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~isPartOf:"Applied financial economics"
~isPartOf:"Journal of econometrics"
~isPartOf:"Working paper series"
~subject:"ARCH-Modell"
~subject:"Kapitaleinkommen"
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Search: subject_exact:"Trend-cycle estimation"
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ARCH-Modell
Kapitaleinkommen
Time series analysis
814
Zeitreihenanalyse
814
Theorie
386
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386
Estimation theory
337
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337
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154
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153
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119
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42
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Francq, Christian
6
Todorov, Viktor
4
Zakoïan, Jean-Michel
4
Andersen, Torben
3
Hallin, Marc
3
Kim, Donggyu
3
Li, Guodong
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Li, Yingying
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Shephard, Neil G.
3
Asai, Manabu
2
Barigozzi, Matteo
2
Blasques, F.
2
Bollerslev, Tim
2
Brüggemann, Ralf
2
Demetrescu, Matei
2
Fan, Jianqing
2
Gupta, Rangan
2
Jentsch, Carsten
2
Kong, Xin-Bing
2
Koopman, Siem Jan
2
Li, Jia
2
Li, Wai Keung
2
Liao, Yuan
2
McAleer, Michael
2
Meddahi, Nour
2
Mykland, Per A.
2
Patton, Andrew J.
2
Sheppard, Kevin
2
Tauchen, George Eugene
2
Teräsvirta, Timo
2
Trenkler, Carsten
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Wang, Yazhen
2
Xiu, Dacheng
2
Zhu, Ke
2
Ajmi, Ahdi Noomen
1
Akgül, Işıl
1
Aknouche, Abdelhakim
1
Alles, Lakshman
1
Andreou, Elena
1
Aye, Goodness C.
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Applied financial economics
Journal of econometrics
Working paper series
Journal of empirical finance
62
Discussion paper / Tinbergen Institute
54
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
53
Economic modelling
50
Finance research letters
47
International journal of forecasting
46
Applied economics
42
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
41
Economics letters
37
Energy economics
34
International review of financial analysis
34
Journal of forecasting
32
The North American journal of economics and finance : a journal of financial economics studies
32
International review of economics & finance : IREF
30
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28
CREATES research paper
27
Journal of financial econometrics : official journal of the Society for Financial Econometrics
26
Journal of risk and financial management : JRFM
26
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26
Research in international business and finance
25
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20
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20
Journal of international financial markets, institutions & money
20
Applied economics letters
19
Computational economics
19
Econometrics : open access journal
19
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17
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CESifo working papers
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International journal of economics and financial issues : IJEFI
15
The European journal of finance
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Journal of time series econometrics
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The econometrics journal
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The journal of finance : the journal of the American Finance Association
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International Journal of Energy Economics and Policy : IJEEP
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NBER working paper series
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ECONIS (ZBW)
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1
On the growth rate of superadditive processes and the stability of functional GARCH models
Kandji, Baye Matar
-
2023
Persistent link: https://www.econbiz.de/10014321021
Saved in:
2
Local asymptotic normality of general conditionally heteroskedastic and score-driven time-series models
Francq, Christian
;
Zakoïan, Jean-Michel
-
2022
Persistent link: https://www.econbiz.de/10013162003
Saved in:
3
Ination dynamics and time-varying persistence : the importance of the uncertainty channel
Canepa, Alessandra
-
2022
Persistent link: https://www.econbiz.de/10013366360
Saved in:
4
Asset pricing using Block-Cholesky GARCH and time-varying betas
Grassi, Stefano
;
Violante, Francesco
-
2021
Persistent link: https://www.econbiz.de/10012543884
Saved in:
5
Intraday cross-sectional distributions of systematic risk
Andersen, Torben
;
Riva, Raul
;
Thyrsgaard, Martin
; …
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1394-1418
Persistent link: https://www.econbiz.de/10014471397
Saved in:
6
Parametric estimation of long memory in factor models
Ergemen, Yunus Emre
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1483-1499
Persistent link: https://www.econbiz.de/10014471404
Saved in:
7
Beta observation-driven models with exogenous regressors : a joint analysis of realized correlation and leverage effects
Gorgi, Paolo
;
Koopman, Siem Jan
- In:
Journal of econometrics
237
(
2023
)
2,2
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014471518
Saved in:
8
Two-stage weighted least squares estimator of the conditional mean of observation-driven time series models
Aknouche, Abdelhakim
;
Francq, Christian
- In:
Journal of econometrics
237
(
2023
)
2,2
,
pp. 1-22
Persistent link: https://www.econbiz.de/10014471524
Saved in:
9
Volatility measurement with pockets of extreme return persistence
Andersen, Torben
;
Li, Yingying
;
Todorov, Viktor
;
Zhou, Bo
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014471793
Saved in:
10
Uniform predictive inference for factor models with instrumental and idiosyncratic betas
Cheng, Mingmian
;
Liao, Yuan
;
Yang, Xiye
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-28
Persistent link: https://www.econbiz.de/10014471816
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