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Schätzung
Volatility
40,917
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40,649
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Gupta, Rangan
101
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92
Caporale, Guglielmo Maria
72
Pesaran, M. Hashem
66
Pierdzioch, Christian
61
Hautsch, Nikolaus
51
Bollerslev, Tim
46
Gao, Jiti
44
Herwartz, Helmut
43
Härdle, Wolfgang
43
Kapetanios, George
42
Gil-Alaña, Luis A.
40
Marcellino, Massimiliano
40
Döpke, Jörg
39
Balcilar, Mehmet
37
Belke, Ansgar
37
Bahmani-Oskooee, Mohsen
36
Diebold, Francis X.
35
Koopman, Siem Jan
35
Todorov, Viktor
35
Linton, Oliver
32
Lütkepohl, Helmut
32
Bouri, Elie
31
Asai, Manabu
30
Wohar, Mark E.
30
Buch, Claudia M.
29
Caporin, Massimiliano
29
Cheung, Yin-Wong
29
Engle, Robert F.
28
Koop, Gary
27
Ma, Feng
26
Chang, Chia-Lin
25
Hafner, Christian M.
25
Cai, Zongwu
24
Huber, Florian
24
Liesenfeld, Roman
24
Weber, Andrea
24
Lux, Thomas
23
Mumtaz, Haroon
23
Timmermann, Allan
23
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International Energy Agency
10
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Kansantaloustieteen Laitos <Tampere>
3
Rodney L. White Center for Financial Research
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Springer Fachmedien Wiesbaden
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Verlag Dr. Kovač
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Panepistēmio Kypru / Department of Economics
2
Queen Mary College / Department of Economics
2
Suntory-Toyota International Centre for Economics and Related Disciplines
2
Trinity College Dublin / Department of Economics
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Journal of econometrics
289
Applied economics
195
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
193
Economic modelling
181
Energy economics
179
Economics letters
166
Applied economics letters
149
Finance research letters
148
Working paper
132
International review of economics & finance : IREF
130
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
124
NBER working paper series
123
International review of financial analysis
122
NBER Working Paper
120
Journal of banking & finance
118
Working paper / National Bureau of Economic Research, Inc.
116
The North American journal of economics and finance : a journal of financial economics studies
111
Journal of empirical finance
103
CESifo working papers
94
Discussion paper series / IZA
94
Discussion paper / Tinbergen Institute
91
Applied financial economics
89
Econometric reviews
88
Journal of international money and finance
82
Research in international business and finance
82
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
81
Journal of applied econometrics
80
Journal of international financial markets, institutions & money
79
International journal of forecasting
77
Discussion paper / Centre for Economic Policy Research
75
The journal of futures markets
71
Journal of risk and financial management : JRFM
66
International journal of finance & economics : IJFE
61
Discussion paper
59
The European journal of finance
59
Journal of economic dynamics & control
54
CEMMAP working papers / Centre for Microdata Methods and Practice
51
International journal of economics and financial issues : IJEFI
50
Discussion papers / CEPR
48
Journal of forecasting
48
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ECONIS (ZBW)
14,670
EconStor
292
USB Cologne (EcoSocSci)
10
OLC EcoSci
1
RePEc
1
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1
Multivariate stochastic
volatility
estimation with sparse grid integration
Esen, Halil Erturk
- In:
Journal of mathematical finance
6
(
2016
)
1
,
pp. 68-81
Persistent link: https://www.econbiz.de/10011543122
Saved in:
2
Threshold models in time series analysis : some reflections
Tong, Howell
- In:
Journal of econometrics
189
(
2015
)
2
,
pp. 485-491
Persistent link: https://www.econbiz.de/10011504634
Saved in:
3
Estimation of the stochastic
volatility
by Markov Chain Monte Carlo
Boscher, Hans
- In:
Econometrics in theory and practice : Festschrift for …
,
(pp. 189-203)
.
1998
Persistent link: https://www.econbiz.de/10001301445
Saved in:
4
On the estimation of regime-switching Lévy models
Chevallier, Julien
;
Goutte, Stéphane
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
21
(
2017
)
1
,
pp. 3-29
Persistent link: https://www.econbiz.de/10011650170
Saved in:
5
Multivariate stochastic
volatility
with co-heteroscedasticity
Chan, Joshua
;
Doucet, Arnaud
;
León-González, Roberto
; …
-
2018
Persistent link: https://www.econbiz.de/10012203994
Saved in:
6
Multivariate stochastic
volatility
with co-heteroscedasticity
Chan, Joshua
;
Doucet, Arnaud
;
León-González, Roberto
; …
-
2018
Persistent link: https://www.econbiz.de/10012196752
Saved in:
7
A unified approach to mortality modelling using state-space framework : characterisation, identification, estimation and forecasting
Fung, Man Chung
;
Peters, Gareth
;
Shevchenko, Pavel V.
- In:
Annals of actuarial science : publ. by the Institute of …
11
(
2017
)
2
,
pp. 343-389
Persistent link: https://www.econbiz.de/10011820669
Saved in:
8
Multivariate stochastic
volatility
with co-heteroscedasticity
Chan, Joshua
;
Doucet, Arnaud
;
León-González, Roberto
; …
-
2020
-
This version: September 2020
Persistent link: https://www.econbiz.de/10013355422
Saved in:
9
Multivariate stochastic
volatility
models based on generalized Fisher transformation
Chen, Han
;
Fei, Yijie
;
Yu, Jun
-
2023
Persistent link: https://www.econbiz.de/10014329798
Saved in:
10
Ordinal-response GARCH models for transaction data : a forecasting exercise
Dimitrakopoulos, Stefanos
;
Tsionas, Efthymios G.
- In:
International journal of forecasting
35
(
2019
)
4
,
pp. 1273-1287
Persistent link: https://www.econbiz.de/10012305278
Saved in:
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