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isPartOf:"Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society"
subject:"Estimation theory"
~isPartOf:"Journal of econometrics"
~subject:"Time series analysis"
~subject:"Volatility"
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Estimation theory
Time series analysis
Volatility
Theorie
1,790
Theory
1,790
Schätztheorie
415
Zeitreihenanalyse
352
Estimation
176
Schätzung
176
Nichtparametrisches Verfahren
153
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153
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136
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136
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132
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132
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Phillips, Peter C. B.
20
Gouriéroux, Christian
9
Koop, Gary
9
Yu, Jun
9
Chib, Siddhartha
8
Swanson, Norman R.
8
Aït-Sahalia, Yacine
7
Kohn, Robert
7
Lee, Lung-fei
7
Linton, Oliver
7
Lütkepohl, Helmut
7
Teräsvirta, Timo
7
Diebold, Francis X.
6
Granger, C. W. J.
6
Li, Qi
6
Mariano, Roberto S.
6
Xiao, Zhijie
6
Andersen, Torben
5
Bollerslev, Tim
5
Breitung, Jörg
5
Chen, Xiaohong
5
Gonzalo, Jesús
5
Hallin, Marc
5
Herwartz, Helmut
5
Hong, Yongmiao
5
McAleer, Michael
5
Park, Joon Y.
5
Schmidt, Peter
5
Tauchen, George Eugene
5
Taylor, Robert
5
Todorov, Viktor
5
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4
Barigozzi, Matteo
4
Bierens, Herman J.
4
Cavaliere, Giuseppe
4
Chen, Songnian
4
Fan, Yanqin
4
Franses, Philip Hans
4
Ghysels, Eric
4
Haldrup, Niels
4
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Association of Asia-Pacific Business School's Academic Conference <2018, Hongkong>
1
Sir Clive Granger Memorial Conference <2010, Nottingham>
1
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Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
Journal of econometrics
Economics letters
660
Econometric theory
426
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
421
International journal of forecasting
349
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
292
Working paper / National Bureau of Economic Research, Inc.
287
Econometric reviews
277
Journal of forecasting
276
Discussion paper / Tinbergen Institute
263
Journal of applied econometrics
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NBER working paper series
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NBER Working Paper
207
Applied economics
193
Série des documents de travail / Centre de Recherche en Économie et Statistique
190
Economic modelling
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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The review of economics and statistics
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Journal of economic dynamics & control
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Oxford bulletin of economics and statistics
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Journal of quantitative economics : official journal of the Indian Econometric Society
149
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
141
Discussion paper / Centre for Economic Policy Research
140
Journal of banking & finance
137
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
132
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
126
Discussion paper / Center for Economic Research, Tilburg University
120
Journal of empirical finance
118
Applied economics letters
112
Journal of international money and finance
109
CREATES research paper
108
CORE discussion paper : DP
103
Computational economics
102
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
100
Energy economics
99
Working paper / Department of Econometrics and Business Statistics, Monash University
99
CESifo working papers
98
Cowles Foundation discussion paper
93
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ECONIS (ZBW)
797
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1
Intraday cross-sectional distributions of systematic risk
Andersen, Torben
;
Riva, Raul
;
Thyrsgaard, Martin
; …
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1394-1418
Persistent link: https://www.econbiz.de/10014471397
Saved in:
2
Comparing stochastic volatility specifications for large Bayesian VARs
Chan, Joshua
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1419-1446
Persistent link: https://www.econbiz.de/10014471398
Saved in:
3
Large volatility matrix analysis using global and national factor models
Choi, Sung Hoon
;
Kim, Donggyu
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1917-1933
Persistent link: https://www.econbiz.de/10014471436
Saved in:
4
Stochastic properties of nonlinear locally-nonstationary filters
Blasques, Francisco
;
Nientker, Marc
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 2082-2095
Persistent link: https://www.econbiz.de/10014471445
Saved in:
5
Estimation and inference in a high-dimensional semiparametric Gaussian copula vector autoregressive model
Fan, Yanqin
;
Han, Fang
;
Park, Hyeonseok
- In:
Journal of econometrics
237
(
2023
)
1
,
pp. 1-28
Persistent link: https://www.econbiz.de/10014471479
Saved in:
6
Score-driven models for realized volatility
Harvey, Andrew C.
;
Palumbo, Dario
- In:
Journal of econometrics
237
(
2023
)
2,2
,
pp. 1-14
Persistent link: https://www.econbiz.de/10014471522
Saved in:
7
CRPS learning
Berrisch, Jonathan
;
Ziel, Florian
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-24
Persistent link: https://www.econbiz.de/10014471798
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8
Uniform predictive inference for factor models with instrumental and idiosyncratic betas
Cheng, Mingmian
;
Liao, Yuan
;
Yang, Xiye
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-28
Persistent link: https://www.econbiz.de/10014471816
Saved in:
9
A flexible predictive density combination for large financial data sets in regular and crisis periods
Casarin, Roberto
;
Grassi, Stefano
;
Ravazzolo, Francesco
; …
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-12
Persistent link: https://www.econbiz.de/10014471818
Saved in:
10
Score-driven asset pricing : predicting time-varying risk premia based on cross-sectional model performance
Umlandt, Dennis
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-26
Persistent link: https://www.econbiz.de/10014471829
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