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Estimation
466
Schätzung
462
Estimation theory
340
Schätztheorie
340
Theorie
325
Theory
325
Volatility
321
Volatilität
321
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210
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210
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162
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Bollerslev, Tim
19
Todorov, Viktor
18
Tauchen, George Eugene
17
Phillips, Peter C. B.
16
Andersen, Torben
13
Aït-Sahalia, Yacine
13
Linton, Oliver
12
Ghysels, Eric
9
Gouriéroux, Christian
9
McAleer, Michael
9
Meddahi, Nour
9
Park, Joon Y.
9
Robinson, Peter M.
9
Xiu, Dacheng
9
Boswijk, Herman Peter
8
Corradi, Valentina
8
Gallant, A. Ronald
8
Koop, Gary
8
Shephard, Neil G.
8
Su, Liangjun
8
Baltagi, Badi H.
7
Gao, Jiti
7
Li, Jia
7
Mykland, Per A.
7
Nielsen, Morten Ørregaard
7
Patton, Andrew J.
7
Rahbek, Anders
7
Taylor, Robert
7
Xiao, Zhijie
7
Cavaliere, Giuseppe
6
Hallin, Marc
6
Johansen, Søren
6
Kim, Donggyu
6
Lütkepohl, Helmut
6
Paruolo, Paolo
6
Swanson, Norman R.
6
Urga, Giovanni
6
Zakoïan, Jean-Michel
6
Asai, Manabu
5
Barigozzi, Matteo
5
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Conference on Realized Volatility <2006, Montréal>
1
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Journal of econometrics
Working paper / National Bureau of Economic Research, Inc.
3,758
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3,660
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3,557
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3,318
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3,126
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1,511
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1,219
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1,198
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1,111
IMF working papers
1,079
Journal of common market studies : JCMS
1,033
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1,005
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994
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
980
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928
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913
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898
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797
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785
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783
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774
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769
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ECONIS (ZBW)
841
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1
Residual log-periodogram inference for long-run relationships
Hassler, Uwe
;
Mármol, Francesc
;
Valasco, Carlos
- In:
Journal of econometrics
130
(
2006
)
1
,
pp. 165-207
Persistent link: https://www.econbiz.de/10003228637
Saved in:
2
Estimation
of fractionally integrated panels with fixed effects and cross-section dependence
Ergemen, Yunus Emre
;
Velasco, Carlos
- In:
Journal of econometrics
196
(
2017
)
2
,
pp. 248-258
Persistent link: https://www.econbiz.de/10011818289
Saved in:
3
Nonparametric
estimation
and inference for conditional density based Granger causality measures
Taamouti, Abderrahim
;
Bouezmarni, Taoufik
;
El Ghouch, Anouar
- In:
Journal of econometrics
180
(
2014
)
2
,
pp. 251-264
Persistent link: https://www.econbiz.de/10010433362
Saved in:
4
Estimating stochastic
volatility
diffusion using conditional moments of integrated
volatility
Bollerslev, Tim
;
Zhou, Hao
- In:
Journal of econometrics
109
(
2002
)
1
,
pp. 33-65
Persistent link: https://www.econbiz.de/10001663892
Saved in:
5
Testing for a slowly changing level with special reference to stochastic
volatility
Harvey, Andrew C.
- In:
Journal of econometrics
87
(
1998
)
1
,
pp. 167-189
Persistent link: https://www.econbiz.de/10001248302
Saved in:
6
Score-driven models for realized
volatility
Harvey, Andrew C.
;
Palumbo, Dario
- In:
Journal of econometrics
237
(
2023
)
2,2
,
pp. 1-14
Persistent link: https://www.econbiz.de/10014471522
Saved in:
7
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
Saved in:
8
Testing for
co-integration
in vector autoregressions with non-stationary
volatility
Cavaliere, Giuseppe
;
Rahbek, Anders
;
Taylor, Robert
- In:
Journal of econometrics
158
(
2010
)
1
,
pp. 7-24
Persistent link: https://www.econbiz.de/10008826880
Saved in:
9
Breaks and persistency: macroeconomic causes of stock market
volatility
Beltratti, Andrea
;
Morana, Claudio
- In:
Journal of econometrics
131
(
2006
)
1/2
,
pp. 151-177
Persistent link: https://www.econbiz.de/10003298570
Saved in:
10
Inference on
co-integration
parameters in heteroskedastic vector autoregressions
Boswijk, Herman Peter
;
Cavaliere, Giuseppe
;
Rahbek, Anders
- In:
Journal of econometrics
192
(
2016
)
1
,
pp. 64-85
Persistent link: https://www.econbiz.de/10011615672
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