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~isPartOf:"Economic modelling"
~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of empirical finance"
~subject:"ARCH model"
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~subject:"Estimation theory"
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ARCH model
Bayes-Statistik
Estimation theory
Regressionsanalyse
Theorie
3,735
Theory
3,735
Time series analysis
515
Zeitreihenanalyse
515
Estimation
511
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511
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420
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302
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301
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295
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217
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Phillips, Peter C. B.
13
Koop, Gary
9
Lee, Lung-fei
8
Chib, Siddhartha
7
Gouriéroux, Christian
7
Li, Qi
7
Linton, Oliver
7
Baillie, Richard
6
Chen, Songnian
6
Granger, C. W. J.
6
Kohn, Robert
6
Swanson, Norman R.
6
Bai, Jushan
5
Baltagi, Badi H.
5
Galvão Júnior, Antônio Fialho
5
King, Maxwell L.
5
Maheu, John M.
5
Ng, Serena
5
Ohtani, Kazuhiro
5
Xiao, Zhijie
5
Andrews, Donald W. K.
4
Billio, Monica
4
Casarin, Roberto
4
Diebold, Francis X.
4
Gallant, A. Ronald
4
Hallin, Marc
4
Jensen, Mark J.
4
Jiang, Cuixia
4
Korobilis, Dimitris
4
Magnus, Jan R.
4
Paolella, Marc S.
4
Park, Joon Y.
4
Powell, James
4
Schmidt, Peter
4
Sentana, Enrique
4
Seo, Myung Hwan
4
Timmermann, Allan
4
Turkington, Darrell A.
4
Xu, Qifa
4
Abrevaya, Jason
3
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HFDF <1, 1995, Zürich>
1
HFDF <2, 1998, Zürich>
1
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Economic modelling
Journal of econometrics
Journal of empirical finance
Economics letters
502
Econometric theory
366
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
332
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
298
Econometric reviews
237
Discussion paper / Tinbergen Institute
203
Journal of applied econometrics
203
Série des documents de travail / Centre de Recherche en Économie et Statistique
174
International journal of forecasting
170
Journal of quantitative economics : official journal of the Indian Econometric Society
147
The review of economics and statistics
140
Journal of forecasting
138
Applied economics
134
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
130
Oxford bulletin of economics and statistics
125
Working paper / National Bureau of Economic Research, Inc.
124
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
120
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
104
Statistical papers
103
Discussion paper / Center for Economic Research, Tilburg University
100
CORE discussion paper : DP
98
Discussion paper series / IZA
98
Working paper
96
Journal of economic dynamics & control
93
European journal of operational research : EJOR
91
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
83
SFB 649 discussion paper
81
Working paper series
79
Discussion paper
78
The econometrics journal
77
CESifo working papers
72
International economic review
70
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
69
Discussion paper / Centre for Economic Policy Research
68
The review of economic studies
68
American journal of agricultural economics
67
Cowles Foundation discussion paper
67
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ECONIS (ZBW)
818
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818
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1
A simplification of the Kopp-Diewert method of decomposing cost
efficiency
and some implications
Mensah, Yaw M.
- In:
Journal of econometrics
60
(
1994
)
1
,
pp. 133-144
Persistent link: https://www.econbiz.de/10001152379
Saved in:
2
Accounting for technology heterogeneity in the measurement of persistent and transient inefficiency
Skevas, Ioannis
- In:
Economic modelling
137
(
2024
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014549231
Saved in:
3
On loss functions and ranking forecasting performances of multivariate volatility models
Laurent, Sébastien
;
Rombouts, Jeroen V. K.
;
Violante, …
- In:
Journal of econometrics
173
(
2013
)
1
,
pp. 1-10
Persistent link: https://www.econbiz.de/10009719647
Saved in:
4
Modelling of scale change, periodicity and conditional heteroskedasticity in return volatility
Feng, Yuanhua
;
McNeil, Alexander J.
- In:
Economic modelling
25
(
2008
)
5
,
pp. 850-867
Persistent link: https://www.econbiz.de/10003800096
Saved in:
5
The asymptotic null distribution of the Box-Pierce q-statistic for random variables with infinite variance : an application to German stock returns
Runde, Ralf
- In:
Journal of econometrics
78
(
1997
)
2
,
pp. 205-216
Persistent link: https://www.econbiz.de/10001219989
Saved in:
6
Unit roots and long-run causality : investigating the relationship between output, money and interest rates
Caporale, Guglielmo Maria
- In:
Economic modelling
15
(
1998
)
1
,
pp. 91-112
Persistent link: https://www.econbiz.de/10001247848
Saved in:
7
Impulse response analysis in infinite order cointegrated vector autoregressive processes
Lütkepohl, Helmut
- In:
Journal of econometrics
81
(
1997
)
1
,
pp. 127-157
Persistent link: https://www.econbiz.de/10001336799
Saved in:
8
Option pricing under linear autoregressive dynamics, heteroskedasticity, and conditional leptokurtosis
Hafner, Christian M.
;
Herwartz, Helmut
- In:
Journal of empirical finance
8
(
2001
)
1
,
pp. 1-34
Persistent link: https://www.econbiz.de/10001568288
Saved in:
9
Value at risk forecasts by extreme value models in a conditional duration framework
Herrera, Rodrigo
;
Schipp, Bernhard
- In:
Journal of empirical finance
23
(
2013
),
pp. 33-47
Persistent link: https://www.econbiz.de/10010221789
Saved in:
10
Forecasting intraday market risk : a marked self-exciting point process with exogenous renewals
Stindl, Tom
- In:
Journal of empirical finance
70
(
2023
),
pp. 182-198
Persistent link: https://www.econbiz.de/10014423627
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