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isPartOf:"MNB working papers"
subject:"Volatilität"
~isPartOf:"SFB 649 discussion paper"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~isPartOf:"The econometrics journal"
~subject:"Autocorrelation"
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Search: subject_exact:"Estimation theory"
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Volatilität
Autocorrelation
Estimation theory
382
Schätztheorie
382
Nichtparametrisches Verfahren
93
Nonparametric statistics
93
Regression analysis
78
Regressionsanalyse
78
Time series analysis
72
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Bibinger, Markus
4
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Malec, Peter
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Sun, Yixiao
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Yang, Fuyu
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MNB working papers
SFB 649 discussion paper
The North American journal of economics and finance : a journal of financial economics studies
The econometrics journal
Journal of econometrics
191
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
61
Economics letters
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Econometric reviews
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Econometric theory
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Discussion paper / Tinbergen Institute
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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CREATES research paper
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International journal of forecasting
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Quantitative finance
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Cowles Foundation discussion paper
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Finance research letters
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Journal of banking & finance
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Applied economics letters
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International journal of theoretical and applied finance
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Journal of forecasting
13
Regional science & urban economics
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
13
Journal of risk and financial management : JRFM
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International journal of economics and financial issues : IJEFI
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CESifo working papers
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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
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NBER Working Paper
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
9
Working paper / Department of Econometrics and Business Statistics, Monash University
9
Working papers
9
Cambridge working papers in economics
8
Computational economics
8
Cowles Foundation Discussion Paper
8
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
8
Discussion papers of interdisciplinary research project 373
8
European journal of operational research : EJOR
8
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ECONIS (ZBW)
48
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1
Explicit minimal representation of variance matrices, and its implication for dynamic volatility models
Abadir, Karim Maher
- In:
The econometrics journal
26
(
2023
)
1
,
pp. 88-104
Persistent link: https://www.econbiz.de/10013543279
Saved in:
2
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:
3
Multi-asset pair-trading strategy : a statistical learning approach
Lin, Tsai-Yu
;
Chen, Cathy W. S.
;
Syu, Fong-Yi
- In:
The North American journal of economics and finance : a …
55
(
2021
),
pp. 1-10
Persistent link: https://www.econbiz.de/10012667381
Saved in:
4
LSTUR regression theory and the instability of the sample correlation coefficient between financial return indices
Ginker, Tim
;
Lieberman, Offer
- In:
The econometrics journal
24
(
2021
)
1
,
pp. 58-82
Persistent link: https://www.econbiz.de/10012504449
Saved in:
5
Generalized forecast averaging in autoregressions with a near unit root
Kejriwal, Mohitosh
;
Yu, Xuewen
- In:
The econometrics journal
24
(
2021
)
1
,
pp. 83-102
Persistent link: https://www.econbiz.de/10012504451
Saved in:
6
Large mixed-frequency VARs with a parsimonious time-varying parameter structure
Götz, Thomas B.
;
Hauzenberger, Klemens
- In:
The econometrics journal
24
(
2021
)
3
,
pp. 442-461
Persistent link: https://www.econbiz.de/10012620715
Saved in:
7
Initial conditions of dynamic panel data models : on within and between equations
Lee, Lung-fei
;
Yu, Jihai
- In:
The econometrics journal
23
(
2020
)
1
,
pp. 115-136
Persistent link: https://www.econbiz.de/10012167249
Saved in:
8
Kernel estimation for panel data with heterogeneous dynamics
Okui, Ryo
;
Yanagi, Takahide
- In:
The econometrics journal
23
(
2020
)
1
,
pp. 156-175
Persistent link: https://www.econbiz.de/10012167264
Saved in:
9
Holidays, weekends and range-based volatility
Díaz-Mendoza, Ana-Carmen
;
Alañón Pardo, Ángel
- In:
The North American journal of economics and finance : a …
52
(
2020
),
pp. 1-8
Persistent link: https://www.econbiz.de/10012656917
Saved in:
10
Testing for moderate explosiveness
Guo, Gangzheng
;
Sun, Yixiao
;
Wang, Shaoping
- In:
The econometrics journal
22
(
2019
)
1
,
pp. 73-95
Persistent link: https://www.econbiz.de/10012166654
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