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subject:"Volatility"
~isPartOf:"Applied economics letters"
~isPartOf:"CREATES research paper"
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Search: subject_exact:"Estimation theory"
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Volatility
Time series analysis
Estimation theory
470
Schätztheorie
470
Zeitreihenanalyse
142
Estimation
126
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125
Regression analysis
49
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Nielsen, Morten Ørregaard
11
Teräsvirta, Timo
8
Johansen, Søren
7
Kristensen, Dennis
5
Kumar, Dilip
4
Proietti, Tommaso
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Taylor, Robert
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Agiakloglou, Christos N.
3
Caporale, Guglielmo Maria
3
Cavaliere, Giuseppe
3
Christensen, Kim
3
Cook, Steven
3
Kruse, Robinson
3
Maheswaran, S.
3
Podolskij, Mark
3
Santucci de Magistris, Paolo
3
Silvennoinen, Annastiina
3
Yamada, Hiroshi
3
Agiropoulos, Charalampos
2
Andersen, Torben
2
Cubadda, Gianluca
2
Ergemen, Yunus Emre
2
Grassi, Stefano
2
Hatemi-J, Abdulnasser
2
Hualde, Javier
2
Kanaya, Shin
2
Kang, Jian
2
Kose, Nezir
2
Morana, Claudio
2
Nielsen, Bent
2
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2
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2
Rossi, Eduardo
2
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2
Sibbertsen, Philipp
2
Triacca, Umberto
2
Vougas, Dimitrios V.
2
Xu, Weijun
2
Yang, Yukai
2
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1
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Economic modelling
Applied economics letters
CREATES research paper
Journal of econometrics
368
Econometric theory
168
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
163
Economics letters
153
Discussion paper / Tinbergen Institute
106
Econometric reviews
97
International journal of forecasting
69
Working paper / Department of Econometrics and Business Statistics, Monash University
63
Journal of forecasting
61
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
56
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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
44
The econometrics journal
43
Cowles Foundation discussion paper
42
Journal of time series econometrics
40
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
39
Applied economics
38
Journal of empirical finance
38
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
37
Journal of the American Statistical Association : JASA
37
Computational economics
35
Journal of applied econometrics
33
EUI working paper / ECO
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SFB 649 discussion paper
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Série des documents de travail / Centre de Recherche en Économie et Statistique
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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NBER working paper series
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25
Working paper series
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Oxford bulletin of economics and statistics
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Discussion paper / Center for Economic Research, Tilburg University
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LSE STICERD Research Paper
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NBER technical working paper series
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Umeå economic studies
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ECONIS (ZBW)
162
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1
Estimation of continuous-time linear DSGE models from discrete-time measurements
Christensen, Bent Jesper
;
Neri, Luca
;
Parra-Alvarez, …
-
2023
Persistent link: https://www.econbiz.de/10014280884
Saved in:
2
A parsimonious test of constancy of a positive definite correlation matrix in a multivariate time-varying GARCH model
Kang, Jian
;
Jakobsen, Johan Stax
;
Silvennoinen, Annastiina
-
2022
Persistent link: https://www.econbiz.de/10012816369
Saved in:
3
Inference on the dimension of the nonstationary subspace in functional time series
Nielsen, Morten Ørregaard
;
Seo, Wonk-ki
;
Seong, Dakyung
-
2022
Persistent link: https://www.econbiz.de/10012816384
Saved in:
4
Truncated sum-of-squares estimation of fractional time series models with generalized power law trend
Hualde, Javier
;
Nielsen, Morten Ørregaard
-
2022
Persistent link: https://www.econbiz.de/10013189455
Saved in:
5
Parametric estimation of long memory in factor models
Ergemen, Yunus Emre
-
2022
Persistent link: https://www.econbiz.de/10013367389
Saved in:
6
Measuring the persistence degree of shocks to the US tourism markets : new evidence for COVID-19 pandemic period
Peng, Yi-Ting
;
Chang, Tsangyao
;
Ranjbar, Omid
;
Li, Fangjhy
- In:
Applied economics letters
31
(
2024
)
5
,
pp. 422-431
Persistent link: https://www.econbiz.de/10014469924
Saved in:
7
Semiparametric tests for the order of integration in the possible presence of level breaks
Iacone, Fabrizio
;
Nielsen, Morten Ørregaard
;
Taylor, Robert
-
2021
Persistent link: https://www.econbiz.de/10012434016
Saved in:
8
Asset pricing using block-cholesky GARCH and time-varying betas
Grassi, Stefano
;
Violante, Francesco
-
2021
Persistent link: https://www.econbiz.de/10012620745
Saved in:
9
Four Australian banks and the multivariate time-varying smooth transition correlation GARCH model
Hall, Anthony D.
;
Silvennoinen, Annastiina
; …
-
2021
Persistent link: https://www.econbiz.de/10012815962
Saved in:
10
Flexible inflation targeting and stock market volatility : evidence from emerging market economies
Dridi, Ichrak
;
Boughrara, Adel
- In:
Economic modelling
126
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014462464
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