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Search: subject:"Serial Dependence"
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Serial dependence
14
Time series analysis
10
Zeitreihenanalyse
10
Estimation theory
9
Schätztheorie
9
serial dependence
7
Statistical test
4
Statistischer Test
4
Forecasting model
3
Multivariate Verteilung
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Multivariate distribution
3
Prognoseverfahren
3
Theorie
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2
Parameter estimation uncertainty
2
Risiko
2
Risk
2
Risk management
2
Spatial dependence
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Statistical distribution
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Statistische Verteilung
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Unobservable errors
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2
Volatilität
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Aggregation
1
Aktienindex
1
American Depository Receipts
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Asset correlation
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Du, Zaichao
2
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2
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2
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
Hong, Yongmiao
1
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1
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1
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1
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1
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Journal of time series econometrics
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TEST: An Official Journal of the Spanish Society of Statistics and Operations Research
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ECONIS (ZBW)
16
RePEc
9
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1
Getting the ROC into sync
Yang, Liu
;
Lahiri, Kajal
;
Pagan, Adrian R.
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
1
,
pp. 109-121
Persistent link: https://www.econbiz.de/10014449838
Saved in:
2
A ReMeDI for microstructure noise
Li, Z. Merrick
;
Linton, Oliver
- In:
Econometrica : journal of the Econometric Society, an …
90
(
2022
)
1
,
pp. 367-389
Persistent link: https://www.econbiz.de/10012821689
Saved in:
3
Fat tails,
serial
dependence
, and implied volatility index connections
Ellington, Michael
- In:
European journal of operational research : EJOR
299
(
2022
)
2
,
pp. 768-779
Persistent link: https://www.econbiz.de/10013207169
Saved in:
4
Goodness-of-fit testing for time series models via distance covariance
Wan, Phyllis
;
Davis, Richard A.
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 4-24
Persistent link: https://www.econbiz.de/10013441619
Saved in:
5
Bayesian and maximum likelihood analysis of large-scale panel choice models with unobserved heterogeneity
Ando, Tomohiro
;
Bai, Jushan
;
Li, Kunpeng
- In:
Journal of econometrics
230
(
2022
)
1
,
pp. 20-38
Persistent link: https://www.econbiz.de/10013441911
Saved in:
6
Prediction of risk : decoding the
serial
dependence
of stock return volatility with copula
Zhu, Liang
;
Lim, Christine
;
Zhang, Jianlun
- In:
Journal of hospitality & tourism research : JHTR ; the …
45
(
2021
)
1
,
pp. 6-27
Persistent link: https://www.econbiz.de/10012426080
Saved in:
7
Checking model adequacy for count time series by using Pearson residuals
Weiß, Christian H.
;
Scherer, Lukas
;
Aleksandrov, Boris
; …
- In:
Journal of time series econometrics
12
(
2020
)
1
,
pp. 1-15
Persistent link: https://www.econbiz.de/10012258316
Saved in:
8
A self-normalization test for correlation change
Choi, Ji-Eun
;
Shin, Dong-wan
- In:
Economics letters
193
(
2020
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012509218
Saved in:
9
Standard errors of risk and performance estimators for serially dependent returns
Chen, Xin
;
Martin, R. Douglas
- In:
Journal of risk
23
(
2020/2021
)
2
,
pp. 1-41
Persistent link: https://www.econbiz.de/10012500245
Saved in:
10
Finite-sample generalized confidence distributions and sign-based robust estimators in median regressions with heterogeneous dependent errors
Coudin, Elise
;
Dufour, Jean-Marie
- In:
Econometric reviews
39
(
2020
)
8
,
pp. 763-791
Persistent link: https://www.econbiz.de/10012295580
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