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~subject:"ARCH model"
~subject:"Forecasting model"
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ARCH model
Forecasting model
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Zeitreihenanalyse
674
Time series analysis
673
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384
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384
Estimation theory
370
Schätztheorie
370
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179
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Francq, Christian
5
Kim, Donggyu
5
Patton, Andrew J.
5
Swanson, Norman R.
5
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4
Hidalgo, Javier
4
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3
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3
Corradi, Valentina
3
Demetrescu, Matei
3
Dijk, Herman K. van
3
Fan, Jianqing
3
Georgiev, Iliyan
3
Hallin, Marc
3
Koopman, Siem Jan
3
Korobilis, Dimitris
3
La Vecchia, Davide
3
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3
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3
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3
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Wang, Yazhen
3
Yu, Jun
3
Zaffaroni, Paolo
3
Zakoïan, Jean-Michel
3
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3
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2
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Journal of econometrics
International journal of forecasting
465
Journal of forecasting
240
Discussion paper / Tinbergen Institute
129
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
117
Economic modelling
93
Energy economics
92
Working paper / Department of Econometrics and Business Statistics, Monash University
90
Economics letters
84
Applied economics
79
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76
Computational economics
58
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
58
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
58
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57
CESifo working papers
56
Econometric reviews
56
Finance research letters
56
CREATES research paper
51
Applied economics letters
43
International Journal of Energy Economics and Policy : IJEEP
42
The North American journal of economics and finance : a journal of financial economics studies
40
Econometric Institute research papers
39
European journal of operational research : EJOR
37
Econometrics : open access journal
36
Journal of applied econometrics
36
Journal of risk and financial management : JRFM
36
International review of financial analysis
35
Working paper series / European Central Bank
34
International review of economics & finance : IREF
33
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
32
Journal of financial econometrics : official journal of the Society for Financial Econometrics
31
The econometrics journal
31
International journal of production economics
29
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28
CAMA working paper series
27
Journal of banking & finance
27
Working papers
27
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26
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ECONIS (ZBW)
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1
On bootstrapping panel factor series
Trapani, Lorenzo
- In:
Journal of econometrics
172
(
2013
)
1
,
pp. 127-141
Persistent link: https://www.econbiz.de/10009702295
Saved in:
2
Bootstrapping autoregressions with conditional heteroskedasticity of unknown form
Gonçalves, Sílvia
;
Kilian, Lutz
- In:
Journal of econometrics
123
(
2004
)
1
,
pp. 89-120
Persistent link: https://www.econbiz.de/10002223733
Saved in:
3
Inference without smoothing for large panels with cross-sectional and temporal dependence
Hidalgo, Javier
;
Schafgans, Marcia M. A.
- In:
Journal of econometrics
223
(
2021
)
1
,
pp. 125-160
Persistent link: https://www.econbiz.de/10012619963
Saved in:
4
Bootstrapping factor models with cross sectional dependence
Gonçalves, Sílvia
;
Perron, Benoit
- In:
Journal of econometrics
218
(
2020
)
2
,
pp. 476-495
Persistent link: https://www.econbiz.de/10012483168
Saved in:
5
Inference in VARs with conditional heteroskedasticity of unknown form
Brüggemann, Ralf
;
Jentsch, Carsten
;
Trenkler, Carsten
- In:
Journal of econometrics
191
(
2016
)
1
,
pp. 69-85
Persistent link: https://www.econbiz.de/10011594405
Saved in:
6
Inference on the tail process with application to financial time series modeling
Davis, Richard A.
;
Drees, Holger
;
Segers, Johan
; …
- In:
Journal of econometrics
205
(
2018
)
2
,
pp. 508-525
Persistent link: https://www.econbiz.de/10012110330
Saved in:
7
Testing for Granger causality in large mixed-frequency VARs
Götz, Thomas B.
;
Hecq, Alain W. J.
;
Smeekes, Stephan
- In:
Journal of econometrics
193
(
2016
)
2
,
pp. 418-432
Persistent link: https://www.econbiz.de/10011704990
Saved in:
8
Conditional Value-at-Risk : semiparametric estimation and inference
Wang, Chuan-Sheng
;
Zhao, Zhibiao
- In:
Journal of econometrics
195
(
2016
)
1
,
pp. 86-103
Persistent link: https://www.econbiz.de/10011705234
Saved in:
9
Testing the existence of moments for GARCH processes
Francq, Christian
;
Zakoïan, Jean-Michel
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 47-64
Persistent link: https://www.econbiz.de/10013441622
Saved in:
10
Stationary vine copula models for multivariate time series
Nagler, Thomas
;
Krüger, Daniel
;
Min, Aleksey
- In:
Journal of econometrics
227
(
2022
)
2
,
pp. 305-324
Persistent link: https://www.econbiz.de/10013441987
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