecasting co-volatilities via factor models with asymmetry and long memory in realized covariance
Asai, Manabu
;
McAleer, Michael
- In:
Journal of econometrics
189
(
2015
)
2
,
pp. 251-262
Persistent link: https://www.econbiz.de/10011504522
Saved in:
6
Structural vector autoregressions with Markov switching : combining conventional with statistical identification of shocks
Herwartz, Helmut
;
Lütkepohl, Helmut
- In:
Journal of econometrics
183
(
2014
)
1
,
pp. 104-116
Persistent link: https://www.econbiz.de/10010506080
Saved in:
7
Exact confidence sets and goodness-of-fit methods for stable distributions
Beaulieu, Marie-Claude
;
Dufour, Jean-Marie
;
Khalaf, Lynda
- In:
Journal of econometrics
181
(
2014
)
1
,
pp. 3-14
Persistent link: https://www.econbiz.de/10010473451
Saved in:
8
Non redundancy of high order moment conditions for efficient GMM estimation of weak ar processes
Broze, Laurence
;
Francq, Christian
;
Zakoïan, Jean-Michel
-
2000
Persistent link: https://www.econbiz.de/10001514932
Saved in:
9
A new approximate point optimal test of a composite null hypothesis
Sriananthakumar, Sivagowry
;
King, Maxwell L.
- In:
Journal of econometrics
130
(
2006
)
1
,
pp. 101-122
Persistent link: https://www.econbiz.de/10003228627
Saved in:
10
Stationarity and the existence of moments of a family of GARCH processes
Ling, Shiqing
;
McAleer, Michael
- In:
Journal of econometrics
106
(
2002
)
1
,
pp. 109-117
Persistent link: https://www.econbiz.de/10001634306
Saved in:
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