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~subject:"Capital income"
~subject:"Estimation"
~subject:"Share price"
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Capital income
Estimation
Share price
ARCH model
47
ARCH-Modell
47
Theorie
25
Theory
25
Volatility
22
Volatilität
22
Estimation theory
15
Schätztheorie
15
Time series analysis
15
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15
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12
Stochastic process
9
Stochastischer Prozess
9
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8
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8
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7
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7
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6
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5
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4
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3
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3
Bayes-Statistik
3
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3
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3
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19
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Jawadi, Fredj
2
McAleer, Michael
2
Teräsvirta, Timo
2
Alexander, Carol
1
Alghalith, Moawia
1
Amado, Cristina
1
Asai, Manabu
1
Bermudez, P. de Zea
1
Bu, Ruijun
1
Cai, Jun
1
Caporin, Massimiliano
1
Ftiti, Zied
1
Galbraith, John W.
1
Grigoletto, Matteo
1
Hafner, Christian M.
1
Halunga, Andreea G.
1
Horrace, William C.
1
Jin, Shusong
1
Kyriakopoulou, Dimitra
1
Laurini, Fabrizio
1
Lazar, Emese
1
Lee, Yoonseok
1
Li, Wai Keung
1
Li, Yuyi
1
Louhichi, Waël
1
Martinet, Guillaume Gaetan
1
Marín, J. Miguel
1
Paruolo, Paolo
1
Provasi, Corrado
1
Psaradakis, Zacharias G.
1
Savva, Christos S.
1
Silvennoinen, Annastiina
1
Tawn, Jonathan A.
1
Tzavalis, Elias
1
Ulu, Yasemin
1
Veiga, Helena
1
Yu, Philip L. H.
1
Zhu, Jingmei
1
Zinde-Walsh, Victoria
1
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Econometric reviews
Energy economics
115
Finance research letters
113
Applied economics
94
International review of economics & finance : IREF
88
International review of financial analysis
86
Journal of empirical finance
82
The North American journal of economics and finance : a journal of financial economics studies
81
Economic modelling
79
Research in international business and finance
75
Journal of international financial markets, institutions & money
65
Journal of risk and financial management : JRFM
55
Applied economics letters
50
Journal of banking & finance
49
Journal of econometrics
49
International journal of forecasting
48
Applied financial economics
45
The European journal of finance
39
Journal of forecasting
37
Discussion paper / Tinbergen Institute
35
Economics letters
35
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
35
Working paper
35
International Journal of Energy Economics and Policy : IJEEP
33
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
33
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
32
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
32
Journal of financial econometrics : official journal of the Society for Financial Econometrics
32
International journal of economics and finance
31
International journal of economics and financial issues : IJEFI
31
International journal of finance & economics : IJFE
31
The journal of futures markets
30
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
29
Pacific-Basin finance journal
27
Review of quantitative finance and accounting
26
Journal of financial econometrics
24
The empirical economics letters : a monthly international journal of economics
23
Econometric Institute research papers
22
Journal of risk
22
Cogent economics & finance
21
Emerging markets, finance and trade : EMFT
21
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ECONIS (ZBW)
19
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1
Identification and estimation of panel semiparametric conditional heteroskedastic frontiers with dynamic inefficiency
Cai, Jun
;
Horrace, William C.
;
Lee, Yoonseok
- In:
Econometric reviews
43
(
2024
)
5
,
pp. 238-268
Persistent link: https://www.econbiz.de/10014551521
Saved in:
2
Reconciling negative return skewness with positive time-varying risk premia
Kyriakopoulou, Dimitra
;
Hafner, Christian M.
- In:
Econometric reviews
41
(
2022
)
8
,
pp. 877-894
Persistent link: https://www.econbiz.de/10013364913
Saved in:
3
The continuous limit of weak GARCH
Alexander, Carol
;
Lazar, Emese
- In:
Econometric reviews
40
(
2021
)
2
,
pp. 197-216
Persistent link: https://www.econbiz.de/10012483807
Saved in:
4
A multifactor transformed diffusion model with applications to VIX and VIX futures
Bu, Ruijun
;
Jawadi, Fredj
;
Li, Yuyi
- In:
Econometric reviews
39
(
2020
)
1
,
pp. 27-53
Persistent link: https://www.econbiz.de/10012181537
Saved in:
5
Forecasting energy futures volatility with threshold augmented heterogeneous autoregressive jump models
Jawadi, Fredj
;
Ftiti, Zied
;
Louhichi, Waël
- In:
Econometric reviews
39
(
2020
)
1
,
pp. 54-70
Persistent link: https://www.econbiz.de/10012181540
Saved in:
6
Data cloning estimation for asymmetric stochastic volatility models
Bermudez, P. de Zea
;
Marín, J. Miguel
;
Veiga, Helena
- In:
Econometric reviews
39
(
2020
)
10
,
pp. 1057-1074
Persistent link: https://www.econbiz.de/10012406209
Saved in:
7
Neglecting structural breaks when estimating and valuing dynamic correlations for asset allocation
Halunga, Andreea G.
;
Savva, Christos S.
- In:
Econometric reviews
38
(
2019
)
6
,
pp. 660-678
Persistent link: https://www.econbiz.de/10012181343
Saved in:
8
On the invertibility of EGARCH(p, q)
Martinet, Guillaume Gaetan
;
McAleer, Michael
- In:
Econometric reviews
37
(
2018
)
6/10
,
pp. 824-849
Persistent link: https://www.econbiz.de/10012040413
Saved in:
9
Specification and testing of multiplicative time-varying GARCH models with applications
Amado, Cristina
;
Teräsvirta, Timo
- In:
Econometric reviews
36
(
2017
)
4
,
pp. 421-446
Persistent link: https://www.econbiz.de/10011795239
Saved in:
10
Estimating the stock/portfolio volatility and the volatility of volatility : a new simple method
Alghalith, Moawia
- In:
Econometric reviews
35
(
2016
)
1/4
,
pp. 257-262
Persistent link: https://www.econbiz.de/10011549920
Saved in:
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