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~language:"eng"
~person:"Hong, Yongmiao"
~person:"Härdle, Wolfgang"
~person:"McAleer, Michael"
~person:"Moosa, Imad A."
~person:"Phillips, Peter C. B."
~person:"Shogren, Jason F."
~subject:"ARCH-Modell"
~subject:"Regression analysis"
~subject:"Theory"
~subject:"Volatility"
~type_genre:"Article in journal"
~type_genre:"Article"
~type_genre:"Bibliografie"
~type_genre:"Book section"
~type_genre:"Thesis"
~type_genre:"Working Paper"
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ARCH-Modell
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941
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Estimation theory
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437
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434
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Hong, Yongmiao
Härdle, Wolfgang
McAleer, Michael
Moosa, Imad A.
Phillips, Peter C. B.
Shogren, Jason F.
Güth, Werner
405
Nijkamp, Peter
368
Pestieau, Pierre
355
Gupta, Rangan
332
Gersbach, Hans
325
Pesaran, M. Hashem
321
Caporale, Guglielmo Maria
311
Acemoglu, Daron
304
Creedy, John
276
Stark, Oded
274
Snower, Dennis J.
271
Franses, Philip Hans
266
Cremer, Helmuth
263
Thisse, Jacques-François
261
Ploeg, Frederick van der
252
Zenou, Yves
252
Stiglitz, Joseph E.
242
Koskela, Erkki
231
Broll, Udo
227
Razin, Asaf
227
Aizenman, Joshua
226
Heckman, James J.
220
Konrad, Kai A.
216
Tirole, Jean
213
Helpman, Elhanan
212
Marjit, Sugata
212
Lambertini, Luca
209
Aronsson, Thomas
206
Svensson, Lars E. O.
205
Long, Ngo Van
204
Aghion, Philippe
201
Chiarella, Carl
200
Frey, Bruno S.
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39
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14
Shakai-Keizai-Kenkyūsho <Osaka>
10
University of Western Australia / Department of Economics
5
Sonderforschungsbereich 303 Information und die Koordination Wirtschaftlicher Aktivitäten, Rheinische Friedrich-Wilhelms-Universität Bonn
4
Centre for Microdata Methods and Practice <London>
1
Deutsches Institut für Wirtschaftsforschung
1
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Cowles Foundation discussion paper
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126
Econometric Institute research papers
114
Journal of econometrics
78
Discussion paper / Tinbergen Institute
74
Working paper
67
Econometric theory
61
Discussion papers of interdisciplinary research project 373
39
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
33
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
31
Econometric reviews
28
CORE discussion paper : DP
22
Applied economics
15
Journal of economic surveys
14
The econometrics journal
12
Discussion paper / Institute of Social and Economic Research
11
Economics letters
11
Working papers in economics and econometrics
11
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11
Journal of risk and financial management : JRFM
10
Ecological economics : the transdisciplinary journal of the International Society for Ecological Economics
9
Journal of applied econometrics
9
Journal of environmental economics and management : JEEM ; the official journal of the Association of Environmental and Resource Economists
9
Working paper series / Department of Economics, Auckland Business School, The University of Auckland
9
Discussion paper / A
8
Economia internazionale
8
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
8
Journal of financial econometrics : official journal of the Society for Financial Econometrics
8
Discussion paper / Center for Economic Research, Tilburg University
7
Econometrics : open access journal
7
Environmental & resource economics : the official journal of the European Association of Environmental and Resource Economists
7
IRTG 1792 discussion paper
7
School of Accounting, Finance and Economics & FEMARC working paper series
7
Tinbergen Institute Discussion Paper
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American journal of agricultural economics
6
Applied quantitative finance
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Journal of economic behavior & organization : JEBO
6
Oxford bulletin of economics and statistics
6
Resource and energy economics
6
The Japanese economic review : the journal of the Japanese Economic Association
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ECONIS (ZBW)
1,347
EconStor
11
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1
An AI approach to measuring financial risk
Yu, Lining
;
Härdle, Wolfgang
;
Borke, Lukas
;
Benschop, Thijs
- In:
The Singapore economic review
68
(
2023
)
5
,
pp. 1529-1549
Persistent link: https://www.econbiz.de/10014436192
Saved in:
2
Common bubble detection in large dimensional financial systems
Chen, Ye
;
Phillips, Peter C. B.
;
Shi, Shuping
- In:
Journal of financial econometrics
21
(
2023
)
4
,
pp. 989-1063
Persistent link: https://www.econbiz.de/10014391455
Saved in:
3
Continuously updated indirect inference in heteroskedastic spatial models
Kyriacou, Maria
;
Phillips, Peter C. B.
;
Rossi, Francesca
- In:
Econometric theory
39
(
2023
)
1
,
pp. 107-145
Persistent link: https://www.econbiz.de/10014247296
Saved in:
4
Discrete fourier transforms of fractional processes with econometric applications
Phillips, Peter C. B.
- In:
Essays in honor of Joon Y. Park : econometric theory
,
(pp. 3-71)
.
2023
Persistent link: https://www.econbiz.de/10014313196
Saved in:
5
Fast estimation of a large TVP-VAR model with score-driven volatilities
Zheng, Tingguo
;
Ye, Shiqi
;
Hong, Yongmiao
- In:
Journal of economic dynamics & control
157
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014495380
Saved in:
6
A financial risk meter for China
Wang, Ruting
;
Althof, Michael
;
Härdle, Wolfgang
- In:
Emerging markets review
56
(
2023
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014478649
Saved in:
7
Hedging cryptocurrency options
Matic, Jovanka Lili
;
Packham, Natalie
;
Härdle, Wolfgang
- In:
Review of derivatives research
26
(
2023
)
1
,
pp. 91-133
Persistent link: https://www.econbiz.de/10014266383
Saved in:
8
Information loss in volatility measurement with flat price trading
Phillips, Peter C. B.
;
Yu, Jun
- In:
Empirical economics : a quarterly journal of the …
64
(
2023
)
6
,
pp. 2957-2999
Persistent link: https://www.econbiz.de/10014329021
Saved in:
9
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:
10
New asymptotics applied to functional coefficient regression and climate sensitivity analysis
Wang, Qiying
;
Phillips, Peter C. B.
;
Wang, Ying
-
2023
Persistent link: https://www.econbiz.de/10014317586
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