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~isPartOf:"Econometric reviews"
~isPartOf:"Energy economics"
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Three Essays on Semiparametric...
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Volatility
Estimation
1,108
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1,108
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380
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380
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283
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230
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230
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Ma, Feng
6
McAleer, Michael
6
Bouri, Elie
5
Gupta, Rangan
4
Tiwari, Aviral Kumar
4
Wei, Yu
4
Wohar, Mark E.
4
Yoon, Seong-min
4
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3
Asai, Manabu
3
Dutta, Anupam
3
Jawadi, Fredj
3
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3
Maasoumi, Esfandiar
3
Maghyereh, Aktham I.
3
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3
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3
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3
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3
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3
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2
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2
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2
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2
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2
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2
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2
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2
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2
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2
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2
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2
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2
Joo, Young C.
2
Kang, Boda
2
Koopman, Siem Jan
2
Lau, Chi Keung
2
Lee, Chien-chiang
2
Lin, Boqiang
2
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Applied financial economics
Econometric reviews
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Finance research letters
138
Journal of econometrics
131
Applied economics
130
Economic modelling
121
International review of economics & finance : IREF
120
International review of financial analysis
111
The North American journal of economics and finance : a journal of financial economics studies
102
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88
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87
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85
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83
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83
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79
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78
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78
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74
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71
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68
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68
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68
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63
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59
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55
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53
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48
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45
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44
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43
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42
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38
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35
Pacific-Basin finance journal
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ECONIS (ZBW)
283
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1
Stochastic model specification search for time-varying parameter VARs
Eisenstat, Eric
;
Chan, Joshua
;
Strachan, Rodney W.
- In:
Econometric reviews
35
(
2016
)
8/10
,
pp. 1638-1665
Persistent link: https://www.econbiz.de/10011592382
Saved in:
2
Factor models in the German electricity market : stylized facts, seasonality, and calibration
Hinderks, Wieger Johan
;
Wagner, Andreas
- In:
Energy economics
85
(
2020
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012510288
Saved in:
3
Bayesian analysis of moving average stochastic volatility models : modeling in-mean effects and leverage for financial time series
Dimitrakopoulos, Stefanos
;
Kolossiatis, Michalis
- In:
Econometric reviews
39
(
2020
)
4
,
pp. 319-343
Persistent link: https://www.econbiz.de/10012181420
Saved in:
4
Specification tests for time-varying parameter models with stochastic volatility
Chan, Joshua
- In:
Econometric reviews
37
(
2018
)
6/10
,
pp. 807-823
Persistent link: https://www.econbiz.de/10012040412
Saved in:
5
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:
6
Refining the asymctmetric impacts of oil price uncertainty on Chinese stock returns based on a semiparametric additive quantile regression analysis
Xie, Qichang
;
Wu, Haifeng
;
Ma, Yu
- In:
Energy economics
102
(
2021
),
pp. 1-14
Persistent link: https://www.econbiz.de/10013162433
Saved in:
7
On the
estimation
of integrated volatility in the presence of jumps and microstructure noise
Brownlees, Christian
;
Nualart, Eulalia
;
Sun, Yucheng
- In:
Econometric reviews
39
(
2020
)
10
,
pp. 991-1013
Persistent link: https://www.econbiz.de/10012406198
Saved in:
8
Semiparametric
estimation
and inference on the fractal index of Gaussian and conditionally Gaussian time series data
Bennedsen, Mikkel
- In:
Econometric reviews
39
(
2020
)
9
,
pp. 875-903
Persistent link: https://www.econbiz.de/10012295586
Saved in:
9
Using nonparametric copulas to measure crude oil price co-movements
Ho, Anson T. Y.
;
Huynh, Kim P.
;
Jacho-Chávez, David Tomás
- In:
Energy economics
82
(
2019
),
pp. 211-223
Persistent link: https://www.econbiz.de/10012173921
Saved in:
10
Heterogeneous effects of oil price fluctuations : evidence from a nonparametric panel data model in Canada
Moghaddam, Mohsen Bakhshi
;
Lloyd-Ellis, Huw
- In:
Energy economics
110
(
2022
),
pp. 1-10
Persistent link: https://www.econbiz.de/10013349894
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