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isPartOf:"MNB working papers"
subject:"Volatilität"
~isPartOf:"Computational economics"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~subject:"Bayesian inference"
~subject:"Estimation"
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Search: subject_exact:"Estimation theory"
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Volatilität
Bayesian inference
Estimation
Estimation theory
135
Schätztheorie
135
Time series analysis
40
Zeitreihenanalyse
40
Schätzung
30
Regression analysis
24
Regressionsanalyse
24
Monte Carlo simulation
22
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22
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19
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15
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Nichtparametrisches Verfahren
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Boubaker, Heni
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Lux, Thomas
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Afuecheta, Emmanuel
1
Alañón Pardo, Ángel
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Allen, David E.
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Aloy, Marcel
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Arize, Augustine Chuck
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Bartolucci, Francesco
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1
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1
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1
Chia, Bryan
1
Choudhry, Taufiq
1
Daniels, Hennie A. M.
1
Degenhardt, Thomas
1
Dempsey, Michael
1
Duan, Jin-Chuan
1
Díaz-Mendoza, Ana-Carmen
1
Emirmahmutoglu, Furkan
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1
Jang, Tae-Seok
1
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1
Khorunzhina, Natalia
1
Kok Haur Ng
1
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1
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MNB working papers
Computational economics
The North American journal of economics and finance : a journal of financial economics studies
Journal of econometrics
326
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
169
Economics letters
134
Econometric reviews
76
Economic modelling
66
Discussion paper series / IZA
64
Applied economics letters
62
Discussion paper / Tinbergen Institute
60
NBER Working Paper
60
Working paper / Department of Econometrics and Business Statistics, Monash University
57
CEMMAP working papers / Centre for Microdata Methods and Practice
56
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
55
NBER working paper series
53
Journal of applied econometrics
48
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
47
Applied economics
46
Working paper
41
Quantitative economics : QE ; journal of the Econometric Society
40
The econometrics journal
40
International journal of forecasting
39
Econometric theory
38
Working paper / National Bureau of Economic Research, Inc.
38
CESifo working papers
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Journal of banking & finance
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Journal of empirical finance
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Journal of the American Statistical Association : JASA
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Discussion papers / CEPR
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Econometrics : open access journal
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IZA Discussion Paper
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Discussion paper
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Journal of forecasting
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CREATES research paper
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European journal of operational research : EJOR
29
Empirical economics : a quarterly journal of the Institute for Advanced Studies
27
Insurance / Mathematics & economics
27
Journal of financial econometrics : official journal of the Society for Financial Econometrics
27
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
26
SFB 649 discussion paper
25
Cambridge working papers in economics
24
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ECONIS (ZBW)
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1
Spatio-temporal instrumental variables regression with missing data : a Bayesian approach
Nascimento, Marcus L.
;
Gonçalves, Kelly C. M.
; …
- In:
Computational economics
62
(
2023
)
1
,
pp. 29-47
Persistent link: https://www.econbiz.de/10014327216
Saved in:
2
Bayesian estimation of economic simulation models using neural networks
Platt, Donovan
- In:
Computational economics
59
(
2022
)
2
,
pp. 599-650
Persistent link: https://www.econbiz.de/10013169024
Saved in:
3
Bayesian estimation of agent-based models via adaptive particle Markov chain Monte Carlo
Lux, Thomas
- In:
Computational economics
60
(
2022
)
2
,
pp. 451-477
Persistent link: https://www.econbiz.de/10013380785
Saved in:
4
Inter-regional dependence of J-REIT stock prices : a heteroscedasticity-robust time series approach
Motegi, Kaiji
;
Iitsuka, Yoshitaka
- In:
The North American journal of economics and finance : a …
64
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014246819
Saved in:
5
Inferring causal interactions in financial markets using conditional Granger causality based on quantile regression
Cheng, Hong
;
Wang, Yunqing
;
Wang, Yihong
;
Yang, Tinggan
- In:
Computational economics
59
(
2022
)
2
,
pp. 719-748
Persistent link: https://www.econbiz.de/10013169042
Saved in:
6
Best subset selection for double-threshold-variable autoregressive moving-average models : the Bayesian approach
Zheng, Xiaobing
;
Liang, Kun
;
Xia, Qiang
;
Zhang, Dabin
- In:
Computational economics
59
(
2022
)
3
,
pp. 1175-1201
Persistent link: https://www.econbiz.de/10013169238
Saved in:
7
Cross-sectional quantile regression for estimating conditional VaR of returns during periods of high volatility
Vidal-Llana, Xenxo
;
Guillén, Montserrat
- In:
The North American journal of economics and finance : a …
63
(
2022
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014225819
Saved in:
8
Portfolio selection using multivariate semiparametric estimators and a copula PCA-based approach
Kouaissah, Noureddine
;
Ortobelli Lozza, Sergio
; …
- In:
Computational economics
60
(
2022
)
3
,
pp. 833-859
Persistent link: https://www.econbiz.de/10013380843
Saved in:
9
A novel estimation of time-varying quantile correlation for financial contagion detection
Ye, Wuyi
;
Li, Mingge
;
Wu, Yuehua
- In:
The North American journal of economics and finance : a …
63
(
2022
),
pp. 1-24
Persistent link: https://www.econbiz.de/10014225731
Saved in:
10
A statistical analysis of global economies using time varying copulas
Afuecheta, Emmanuel
;
Nadarajah, Saralees
;
Chan, Stephen
- In:
Computational economics
58
(
2021
)
4
,
pp. 1167-1194
Persistent link: https://www.econbiz.de/10012697904
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