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isPartOf:"Advances in quantitative analysis of finance and accounting : a research annual"
subject:"Börsenkurs"
~isPartOf:"International journal of forecasting"
~isPartOf:"Journal of banking & finance"
~subject:"Kapitaleinkommen"
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Börsenkurs
Kapitaleinkommen
Estimation theory
232
Schätztheorie
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Forecasting model
123
Prognoseverfahren
123
Time series analysis
74
Zeitreihenanalyse
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Estimation
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Adams, Zeno
1
Aslanidis, Nektarios
1
Bauwens, Luc
1
Berglund, Tom
1
Berry, Michael A.
1
Brailsford, Timothy J.
1
Buccheri, Giuseppe
1
Callen, Jeffrey L.
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Casas, Isabel
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Cenedese, Gino
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Chan, Kam C.
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Chung, Kee H.
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Cipollini, Fabrizio
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Clare, Andrew D.
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Coggin, T. Daniel
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Fung, William
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Füss, Roland
1
Gallinger, George W.
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Gallo, Giampiero M.
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Gefang, Deborah
1
Glück, Thorsten
1
Henderson, Glenn V.
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Hunter, John Edward
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Jondeau, Eric
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Jones, Charles Parker
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Jong, Frank de
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Kemna, Angelien G.
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Kloek, Teunis
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Koch, Paul Douglas
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Koop, Gary
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Li, Dan
1
Li, Yifan
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Advances in quantitative analysis of finance and accounting : a research annual
International journal of forecasting
Journal of banking & finance
Journal of econometrics
75
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
41
Journal of empirical finance
23
Economics letters
18
Finance research letters
17
Journal of financial and quantitative analysis : JFQA
15
Economic modelling
13
Journal of financial econometrics : official journal of the Society for Financial Econometrics
12
Journal of forecasting
12
The journal of finance : the journal of the American Finance Association
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Working paper
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Journal of risk and financial management : JRFM
11
NBER Working Paper
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NBER working paper series
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Quantitative finance
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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The review of financial studies
11
Discussion paper / Tinbergen Institute
10
Journal of financial econometrics
10
Journal of financial economics
10
Cambridge working papers in economics
9
Econometrics : open access journal
9
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9
Econometric reviews
8
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
8
International journal of economics and financial issues : IJEFI
8
International review of financial analysis
8
Review of quantitative finance and accounting
8
The journal of business : B
8
Journal of economic dynamics & control
7
SFB 649 discussion paper
7
The European journal of finance
7
The North American journal of economics and finance : a journal of financial economics studies
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CESifo working papers
6
CREATES research paper
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Cogent economics & finance
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Computational economics
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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1
Outlier-robust methods for forecasting realized covariance matrices
Li, Dan
;
Drovandi, Christopher
;
Clements, Adam
- In:
International journal of forecasting
40
(
2024
)
1
,
pp. 392-408
Persistent link: https://www.econbiz.de/10014450278
Saved in:
2
Forecasting using variational Bayesian inference in large vector autoregressions with hierarchical shrinkage
Gefang, Deborah
;
Koop, Gary
;
Poon, Aubrey
- In:
International journal of forecasting
39
(
2023
)
1
,
pp. 346-363
Persistent link: https://www.econbiz.de/10014462786
Saved in:
3
DCC- and DECO-HEAVY : multivariate GARCH models based on realized variances and correlations
Bauwens, Luc
;
Xu, Yongdeng
- In:
International journal of forecasting
39
(
2023
)
2
,
pp. 938-955
Persistent link: https://www.econbiz.de/10014465168
Saved in:
4
Weighted least squares realized covariation estimation
Li, Yifan
;
Nolte, Ingmar
;
Vasios, Michalis
;
Voev, Valeri
; …
- In:
Journal of banking & finance
137
(
2022
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013460187
Saved in:
5
Realized volatility forecasting : Robustness to measurement errors
Cipollini, Fabrizio
;
Gallo, Giampiero M.
;
Otranto, Edoardo
- In:
International journal of forecasting
37
(
2021
)
1
,
pp. 44-57
Persistent link: https://www.econbiz.de/10012692572
Saved in:
6
A DCC-type approach for realized covariance modeling with score-driven dynamics
Vassallo, Danilo
;
Buccheri, Giuseppe
;
Corsi, Fulvio
- In:
International journal of forecasting
37
(
2021
)
2
,
pp. 569-586
Persistent link: https://www.econbiz.de/10012792854
Saved in:
7
Identification of volatility proxies as expectations of squared financial returns
Sucarrat, Genaro
- In:
International journal of forecasting
37
(
2021
)
4
,
pp. 1677-1690
Persistent link: https://www.econbiz.de/10013274330
Saved in:
8
An approximate long-memory range-based approach for value at risk estimation
Meng, Xiaochun
;
Taylor, James W.
- In:
International journal of forecasting
34
(
2018
)
3
,
pp. 377-388
Persistent link: https://www.econbiz.de/10012030985
Saved in:
9
Are correlations constant? : empirical and theoretical results on popular correlation models in finance
Adams, Zeno
;
Füss, Roland
;
Glück, Thorsten
- In:
Journal of banking & finance
84
(
2017
),
pp. 9-24
Persistent link: https://www.econbiz.de/10011816833
Saved in:
10
Estimating the price impact of trades in a high-frequency microstructure model with jumps
Jondeau, Eric
;
Lahaye, Jérôme
;
Rockinger, Michael
- In:
Journal of banking & finance
61
(
2015
)
2
,
pp. 205-224
Persistent link: https://www.econbiz.de/10011585573
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