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~subject:"Nonparametric statistics"
~subject:"Schätzung"
~subject:"Stochastic process"
~subject:"Volatility"
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Nonparametric statistics
Schätzung
Stochastic process
Volatility
Theorie
1,608
Theory
1,608
Estimation theory
368
Schätztheorie
368
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326
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Phillips, Peter C. B.
14
Linton, Oliver
10
Aït-Sahalia, Yacine
8
Koop, Gary
8
Yu, Jun
8
McAleer, Michael
7
Gallant, A. Ronald
6
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5
Chen, Xiaohong
5
Gouriéroux, Christian
5
Lewbel, Arthur
5
Renault, Eric
5
Robinson, Peter M.
5
Steel, Mark F. J.
5
Tauchen, George Eugene
5
Andersen, Torben
4
Gao, Jiti
4
Ghysels, Eric
4
Hallin, Marc
4
Hidalgo, Javier
4
Jensen, Mark J.
4
Taylor, Robert
4
Todorov, Viktor
4
Whang, Yoon-jae
4
Asai, Manabu
3
Barigozzi, Matteo
3
Boswijk, Herman Peter
3
Cavaliere, Giuseppe
3
Chan, Joshua
3
Chen, Songnian
3
Delgado, Miguel A.
3
Diebold, Francis X.
3
Fan, Yanqin
3
Frühwirth-Schnatter, Sylvia
3
Gagliardini, Patrick
3
Gonzalo, Jesús
3
Granger, C. W. J.
3
Griffin, Jim E.
3
Hong, Yongmiao
3
Jin, Sainan
3
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Journal of econometrics
Working paper / National Bureau of Economic Research, Inc.
739
NBER working paper series
644
NBER Working Paper
608
European journal of operational research : EJOR
520
Discussion paper / Centre for Economic Policy Research
445
Applied economics
371
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351
Economics letters
348
CESifo working papers
314
Economic modelling
282
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
273
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259
Discussion paper / Tinbergen Institute
245
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245
Applied economics letters
219
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214
Journal of international money and finance
202
IZA Discussion Paper
189
Insurance / Mathematics & economics
185
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
181
Journal of applied econometrics
179
Finance research letters
176
International journal of theoretical and applied finance
170
Discussion papers / CEPR
165
Econometric reviews
163
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
162
Journal of empirical finance
162
International journal of forecasting
160
Discussion paper
159
International review of economics & finance : IREF
159
Journal of financial economics
152
Finance and stochastics
151
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150
Computers & operations research : and their applications to problems of world concern ; an international journal
147
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
146
Europäische Hochschulschriften / 5
144
SpringerLink / Bücher
141
Journal of macroeconomics
140
International journal of production research
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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
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
Saved in:
8
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:
9
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
Saved in:
10
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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