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Estimation
499
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495
Estimation theory
343
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343
Volatility
333
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333
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295
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295
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199
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Bollerslev, Tim
20
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17
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13
Aït-Sahalia, Yacine
13
Linton, Oliver
13
Taylor, Robert
13
Ghysels, Eric
12
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11
Su, Liangjun
11
Gouriéroux, Christian
9
McAleer, Michael
9
Meddahi, Nour
9
Perron, Pierre
9
Pesaran, M. Hashem
9
Xiu, Dacheng
9
Gallant, A. Ronald
8
Leybourne, Stephen James
8
Li, Jia
8
Mykland, Per A.
8
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8
Shephard, Neil G.
8
Cavaliere, Giuseppe
7
Diebold, Francis X.
7
Francq, Christian
7
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7
Koop, Gary
7
Li, Yingying
7
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6
Kim, Donggyu
6
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6
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6
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6
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6
Yu, Jun
6
Zakoïan, Jean-Michel
6
Andreou, Elena
5
Asai, Manabu
5
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5
Baltagi, Badi H.
5
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Conference on Realized Volatility <2006, Montréal>
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3,837
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3,676
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3,567
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3,158
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2,766
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1,196
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1,162
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1,003
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910
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
879
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846
International review of economics & finance : IREF
811
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782
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738
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738
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724
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721
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The economic history review : a journal of economic and social history
702
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691
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654
Scottish journal of political economy : the journal of the Scottish Economic Society
628
IMF working papers
617
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605
The North American journal of economics and finance : a journal of financial economics studies
564
The journal of futures markets
558
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541
Oxford bulletin of economics and statistics
537
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533
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ECONIS (ZBW)
817
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1
Level shift
estimation
in the presence of non-stationary
volatility
with an application to the unit root testing problem
Harris, David
;
Kew, Hsein
;
Taylor, Robert
- In:
Journal of econometrics
219
(
2020
)
2
,
pp. 354-388
Persistent link: https://www.econbiz.de/10012483394
Saved in:
2
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:
3
Powerful tests for structural changes in
volatility
Xu, Ke-li
- In:
Journal of econometrics
173
(
2013
)
1
,
pp. 126-142
Persistent link: https://www.econbiz.de/10009719626
Saved in:
4
Modelling structural breaks, long memory and stock market
volatility
: an overview
Banerjee, Anindya
(
contributor
);
Urga, Giovanni
(
contributor
)
-
2005
Persistent link: https://www.econbiz.de/10003172637
Saved in:
5
Modelling structural breaks, long memory and stock market
volatility
: an overview
Banerjee, Anindya
;
Urga, Giovanni
- In:
Journal of econometrics
129
(
2005
)
1/2
,
pp. 1-34
Persistent link: https://www.econbiz.de/10003172659
Saved in:
6
Testing for parameter instability and structural change in persistent predictive regressions
Andersen, Torben
;
Varneskov, Rasmus Tangsgaard
- In:
Journal of econometrics
231
(
2022
)
2
,
pp. 361-386
Persistent link: https://www.econbiz.de/10013464808
Saved in:
7
Forecasting with equilibrium-correction models during structural breaks
Castle, Jennifer
;
Fawcett, Nicholas W. P.
;
Hendry, David F.
- In:
Journal of econometrics
158
(
2010
)
1
,
pp. 25-36
Persistent link: https://www.econbiz.de/10008826878
Saved in:
8
Detecting big structural breaks in large factor models
Chen, Liang
;
Dolado, Juan J.
;
Gonzalo, Jesús
- In:
Journal of econometrics
180
(
2014
)
1
,
pp. 30-48
Persistent link: https://www.econbiz.de/10010379487
Saved in:
9
Testing for structural breaks in dynamic factor models
Breitung, Jörg
;
Eickmeier, Sandra
- In:
Journal of econometrics
163
(
2011
)
1
,
pp. 71-84
Persistent link: https://www.econbiz.de/10009270447
Saved in:
10
Specification and structural break tests for additive models with applications to realized variance data
Fengler, Matthias
;
Mammen, Enno
;
Vogt, Michael
- In:
Journal of econometrics
188
(
2015
)
1
,
pp. 196-218
Persistent link: https://www.econbiz.de/10011500308
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