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isPartOf:"Econometric theory"
subject:"Großbritannien"
~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~subject:"Time series analysis"
~subject:"Volatility"
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Großbritannien
Time series analysis
Volatility
Estimation theory
826
Schätztheorie
826
Theorie
287
Theory
287
Zeitreihenanalyse
209
Nichtparametrisches Verfahren
113
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Phillips, Peter C. B.
7
Leybourne, Stephen James
5
Chan, Ngai Hang
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Johansen, Søren
4
Cavaliere, Giuseppe
3
Chambers, Marcus J.
3
Gao, Jiti
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Grégoir, Stéphane
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Jong, Robert M. de
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Linton, Oliver
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Nielsen, Morten Ørregaard
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Peng, Liang
3
Politis, Dimitris N.
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Saikkonen, Pentti
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Seo, Won-Ki
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Taylor, Robert
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Zhang, Rongmao
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Breitung, Jörg
2
Chen, Xiaohong
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Francq, Christian
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Georgiev, Iliyan
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Ghysels, Eric
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Li, Jing
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McCabe, Brendan Peter Martin
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Park, Joon Y.
2
Perron, Pierre
2
Poskitt, Donald Stephen
2
Proietti, Tommaso
2
Robinson, Peter M.
2
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2
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Econometric theory
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
Journal of econometrics
372
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
169
Economics letters
155
Discussion paper / Tinbergen Institute
108
Econometric reviews
98
International journal of forecasting
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42
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41
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40
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
39
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
38
Journal of empirical finance
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25
Journal of banking & finance
24
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Technical working paper / National Bureau of Economic Research
24
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ECONIS (ZBW)
225
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1
Limit theory for locally flat functional coefficient regression
Phillips, Peter C. B.
;
Wang, Ying
- In:
Econometric theory
39
(
2023
)
5
,
pp. 900-949
Persistent link: https://www.econbiz.de/10014436589
Saved in:
2
Adaptation for nonparametric estimators of locally stationary processes
Dahlhaus, Rainer
;
Richter, Stefan
- In:
Econometric theory
39
(
2023
)
6
,
pp. 1123-1153
Persistent link: https://www.econbiz.de/10014465367
Saved in:
3
Cointegration and representation of cointegrated autoregressive processes in Banach spaces
Seo, Won-Ki
- In:
Econometric theory
39
(
2023
)
4
,
pp. 737-788
Persistent link: https://www.econbiz.de/10014342259
Saved in:
4
Estimation and inference with near unit roots
Phillips, Peter C. B.
- In:
Econometric theory
39
(
2023
)
2
,
pp. 221-263
Persistent link: https://www.econbiz.de/10014306253
Saved in:
5
Score-driven location plus scale models : asymptotic theory and an application to forecasting Dow Jones volatility
Blazsek, Szabolcs
;
Escribano, Álvaro
;
Licht, Adrian
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
28
(
2024
)
1
,
pp. 61-82
Persistent link: https://www.econbiz.de/10014506888
Saved in:
6
Selecting between causal and noncausal models with quantile autoregressions
Hecq, Alain W. J.
;
Sun, Li
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
25
(
2021
)
5
,
pp. 393-416
Persistent link: https://www.econbiz.de/10012806552
Saved in:
7
Local asymptotic normality of general conditionally heteroskedastic and score-driven time-series models
Francq, Christian
;
Zakoïan, Jean-Michel
- In:
Econometric theory
39
(
2023
)
5
,
pp. 1067-1092
Persistent link: https://www.econbiz.de/10014436596
Saved in:
8
Backward CUSUM for testing and monitoring structural change with an application to COVID-19 pandemic data
Otto, Sven
;
Breitung, Jörg
- In:
Econometric theory
39
(
2023
)
4
,
pp. 659-692
Persistent link: https://www.econbiz.de/10014342231
Saved in:
9
Estimation and forecasting of long memory stochastic volatility models
Abbara, Omar
;
Zevallos, Mauricio
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10014288818
Saved in:
10
Unrestricted, restricted, and regularized models for forecasting multivariate volatility
Anatolyev, Stanislav
;
Staněk, Filip
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
2
,
pp. 199-218
Persistent link: https://www.econbiz.de/10014288890
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