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type_genre:"Collection of articles of several authors"
~isPartOf:"Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics"
~subject:"ARCH model"
~type_genre:"Article in journal"
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Search: subject_exact:"Estimation theory"
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ARCH model
Estimation theory
312
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Theorie
239
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Statistical theory
45
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45
Time series analysis
39
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Collection of articles of several authors
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Francq, Christian
1
Hussey, Robert Miller
1
Jensen, Søren Tolver
1
Mykland, Per A.
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Nelson, Daniel B.
1
Rahbek, Anders
1
Tauchen, George Eugene
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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
Journal of econometrics
50
Econometric theory
35
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
25
Economics letters
20
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Econometric reviews
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The econometrics journal
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International journal of forecasting
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The North American journal of economics and finance : a journal of financial economics studies
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Applied economics letters
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Econometrics : open access journal
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The journal of risk model validation
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International Journal of Energy Economics and Policy : IJEEP
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The European journal of finance
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CBN journal of applied statistics
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International journal of economics and finance
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Journal of economic dynamics & control
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Theoretical economics letters
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Central European journal of economic modelling and econometrics
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Financial innovation : FIN
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Insurance / Mathematics & economics
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International journal of financial research
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International journal of monetary economics and finance
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ECONIS (ZBW)
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1
Assessment of uncertainty in high frequency data : the observed asymptotic variance
Mykland, Per A.
;
Zhang, Lan
- In:
Econometrica : journal of the Econometric Society, an …
85
(
2017
)
1
,
pp. 197-231
Persistent link: https://www.econbiz.de/10011738478
Saved in:
2
Strict stationarity testing and estimation of explosive and stationary generalized autoregressive conditional heteroscedasticity models
Francq, Christian
;
Zakoïan, Jean-Michel
- In:
Econometrica : journal of the Econometric Society, an …
80
(
2012
)
2
,
pp. 821-861
Persistent link: https://www.econbiz.de/10009534937
Saved in:
3
Asymptotic normality of the QMLE estimator of ARCH in the nonstationary case
Jensen, Søren Tolver
;
Rahbek, Anders
- In:
Econometrica : journal of the Econometric Society, an …
72
(
2004
)
2
,
pp. 641-646
Persistent link: https://www.econbiz.de/10001978054
Saved in:
4
Quadrature-based methods for obtaining approximate solutions to nonlinear asset pricing models
Tauchen, George Eugene
- In:
Econometrica : journal of the Econometric Society, an …
59
(
1991
)
2
,
pp. 371-396
Persistent link: https://www.econbiz.de/10001101891
Saved in:
5
Conditional heteroskedasticity in asset returns : a new approach
Nelson, Daniel B.
- In:
Econometrica : journal of the Econometric Society, an …
59
(
1991
)
2
,
pp. 347-370
Persistent link: https://www.econbiz.de/10001101893
Saved in:
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