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~language:"eng"
~person:"Frey, Bruno S."
~person:"Lien, Da-hsiang Donald"
~person:"McAleer, Michael"
~person:"Phillips, Peter C. B."
~person:"Swanson, Norman R."
~subject:"Estimation"
~subject:"Zeitreihenanalyse"
~type_genre:"Article in journal"
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Estimation
Zeitreihenanalyse
Theorie
452
Theory
452
Estimation theory
154
Schätztheorie
154
Time series analysis
151
Volatility
108
Volatilität
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Frey, Bruno S.
Lien, Da-hsiang Donald
McAleer, Michael
Phillips, Peter C. B.
Swanson, Norman R.
Gil-Alaña, Luis A.
226
Gupta, Rangan
224
Bahmani-Oskooee, Mohsen
167
Chang, Tsangyao
118
Caporale, Guglielmo Maria
116
Tiwari, Aviral Kumar
108
Wohar, Mark E.
93
Franses, Philip Hans
89
Apergēs, Nikolaos
88
Narayan, Paresh Kumar
82
Moosa, Imad A.
74
Lee, Chien-chiang
72
Belke, Ansgar
65
Shahbaz, Muhammad
65
Zaremba, Adam
64
Herwartz, Helmut
63
Serletis, Apostolos
63
Su, Chi-Wei
61
Taylor, Robert
61
Balcilar, Mehmet
60
Kumbhakar, Subal
60
Leybourne, Stephen James
59
Pierdzioch, Christian
57
Payne, James E.
56
McMillan, David G.
52
Hammoudeh, Shawkat
51
Koop, Gary
51
Koopman, Siem Jan
50
Wagner, Joachim
50
Perron, Pierre
48
Egger, Peter
47
Hsing, Yu
47
Xuan Vinh Vo
47
Teräsvirta, Timo
45
Westerlund, Joakim
45
Harvey, Andrew C.
44
Holmes, Mark J.
44
Pesaran, M. Hashem
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Journal of econometrics
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Econometric theory
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Econometric reviews
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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Applied economics
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Journal of economic surveys
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The econometrics journal
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International journal of forecasting
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The North American journal of economics and finance : a journal of financial economics studies
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Economics letters
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Journal of risk and financial management : JRFM
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Energy economics
3
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3
The journal of futures markets
3
The review of economic studies
3
Applied economics letters
2
International journal of business and economics
2
New Zealand economic papers
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Public choice
2
Quantitative economics : QE ; journal of the Econometric Society
2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
The American journal of economics and sociology
2
Advances in investment analysis and portfolio management : a research annual
1
Annals of economics and finance
1
Annals of financial economics
1
Computational economics
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Economia : revista da ANPEC
1
Economic inquiry : journal of the Western Economic Association International
1
Economic time series with random walk and other nonstationary components
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Economica
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Economies : open access journal
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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ECONIS (ZBW)
235
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1
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235
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1
Can mutual fund investors benefit from volatility managing? : evidence from China
Zhang, Xili
;
Zheng, Yiran
;
Lien, Da-hsiang Donald
;
Yu, …
- In:
Pacific-Basin finance journal
83
(
2024
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014491107
Saved in:
2
Estimation and inference with near unit roots
Phillips, Peter C. B.
- In:
Econometric theory
39
(
2023
)
2
,
pp. 221-263
Persistent link: https://www.econbiz.de/10014306253
Saved in:
3
Fully modified least squares cointegrating parameter estimation in multicointegrated systems
Kheifets, Igor L.
;
Phillips, Peter C. B.
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 300-319
Persistent link: https://www.econbiz.de/10014339925
Saved in:
4
Limit theory for locally flat functional coefficient regression
Phillips, Peter C. B.
;
Wang, Ying
- In:
Econometric theory
39
(
2023
)
5
,
pp. 900-949
Persistent link: https://www.econbiz.de/10014436589
Saved in:
5
Mixing mixed frequency and diffusion indices in good times and in bad : an assessment based on historical data around the great recession of 2008
Kim, Kihwan
;
Kim, Hyun Hak
;
Swanson, Norman R.
- In:
Empirical economics : a quarterly journal of the …
64
(
2023
)
3
,
pp. 1421-1469
Persistent link: https://www.econbiz.de/10014226366
Saved in:
6
A new measure of fund window dressing and its application to Chinese mutual fund market
Yu, Xiaojian
;
Liu, Jianlin
;
Lien, Da-hsiang Donald
- In:
The quarterly review of economics and finance : journal …
89
(
2023
),
pp. 63-72
Persistent link: https://www.econbiz.de/10014428174
Saved in:
7
Regression-adjusted estimation of quantile treatment effects under covariate-adaptive randomizations
Jiang, Liang
;
Phillips, Peter C. B.
;
Tao, Yubo
;
Zhang, …
- In:
Journal of econometrics
234
(
2023
)
2
,
pp. 758-776
Persistent link: https://www.econbiz.de/10014434367
Saved in:
8
Bayesian analysis of realized matrix-exponential GARCH models
Asai, Manabu
;
McAleer, Michael
- In:
Computational economics
59
(
2022
)
1
,
pp. 103-123
Persistent link: https://www.econbiz.de/10013168928
Saved in:
9
Comparisons of alternative information share measures
Lien, Da-hsiang Donald
- In:
Finance research letters
50
(
2022
),
pp. 1-7
Persistent link: https://www.econbiz.de/10014240185
Saved in:
10
Functional coefficient panel modeling with communal smoothing covariates
Phillips, Peter C. B.
;
Wang, Ying
- In:
Journal of econometrics
227
(
2022
)
2
,
pp. 371-407
Persistent link: https://www.econbiz.de/10013442086
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