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accessRights:"restricted"
subject:"Großbritannien"
~isPartOf:"Journal of financial econometrics"
~subject:"Forecasting model"
~subject:"Regressionsanalyse"
~subject:"Statistical inference"
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Großbritannien
Forecasting model
Regressionsanalyse
Statistical inference
Estimation theory
40
Schätztheorie
40
Estimation
15
Schätzung
15
Time series analysis
13
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13
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11
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11
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8
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Cai, Charlie X.
1
Cai, Yuzhi
1
Cipollini, Fabrizio
1
Gallo, Giampiero M.
1
Golinski, Adam
1
Guo, Junjie
1
Han, Heejoon
1
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1
Jach, Agnieszka
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1
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1
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1
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1
Shin, Yongcheol
1
Spencer, Peter D.
1
Stander, Julian
1
Taylor, Stephen
1
Xu, Ke-Li
1
Zhang, Qi
1
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1
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Journal of financial econometrics
Journal of econometrics
234
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
103
International journal of forecasting
78
Economics letters
66
Econometric reviews
64
Econometric theory
41
The econometrics journal
35
Insurance / Mathematics & economics
27
European journal of operational research : EJOR
25
Journal of forecasting
24
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
23
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
18
Computational economics
17
Economic modelling
15
Journal of quantitative economics
15
Applied economics letters
14
Finance research letters
14
Discussion papers / CEPR
13
Journal of time series econometrics
11
Discussion paper / Centre for Economic Policy Research
10
Empirical economics : a quarterly journal of the Institute for Advanced Studies
10
Journal of econometric methods
9
Quantitative finance
9
Journal of applied econometrics
8
Scandinavian actuarial journal
8
The North American journal of economics and finance : a journal of financial economics studies
8
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7
Astin bulletin : the journal of the International Actuarial Association
7
Folia oeconomica Stetinensia : FOS
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International journal of production economics
7
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SpringerLink / Bücher
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ASTIN bulletin : the journal of the International Actuarial Association
5
Computers & operations research : and their applications to problems of world concern ; an international journal
5
Energy economics
5
INFORMS journal on computing : JOC
5
INFORMS journal on computing : JOC ; charting new directions in operations research and computer science ; a journal of the Institute for Operations Research and the Management Sciences
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ECONIS (ZBW)
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1
Estimation and inference of quantile impulse response functions by local projections : with applications to VaR dynamics
Han, Heejoon
;
Jung, Whayoung
;
Lee, Ji Hyung
- In:
Journal of financial econometrics
22
(
2024
)
1
,
pp. 1-29
Persistent link: https://www.econbiz.de/10014526299
Saved in:
2
A new test for multiple predictive regression
Xu, Ke-Li
;
Guo, Junjie
- In:
Journal of financial econometrics
22
(
2024
)
1
,
pp. 119-156
Persistent link: https://www.econbiz.de/10014526308
Saved in:
3
Volatility estimation and forecasts based on price durations
Hong, Seok Young
;
Nolte, Ingmar
;
Taylor, Stephen
;
Zhao, …
- In:
Journal of financial econometrics
21
(
2023
)
1
,
pp. 106-144
Persistent link: https://www.econbiz.de/10013542852
Saved in:
4
Volatility prediction using a realized-measure-based component model
Noureldin, Diaa
- In:
Journal of financial econometrics
20
(
2022
)
1
,
pp. 76-104
Persistent link: https://www.econbiz.de/10012878187
Saved in:
5
Statistical inference of spot correlation and spot market beta under infinite variation jumps
Liu, Qiang
;
Liu, Zhi
- In:
Journal of financial econometrics
20
(
2022
)
4
,
pp. 612-654
Persistent link: https://www.econbiz.de/10013349148
Saved in:
6
Estimating the term structure with linear regressions : getting to the roots of the problem
Golinski, Adam
;
Spencer, Peter D.
- In:
Journal of financial econometrics
19
(
2021
)
5
,
pp. 960-984
Persistent link: https://www.econbiz.de/10012799057
Saved in:
7
Intraday end-of-day volume prediction
Sancetta, Alessio
- In:
Journal of financial econometrics
19
(
2021
)
3
,
pp. 472-495
Persistent link: https://www.econbiz.de/10012654952
Saved in:
8
The threshold GARCH model : estimation and density forecasting for financial returns
Cai, Yuzhi
;
Stander, Julian
- In:
Journal of financial econometrics
18
(
2020
)
2
,
pp. 395-424
Persistent link: https://www.econbiz.de/10012232969
Saved in:
9
Realized variance modeling : decoupling forecasting from estimation
Cipollini, Fabrizio
;
Gallo, Giampiero M.
;
Palandri, …
- In:
Journal of financial econometrics
18
(
2020
)
3
,
pp. 532-555
Persistent link: https://www.econbiz.de/10012316698
Saved in:
10
FARVaR : functional autoregressive value-at-risk
Cai, Charlie X.
;
Kim, Minjoo
;
Shin, Yongcheol
;
Zhang, Qi
- In:
Journal of financial econometrics
17
(
2019
)
2
,
pp. 284-337
Persistent link: https://www.econbiz.de/10012054445
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