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~isPartOf:"Journal of econometrics"
~subject:"Momentenmethode"
~subject:"Nonparametric statistics"
~subject:"Stochastic process"
~subject:"Volatility"
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Momentenmethode
Nonparametric statistics
Stochastic process
Volatility
Theorie
1,608
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1,608
Estimation theory
368
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368
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326
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Phillips, Peter C. B.
13
Linton, Oliver
10
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8
Aït-Sahalia, Yacine
7
McAleer, Michael
7
Bollerslev, Tim
6
Renault, Eric
6
Robinson, Peter M.
6
Chen, Xiaohong
5
Gallant, A. Ronald
5
Gouriéroux, Christian
5
Hidalgo, Javier
5
Schmidt, Peter
5
Tauchen, George Eugene
5
Whang, Yoon-jae
5
Andersen, Torben
4
Delgado, Miguel A.
4
Gao, Jiti
4
Hallin, Marc
4
Jensen, Mark J.
4
Lee, Lung-fei
4
Lewbel, Arthur
4
Taylor, Robert
4
Todorov, Viktor
4
Asai, Manabu
3
Barigozzi, Matteo
3
Boswijk, Herman Peter
3
Cavaliere, Giuseppe
3
Chan, Joshua
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Chen, Songnian
3
Fan, Yanqin
3
Gagliardini, Patrick
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3
Gonçalves, Sílvia
3
Inoue, Atsushi
3
Koop, Gary
3
Maheu, John M.
3
Mariano, Roberto S.
3
Nielsen, Morten Ørregaard
3
Paolella, Marc S.
3
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Journal of econometrics
European journal of operational research : EJOR
493
NBER working paper series
207
NBER Working Paper
201
Working paper / National Bureau of Economic Research, Inc.
201
Economics letters
185
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
175
Insurance / Mathematics & economics
171
International journal of theoretical and applied finance
161
Discussion paper / Tinbergen Institute
153
Finance and stochastics
149
Computers & operations research : and their applications to problems of world concern ; an international journal
148
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
147
Journal of economic dynamics & control
143
Econometric reviews
139
International journal of production research
137
Journal of banking & finance
133
Economic modelling
132
Operations research
128
Mathematical finance : an international journal of mathematics, statistics and financial theory
126
Finance research letters
123
Econometric theory
120
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
108
SFB 649 discussion paper
104
Working paper
104
Discussion paper / Centre for Economic Policy Research
103
Operations research letters
103
International journal of forecasting
96
Journal of empirical finance
96
Energy economics
95
Risks : open access journal
93
Applied economics
91
Quantitative finance
89
Mathematics of operations research
87
CEMMAP working papers / Centre for Microdata Methods and Practice
85
Computational economics
84
Journal of financial economics
83
Applied economics letters
81
Journal of economic theory
80
International journal of production economics
78
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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
Saved in:
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
Saved in:
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
Saved in:
4
Testing for multivariate volatility functions using minimum volume sets and inverse regression
Polonik, Wolfgang
;
Yao, Qiwei
- In:
Journal of econometrics
147
(
2008
)
1
,
pp. 151-162
Persistent link: https://www.econbiz.de/10003783795
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5
Local likelihood estimation of truncated regression and its partial derivatives : theory and application
Park, Byeong U.
;
Simar, Léopold
;
Zelenyuk, Valentin
- In:
Journal of econometrics
146
(
2008
)
1
,
pp. 185-198
Persistent link: https://www.econbiz.de/10003778287
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6
Semiparametric estimation of a binary response model with a change-point due to a covariate threshold
Lee, Sokbae
;
Seo, Myung Hwan
- In:
Journal of econometrics
144
(
2008
)
2
,
pp. 492-499
Persistent link: https://www.econbiz.de/10003774693
Saved in:
7
Estimating regional trade agreement effects on FDI in an interdependent world
Baltagi, Badi H.
;
Egger, Peter
;
Pfaffermayr, Michael
- In:
Journal of econometrics
145
(
2008
)
1/2
,
pp. 194-208
Persistent link: https://www.econbiz.de/10003776456
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8
Nonparametric neural network estimation of Lyapunov exponents and a direct test for chaos
Shintani, Mototsugu
;
Linton, Oliver
- In:
Journal of econometrics
120
(
2004
)
1
,
pp. 1-33
Persistent link: https://www.econbiz.de/10001998813
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9
Nonstationary discrete choice
Hu, Ling
;
Phillips, Peter C. B.
- In:
Journal of econometrics
120
(
2004
)
1
,
pp. 103-138
Persistent link: https://www.econbiz.de/10001998884
Saved in:
10
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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