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subject:"Volatility"
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Volatility
Statistical test
Time series analysis
Estimation theory
273
Schätztheorie
273
Zeitreihenanalyse
93
Estimation
71
Schätzung
70
Theorie
33
Theory
33
Nichtparametrisches Verfahren
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Nonparametric statistics
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Regression analysis
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29
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Nielsen, Morten Ørregaard
11
Teräsvirta, Timo
8
Johansen, Søren
7
Kristensen, Dennis
6
Kumar, Dilip
4
Proietti, Tommaso
4
Taylor, Robert
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Cavaliere, Giuseppe
3
Christensen, Kim
3
Kock, Anders Bredahl
3
Kruse, Robinson
3
Maheswaran, S.
3
Podolskij, Mark
3
Santucci de Magistris, Paolo
3
Silvennoinen, Annastiina
3
Andersen, Torben
2
Caner, Mehmet
2
Cattaneo, Matias D.
2
Crump, Richard K.
2
Cubadda, Gianluca
2
Demetrescu, Matei
2
Ergemen, Yunus Emre
2
Grassi, Stefano
2
Hualde, Javier
2
Jansson, Michael
2
Kanaya, Shin
2
Kang, Jian
2
Nielsen, Bent
2
Raïssi, Hamdi
2
Rossi, Eduardo
2
Seong, Dakyung
2
Triacca, Umberto
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Wu, Jianhong
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Xu, Weijun
2
Yang, Yukai
2
Amado, Cristina
1
Amini, Shahram
1
Barndorff-Nielsen, Ole E.
1
Battisti, Michele
1
Bennedsen, Mikkel
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Economic modelling
CREATES research paper
Journal of econometrics
487
Econometric theory
200
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
193
Economics letters
189
Econometric reviews
141
Discussion paper / Tinbergen Institute
116
International journal of forecasting
73
The econometrics journal
70
Working paper / Department of Econometrics and Business Statistics, Monash University
70
Cowles Foundation discussion paper
65
Journal of forecasting
65
Applied economics letters
64
Econometrics : open access journal
64
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
61
CEMMAP working papers / Centre for Microdata Methods and Practice
60
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
58
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
57
NBER Working Paper
51
Journal of the American Statistical Association : JASA
46
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
44
Applied economics
42
Cowles Foundation Discussion Paper
41
Journal of time series econometrics
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Computational economics
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Journal of empirical finance
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Journal of applied econometrics
38
Série des documents de travail / Centre de Recherche en Économie et Statistique
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Discussion paper / Center for Economic Research, Tilburg University
34
EUI working paper / ECO
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SFB 649 discussion paper
34
Journal of financial econometrics : official journal of the Society for Financial Econometrics
33
NBER working paper series
33
Discussion paper
30
Quantitative economics : QE ; journal of the Econometric Society
30
Oxford bulletin of economics and statistics
29
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29
Discussion papers of interdisciplinary research project 373
28
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ECONIS (ZBW)
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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
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:
7
Asset pricing using block-cholesky GARCH and time-varying betas
Grassi, Stefano
;
Violante, Francesco
-
2021
Persistent link: https://www.econbiz.de/10012620745
Saved in:
8
Is U.S. real output growth really non-normal? : testing distributional assumptions in time-varying location-scale models
Demetrescu, Matei
;
Kruse-Becher, Robinson
-
2021
Persistent link: https://www.econbiz.de/10012620758
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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