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~isPartOf:"Journal of econometrics"
~subject:"United States"
~subject:"Volatilität"
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United States
Volatilität
Theorie
1,608
Theory
1,608
Estimation theory
368
Schätztheorie
368
Time series analysis
326
Zeitreihenanalyse
326
Estimation
166
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166
Nichtparametrisches Verfahren
140
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Aït-Sahalia, Yacine
7
Bollerslev, Tim
5
Andersen, Torben
4
Diebold, Francis X.
4
Hallin, Marc
4
Koop, Gary
4
McAleer, Michael
4
Renault, Eric
4
Tauchen, George Eugene
4
Todorov, Viktor
4
Asai, Manabu
3
Barigozzi, Matteo
3
Cavaliere, Giuseppe
3
Grammig, Joachim
3
Nielsen, Morten Ørregaard
3
Steel, Mark F. J.
3
Yu, Jun
3
Atkinson, Scott Estes
2
Banerjee, Anindya
2
Boswijk, Herman Peter
2
Chan, Joshua
2
Chen, Xiaohong
2
Christensen, Bent Jesper
2
Christensen, Kim
2
Dijk, Dick van
2
Duan, Jin-Chuan
2
Fernandes, Marcelo
2
Franses, Philip Hans
2
Gallant, A. Ronald
2
Ghysels, Eric
2
Gonçalves, Sílvia
2
Gouriéroux, Christian
2
Granger, C. W. J.
2
Harvey, Andrew C.
2
Jasiak, Joann
2
Jensen, Mark J.
2
Liesenfeld, Roman
2
Liu, Ming
2
Maheu, John M.
2
Mancini, Loriano
2
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National Bureau of Economic Research
1
National Science Foundation
1
Symposium on Forecasting and Empirical Methods in Macroeconomics and Finance <1999, Cambridge, Mass.>
1
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Journal of econometrics
Working paper / National Bureau of Economic Research, Inc.
1,503
Discussion paper / Centre for Economic Policy Research
440
European journal of operational research : EJOR
353
The American economic review
321
Working paper
287
The review of financial studies
260
Economics letters
259
NBER working paper series
255
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
250
American journal of agricultural economics
246
The journal of finance : the journal of the American Finance Association
243
The review of economics and statistics
238
Journal of banking & finance
233
Journal of monetary economics
223
Applied economics
218
Computers & operations research : and their applications to problems of world concern ; an international journal
211
NBER Working Paper
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Journal of political economy
196
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Journal of financial economics
189
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180
Southern economic journal
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169
International journal of production research
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Economic inquiry : journal of the Western Economic Association International
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Applied economics letters
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International economic review
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Journal of applied econometrics
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The economic journal : the journal of the Royal Economic Society
124
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ECONIS (ZBW)
208
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1
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1
Asymmetries and nonlinearities in dynamic economic models
Burgess, Simon
(
contributor
)
-
1996
Persistent link: https://www.econbiz.de/10000596724
Saved in:
2
Efficient forecast tests for conditional policy forecasts
Faust, Jon
;
Wright, Jonathan H.
- In:
Journal of econometrics
146
(
2008
)
2
,
pp. 293-303
Persistent link: https://www.econbiz.de/10003782979
Saved in:
3
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:
4
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:
5
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:
6
Fiscal policy and asset markets : a semiparametric analysis
Jansen, Dennis W.
;
Li, Qi
;
Wang, Zijun
;
Yang, Jian
- In:
Journal of econometrics
147
(
2008
)
1
,
pp. 141-150
Persistent link: https://www.econbiz.de/10003783794
Saved in:
7
Forecasting the yield curve in a data-rich environment : a no-arbitrage factor-augmented VAR approach
Mönch, Emanuel
- In:
Journal of econometrics
146
(
2008
)
1
,
pp. 26-43
Persistent link: https://www.econbiz.de/10003778196
Saved in:
8
Mobility measurement, transition matrices and statistical inference
Formby, John P.
;
Smith, W. James
;
Zheng, Buhong
- In:
Journal of econometrics
120
(
2004
)
1
,
pp. 181-205
Persistent link: https://www.econbiz.de/10001998954
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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