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~isPartOf:"Journal of econometrics"
~subject:"Panel study"
~subject:"Statistische Verteilung"
~subject:"Volatilität"
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Panel study
Statistische Verteilung
Volatilität
Estimation theory
1,639
Schätztheorie
1,639
Theorie
1,608
Theory
1,608
Zeitreihenanalyse
676
Time series analysis
673
Nichtparametrisches Verfahren
544
Nonparametric statistics
544
Estimation
466
Schätzung
462
Regression analysis
455
Regressionsanalyse
455
Statistical test
324
Statistischer Test
324
Volatility
321
Panel
305
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280
Prognoseverfahren
280
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222
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220
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219
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209
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208
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179
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174
Bayesian inference
174
Statistical distribution
169
Cointegration
162
Kointegration
161
Ökonometrie
160
ARCH model
147
ARCH-Modell
147
Ökonometrik Schätzung
140
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137
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745
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747
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13
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6
Sammelwerk
6
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3
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2
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752
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Bollerslev, Tim
19
Todorov, Viktor
17
Tauchen, George Eugene
15
Su, Liangjun
14
Andersen, Torben
13
Aït-Sahalia, Yacine
12
Baltagi, Badi H.
11
Linton, Oliver
11
McAleer, Michael
11
Pesaran, M. Hashem
11
Phillips, Peter C. B.
11
Bai, Jushan
9
Meddahi, Nour
9
Park, Joon Y.
9
Patton, Andrew J.
9
Gao, Jiti
8
Mykland, Per A.
8
Westerlund, Joakim
8
Xiu, Dacheng
8
Ghysels, Eric
7
Gouriéroux, Christian
7
Hsiao, Cheng
7
Lee, Lung-fei
7
Li, Jia
7
Li, Kunpeng
7
Li, Qi
7
Yamagata, Takashi
7
Yu, Jun
7
Cavaliere, Giuseppe
6
Fernández-Val, Iván
6
Hallin, Marc
6
Kim, Donggyu
6
Maheu, John M.
6
Moon, Hyungsik Roger
6
Robinson, Peter M.
6
Sarafidis, Vasilis
6
Schmidt, Peter
6
Shephard, Neil G.
6
Swanson, Norman R.
6
Yu, Jihai
6
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Association of Asia-Pacific Business School's Academic Conference <2018, Hongkong>
1
Conference on Realized Volatility <2006, Montréal>
1
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Journal of econometrics
Energy economics
806
Finance research letters
670
Applied economics
644
NBER working paper series
607
Economics letters
584
Working paper / National Bureau of Economic Research, Inc.
572
Economic modelling
566
NBER Working Paper
527
Applied economics letters
492
International review of financial analysis
466
International review of economics & finance : IREF
440
Journal of banking & finance
440
Working paper
419
The journal of futures markets
384
The North American journal of economics and finance : a journal of financial economics studies
371
Discussion paper / Tinbergen Institute
364
CESifo working papers
360
Discussion paper series / IZA
314
Research in international business and finance
310
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
307
Journal of empirical finance
305
Discussion paper / Centre for Economic Policy Research
302
Applied financial economics
295
International journal of theoretical and applied finance
292
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
285
SOEP survey papers
281
Journal of international money and finance
274
International Journal of Energy Economics and Policy : IJEEP
272
Journal of international financial markets, institutions & money
266
Econometric reviews
255
Journal of risk and financial management : JRFM
249
Insurance / Mathematics & economics
242
International journal of forecasting
241
IMF working papers
234
Quantitative finance
221
The European journal of finance
204
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
204
International journal of finance & economics : IJFE
200
IZA Discussion Paper
193
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ECONIS (ZBW)
752
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1
Asymptotic F test in regressions with observations collected at high frequency over long span
Pellatt, Daniel F.
;
Sun, Yixiao
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1281-1309
Persistent link: https://www.econbiz.de/10014471377
Saved in:
2
Bias reduction in spot volatility estimation from options
Todorov, Viktor
;
Zhang, Yang
- In:
Journal of econometrics
234
(
2023
)
1
,
pp. 53-81
Persistent link: https://www.econbiz.de/10014364661
Saved in:
3
Binary response models for heterogeneous panel data with interactive fixed effects
Gao, Jiti
;
Liu, Fei
;
Peng, Bin
;
Yan, Yayi
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1654-1679
Persistent link: https://www.econbiz.de/10014471421
Saved in:
4
Comparing stochastic volatility specifications for large Bayesian VARs
Chan, Joshua
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1419-1446
Persistent link: https://www.econbiz.de/10014471398
Saved in:
5
CRPS learning
Berrisch, Jonathan
;
Ziel, Florian
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-24
Persistent link: https://www.econbiz.de/10014471798
Saved in:
6
A discrete-time hedging framework with multiple factors and fat tails : on what matters
Augustyniak, Maciej
;
Badescu, Alexandru
;
Bégin, …
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 416-444
Persistent link: https://www.econbiz.de/10014339997
Saved in:
7
Dynamic clustering of multivariate panel data
João, Igor Custodio
;
Lucas, André
;
Schaumburg, Julia
; …
- In:
Journal of econometrics
237
(
2023
)
2,2
,
pp. 1-18
Persistent link: https://www.econbiz.de/10014471521
Saved in:
8
Dynamic factor copula models with estimated cluster assignments
Oh, Dong Hwan
;
Patton, Andrew J.
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-23
Persistent link: https://www.econbiz.de/10014471820
Saved in:
9
The effects of training incidence and planned training duration on labor market transitions
Fitzenberger, Bernd
;
Osikominu, Aderonke
;
Paul, Marie
- In:
Journal of econometrics
235
(
2023
)
1
,
pp. 256-279
Persistent link: https://www.econbiz.de/10014434394
Saved in:
10
Estimation of panel group structure models with structural breaks in group memberships and coefficients
Lumsdaine, Robin L.
;
Okui, Ryo
;
Wang, Wendun
- In:
Journal of econometrics
233
(
2023
)
1
,
pp. 45-65
Persistent link: https://www.econbiz.de/10014340925
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