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isPartOf:"Econometric theory"
subject:"Estimation theory"
~isPartOf:"Applied economics"
~subject:"Einheitswurzeltest"
~subject:"Volatility"
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Estimation theory
Einheitswurzeltest
Volatility
Theorie
2,224
Theory
2,224
Estimation
336
Schätzung
336
Schätztheorie
333
Time series analysis
292
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175
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88
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Linton, Oliver
8
Phillips, Peter C. B.
8
Saikkonen, Pentti
8
Lee, Lung-fei
7
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6
Chambers, Marcus J.
5
Fan, Yanqin
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5
Lütkepohl, Helmut
5
Nabeya, Seiji
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Tanaka, Katsuto
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White, Halbert
5
Wooldridge, Jeffrey M.
5
Xiao, Zhijie
5
Andrews, Donald W. K.
4
Chen, Xiaohong
4
Davidson, James E. H.
4
Knight, John L.
4
Leybourne, Stephen James
4
Lieberman, Offer
4
McAleer, Michael
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Newey, Whitney K.
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Donald, Stephen G.
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Grégoir, Stéphane
3
Han, Chirok
3
Hidalgo, Javier
3
Kuan, Chung-ming
3
Li, Qi
3
Park, Joon Y.
3
Shin, Dong-wan
3
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Econometric theory
Applied economics
Journal of econometrics
544
Economics letters
521
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
283
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
270
Working paper / National Bureau of Economic Research, Inc.
243
Econometric reviews
217
NBER working paper series
178
Journal of applied econometrics
174
Série des documents de travail / Centre de Recherche en Économie et Statistique
166
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160
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Journal of quantitative economics : official journal of the Indian Econometric Society
144
Oxford bulletin of economics and statistics
134
The review of economics and statistics
132
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
124
Journal of banking & finance
121
Economic modelling
120
Journal of economic dynamics & control
109
Discussion paper / Centre for Economic Policy Research
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108
Journal of forecasting
106
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
103
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International journal of forecasting
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Journal of international money and finance
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Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
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Applied economics letters
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Statistical papers
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Finance research letters
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International journal of theoretical and applied finance
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Journal of financial economics
80
International economic review
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Mathematical finance : an international journal of mathematics, statistics and financial theory
77
The review of financial studies
75
Cowles Foundation discussion paper
70
The review of economic studies
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Spillovers from stock markets to currency markets : evidence from Copula-CoVar with time-varying higher moments
Usman, Muhammad
;
Umar, Zaghum
;
Gubareva, Mariya
;
Dang …
- In:
Applied economics
55
(
2023
)
52
,
pp. 6091-6114
Persistent link: https://www.econbiz.de/10014381519
Saved in:
2
Unit root test with high-frequency data
Laurent, Sébastien
;
Shi, Shuping
- In:
Econometric theory
38
(
2022
)
1
,
pp. 113-171
Persistent link: https://www.econbiz.de/10013166119
Saved in:
3
Is Bitcoin really a currency? : a viewpoint of a stochastic volatility model
Kunimoto, Noriyuki
;
Kakamu, Kazuhiko
- In:
Applied economics
54
(
2022
)
57
,
pp. 6536-6550
Persistent link: https://www.econbiz.de/10013494160
Saved in:
4
Forecasting exchange rate volatility : is economic policy uncertainty better?
Ruan, Qingsong
;
Zhang, Jiarui
;
Lv, Dayong
- In:
Applied economics
56
(
2024
)
13
,
pp. 1526-1544
Persistent link: https://www.econbiz.de/10014473121
Saved in:
5
Flexible markov-switching models with evolving regime-specific parameters : an application to Brazilian business cycles
Gomes, Fábio A.
;
Melo, Lívia C. M.
;
Soave, Gian Paulo
- In:
Applied economics
56
(
2024
)
14
,
pp. 1705-1722
Persistent link: https://www.econbiz.de/10014473203
Saved in:
6
Momentum and reversal : information from prior returns
Kolari, James W.
;
Shin, Sang-Ook
- In:
Applied economics
56
(
2024
)
3
,
pp. 318-336
Persistent link: https://www.econbiz.de/10014439916
Saved in:
7
The international spillover behaviour of implied volatilities and forecasting ability of spillover indices
Kae-Yih, Tzeng
- In:
Applied economics
55
(
2023
)
48
,
pp. 5719-5735
Persistent link: https://www.econbiz.de/10014335666
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8
Market volatility, market skewness, and the cross-section of expected returns in Chinese equity markets
Liu, Qing
;
Wang, Shouyang
;
Sui, Cong
- In:
Applied economics
55
(
2023
)
49
,
pp. 5816-5832
Persistent link: https://www.econbiz.de/10014335824
Saved in:
9
Dynamics and synchronization of global equilibrium interest rates
Beyer, Robert
;
Milivojević, Lazar
- In:
Applied economics
55
(
2023
)
28
,
pp. 3195-3214
Persistent link: https://www.econbiz.de/10014299143
Saved in:
10
Uncertainty diffusion across commodity markets
Cadoret, Isabelle
;
Minlend, Jacques
;
Razafindrabe, Tovonony
- In:
Applied economics
55
(
2023
)
38
,
pp. 4377-4401
Persistent link: https://www.econbiz.de/10014301245
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