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~isPartOf:"Journal of econometrics"
~subject:"Bayes-Statistik"
~subject:"Volatilität"
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Bayes-Statistik
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Theorie
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1,608
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368
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368
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326
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Aït-Sahalia, Yacine
6
Koop, Gary
6
Yu, Jun
6
Bollerslev, Tim
5
Andersen, Torben
4
Casarin, Roberto
4
Gallant, A. Ronald
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Hallin, Marc
4
Jensen, Mark J.
4
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4
Renault, Eric
4
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4
Asai, Manabu
3
Barigozzi, Matteo
3
Billio, Monica
3
Cavaliere, Giuseppe
3
Chan, Joshua
3
Diebold, Francis X.
3
Frühwirth-Schnatter, Sylvia
3
Griffin, Jim E.
3
Korobilis, Dimitris
3
Li, Yong
3
Maheu, John M.
3
Nielsen, Morten Ørregaard
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Pettenuzzo, Davide
3
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3
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2
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Fisher, Mark
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2
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Journal of econometrics
NBER working paper series
192
Working paper / National Bureau of Economic Research, Inc.
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173
Discussion paper / Tinbergen Institute
151
International journal of forecasting
133
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
128
Journal of banking & finance
113
Economics letters
110
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103
Finance research letters
102
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102
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101
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Econometric reviews
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85
International journal of theoretical and applied finance
81
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77
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75
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73
Mathematical finance : an international journal of mathematics, statistics and financial theory
73
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69
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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66
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International review of economics & finance : IREF
64
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61
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ECONIS (ZBW)
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1
Out of sample forecasts of quadratic variation
Aït-Sahalia, Yacine
;
Mancini, Loriano
- In:
Journal of econometrics
147
(
2008
)
1
,
pp. 17-33
Persistent link: https://www.econbiz.de/10003783780
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2
Econometric estimation in long-range dependent volatility models : theory and practice
Casas, Isabel
;
Gao, Jiti
- In:
Journal of econometrics
147
(
2008
)
1
,
pp. 72-83
Persistent link: https://www.econbiz.de/10003783786
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3
A multiple regime smooth transition Heterogeneous Autoregressive model for long memory and asymmetries
McAleer, Michael
;
Medeiros, Marcelo C.
- In:
Journal of econometrics
147
(
2008
)
1
,
pp. 104-119
Persistent link: https://www.econbiz.de/10003783790
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4
Evolution of forecast disagreement in a Bayesian learning model
Lahiri, Kajal
;
Sheng, Xuguang
- In:
Journal of econometrics
144
(
2008
)
2
,
pp. 325-340
Persistent link: https://www.econbiz.de/10003774622
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5
A long-run pure variance common features model for the common volatilities of the Dow Jones
Engle, Robert F.
;
Marcucci, Juri
- In:
Journal of econometrics
132
(
2006
)
1
,
pp. 7-42
Persistent link: https://www.econbiz.de/10003320235
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6
The common and specific components of dynamic volatility
Connor, Gregory
;
Korajczyk, Robert A.
;
Linton, Oliver
- In:
Journal of econometrics
132
(
2006
)
1
,
pp. 231-255
Persistent link: https://www.econbiz.de/10003320262
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7
A flexible prior distribution for Markov switching autoregressions with student-t errors
Deschamps, Jean-Philippe
- In:
Journal of econometrics
133
(
2006
)
1
,
pp. 153-190
Persistent link: https://www.econbiz.de/10003354563
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8
Asymptotic normality of narrow-band least squares in the stationary fractional cointegration model and volatility forecasting
Christensen, Bent Jesper
;
Nielsen, Morten Ørregaard
- In:
Journal of econometrics
133
(
2006
)
1
,
pp. 343-371
Persistent link: https://www.econbiz.de/10003354581
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9
MCMC maximum likelihood for latent state models
Jacquier, Eric
;
Johannes, Michael
;
Polson, Nicholas G.
- In:
Journal of econometrics
137
(
2007
)
2
,
pp. 615-640
Persistent link: https://www.econbiz.de/10003442024
Saved in:
10
Nonstationary nonlinear heteroskedasticity in regression
Chung, Heetaik
;
Park, Joon Y.
- In:
Journal of econometrics
137
(
2007
)
1
,
pp. 230-259
Persistent link: https://www.econbiz.de/10003425535
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