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~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~isPartOf:"Journal of econometrics"
~isPartOf:"Oxford bulletin of economics and statistics"
~person:"Andersen, Torben"
~person:"Bibinger, Markus"
~person:"Bollerslev, Tim"
~person:"Bresson, Georges"
~person:"Chan, Joshua"
~person:"Galvão Júnior, Antônio Fialho"
~person:"Lütkepohl, Helmut"
~person:"Todorov, Viktor"
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Search: subject_exact:"Estimation"
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Estimation
38
Schätzung
38
Volatility
29
Volatilität
29
Time series analysis
22
Zeitreihenanalyse
22
Estimation theory
17
Schätztheorie
17
Stochastic process
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Capital income
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38
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Andersen, Torben
Bibinger, Markus
Bollerslev, Tim
Bresson, Georges
Chan, Joshua
Galvão Júnior, Antônio Fialho
Lütkepohl, Helmut
Todorov, Viktor
Su, Liangjun
13
Tauchen, George Eugene
12
Gao, Jiti
9
Phillips, Peter C. B.
9
Koop, Gary
8
Linton, Oliver
8
Marcellino, Massimiliano
8
Pesaran, M. Hashem
8
Li, Jia
7
Baltagi, Badi H.
6
Ghysels, Eric
6
Hsu, Yu-Chin
6
Kim, Donggyu
6
Koopman, Siem Jan
6
Li, Kunpeng
6
Aït-Sahalia, Yacine
5
Francq, Christian
5
Franses, Philip Hans
5
Gouriéroux, Christian
5
Li, Qi
5
Liesenfeld, Roman
5
Lu, Xun
5
Ravazzolo, Francesco
5
Steel, Mark F. J.
5
Taylor, Robert
5
Zakoïan, Jean-Michel
5
Berg, Gerard J. van den
4
Callaway, Brantly
4
Demetrescu, Matei
4
Diebold, Francis X.
4
Fan, Jianqing
4
Gospodinov, Nikolaj
4
Haldrup, Niels
4
Han, Xu
4
Harvey, Andrew C.
4
Heckman, James J.
4
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Journal of econometrics
Oxford bulletin of economics and statistics
CAMA working paper series
15
Discussion papers / Deutsches Institut für Wirtschaftsforschung
11
CREATES research paper
6
Discussion papers of interdisciplinary research project 373
6
Journal of financial economics
6
NBER Working Paper
6
NBER working paper series
6
SFB 649 discussion paper
6
Working paper / National Bureau of Economic Research, Inc.
6
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
5
ERID working paper
5
Economics letters
5
Journal of economic dynamics & control
5
Discussion paper series / IZA
4
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
4
Journal of applied econometrics
4
Macroeconomic dynamics
4
CESifo working papers
3
CFS working paper series
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DIW Berlin Discussion Paper
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Econometric reviews
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Finance and economics discussion series
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IZA Discussion Paper
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The journal of finance : the journal of the American Finance Association
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CREATES Research Paper
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Econometric theory
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Economic Research Initiatives at Duke (ERID) Working Paper
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
2
GRIPS discussion papers
2
Quantitative economics : QE ; journal of the Econometric Society
2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
Série scientifique / CIRANO, Centre Interuniversitaire de Recherche en Analyse des Organisations
2
Working papers / Financial Institutions Center
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ECONIS (ZBW)
38
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1
High-dimensional conditionally Gaussian state space models with missing data
Chan, Joshua
;
Poon, Aubrey
;
Zhu, Dan
- In:
Journal of econometrics
236
(
2023
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014332310
Saved in:
2
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:
3
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:
4
Large hybrid time-varying parameter VARs
Chan, Joshua
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
3
,
pp. 890-905
Persistent link: https://www.econbiz.de/10014448455
Saved in:
5
Occupation density estimation for noisy high-frequency data
Zhang, Congshan
;
Li, Jia
;
Bollerslev, Tim
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 189-211
Persistent link: https://www.econbiz.de/10013441646
Saved in:
6
Variation and efficiency of high-frequency betas
Zhang, Congshan
;
Li, Jia
;
Todorov, Viktor
;
Tauchen, …
- In:
Journal of econometrics
228
(
2022
)
1
,
pp. 156-175
Persistent link: https://www.econbiz.de/10013441735
Saved in:
7
Nonparametric jump variation measures from options
Todorov, Viktor
- In:
Journal of econometrics
230
(
2022
)
2
,
pp. 255-280
Persistent link: https://www.econbiz.de/10013463804
Saved in:
8
From zero to hero : realized partial (co)variances
Bollerslev, Tim
;
Medeiros, Marcelo C.
;
Patton, Andrew J.
; …
- In:
Journal of econometrics
231
(
2022
)
2
,
pp. 348-360
Persistent link: https://www.econbiz.de/10013464800
Saved in:
9
Generalized jump regressions for local moments
Bollerslev, Tim
;
Li, Jia
;
Chaves, Leonardo Salim Saker
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
4
,
pp. 1015-1025
Persistent link: https://www.econbiz.de/10012653221
Saved in:
10
Tail risk and return predictability for the Japanese equity market
Andersen, Torben
;
Todorov, Viktor
;
Ubukata, Masato
- In:
Journal of econometrics
222
(
2021
)
1,2
,
pp. 344-363
Persistent link: https://www.econbiz.de/10012619430
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