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accessRights:"restricted"
subject:"Zeitreihenanalyse"
~isPartOf:"Decisions in economics and finance : DEF ; a journal of applied mathematics"
~isPartOf:"Empirical economics : a quarterly journal of the Institute for Advanced Studies"
~subject:"Derivat"
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Search: subject_exact:"Estimation theory"
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Zeitreihenanalyse
Derivat
Estimation theory
47
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Estimation
20
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11
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Time series analysis
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Mancino, Maria Elvira
2
Albano, Giuseppina
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Alòs, Elisa
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Assaf, Ata
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Cacace, Filippo
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Diks, Cees G. H.
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Germani, Alfredo
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Jacod, Jean
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1
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Perna, Cira
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Qian, Yan
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1
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Decisions in economics and finance : DEF ; a journal of applied mathematics
Empirical economics : a quarterly journal of the Institute for Advanced Studies
Journal of econometrics
160
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
56
Econometric reviews
53
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
50
Economics letters
45
International journal of forecasting
38
Journal of time series econometrics
37
Econometric theory
36
Computational economics
24
The econometrics journal
18
Applied economics letters
16
Economic modelling
16
Journal of financial econometrics
13
Applied economics
11
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
11
Finance research letters
11
Journal of forecasting
11
Quantitative finance
11
Essays in honor of Joon Y. Park : econometric theory
9
Journal of empirical finance
9
Journal of quantitative economics
9
Energy economics
8
The North American journal of economics and finance : a journal of financial economics studies
8
Journal of risk
7
Journal of mathematical finance
6
Discussion paper / Centre for Economic Policy Research
5
Discussion papers / CEPR
5
Insurance / Mathematics & economics
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International journal of economics and finance
5
Journal of banking & finance
5
Research in international business and finance
5
European journal of operational research : EJOR
4
International journal of production economics
4
International journal of production research
4
Journal of economic dynamics & control
4
Journal of international financial markets, institutions & money
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Scandinavian actuarial journal
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Theoretical economics letters
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1
Identification of causal relationships in non-stationary time series with an information measure : evidence for simulated and financial data
Papana, Angeliki
;
Kyrtsou, Catherine
;
Kugiumtzis, Dimitris
- In:
Empirical economics : a quarterly journal of the …
64
(
2023
)
3
,
pp. 1399-1420
Persistent link: https://www.econbiz.de/10014226364
Saved in:
2
Local projection variance impulse response
Kawakatsu, Hiroyuki
- In:
Empirical economics : a quarterly journal of the …
62
(
2022
)
3
,
pp. 1219-1244
Persistent link: https://www.econbiz.de/10012819528
Saved in:
3
True or spurious long memory in the cryptocurrency markets : evidence from a multivariate test and other Whittle estimation methods
Assaf, Ata
;
Gil-Alaña, Luis A.
;
Mokni, Khaled
- In:
Empirical economics : a quarterly journal of the …
63
(
2022
)
3
,
pp. 1543-1570
Persistent link: https://www.econbiz.de/10013440392
Saved in:
4
Estimating empirical marginal adjustment cost function : a power series approach
Khan, Muhammad Nazmul
- In:
Empirical economics : a quarterly journal of the …
63
(
2022
)
6
,
pp. 3185-3210
Persistent link: https://www.econbiz.de/10013440551
Saved in:
5
A model selection approach to jointly testing for structural breaks and cointegration with application to the Eurocurrency interest rates market
Qian, Yan
;
Wang, Zijun
- In:
Empirical economics : a quarterly journal of the …
61
(
2021
)
2
,
pp. 799-825
Persistent link: https://www.econbiz.de/10012616897
Saved in:
6
Small sample properties of ML estimator in Vasicek and CIR models : a simulation experiment
Albano, Giuseppina
;
Rocca, Michele la
;
Perna, Cira
- In:
Decisions in economics and finance : DEF ; a journal of …
42
(
2019
)
1
,
pp. 5-19
Persistent link: https://www.econbiz.de/10012065150
Saved in:
7
Volatility and volatility-linked derivatives : estimation,modeling, and pricing
Alòs, Elisa
;
Mancino, Maria Elvira
;
Wang, Tai-Ho
- In:
Decisions in economics and finance : DEF ; a journal of …
42
(
2019
)
2
,
pp. 321-349
Persistent link: https://www.econbiz.de/10012127219
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8
Estimation of volatility in a high-frequency setting : a short review
Jacod, Jean
- In:
Decisions in economics and finance : DEF ; a journal of …
42
(
2019
)
2
,
pp. 351-385
Persistent link: https://www.econbiz.de/10012127222
Saved in:
9
Asymptotic results for the Fourier estimator of the integrated quarticity
Livieri, Giulia
;
Mancino, Maria Elvira
;
Marmi, Stefano
- In:
Decisions in economics and finance : DEF ; a journal of …
42
(
2019
)
2
,
pp. 471-502
Persistent link: https://www.econbiz.de/10012127239
Saved in:
10
On parameter estimation of Heston's stochastic volatilitymodel : a polynomial filtering method
Cacace, Filippo
;
Germani, Alfredo
;
Papi, Marco
- In:
Decisions in economics and finance : DEF ; a journal of …
42
(
2019
)
2
,
pp. 503-525
Persistent link: https://www.econbiz.de/10012127257
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