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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:"Zeitreihenanalyse"
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Search: subject_exact:"Estimation theory"
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Volatilität
Zeitreihenanalyse
Estimation theory
382
Schätztheorie
382
Nichtparametrisches Verfahren
93
Nonparametric statistics
93
Regression analysis
78
Regressionsanalyse
78
Time series analysis
72
Theorie
71
Theory
71
Estimation
59
Schätzung
59
Statistical test
42
Statistischer Test
42
Panel
39
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39
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33
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26
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26
Statistical distribution
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Induktive Statistik
21
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Stochastic process
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Bibinger, Markus
6
Reiß, Markus
5
Hautsch, Nikolaus
4
Härdle, Wolfgang
4
Lütkepohl, Helmut
4
Spokojnyj, Vladimir G.
3
Yang, Fuyu
3
Breunig, Christoph
2
Chen, Haiqiang
2
Hafner, Christian M.
2
Kappus, Johanna
2
Malec, Peter
2
Okhrin, Ostap
2
Perron, Pierre
2
Staszewska-Bystrova, Anna
2
Velasco, Carlos
2
Winkelmann, Lars
2
Winker, Peter
2
Čížek, Pavel
2
Abadir, Karim Maher
1
Alañón Pardo, Ángel
1
Altmeyer, Randolf
1
Arize, Augustine Chuck
1
Baillie, Richard
1
Bocart, Fabian Y. R. P.
1
Brüggemann, Ralf
1
Chambers, Marcus J.
1
Chen, Cathy W. S.
1
Chen, Jia
1
Chen, Wenjuan
1
Coudin, Elise
1
Cubadda, Gianluca
1
Delgado, Miguel A.
1
Demetrescu, Matei
1
Diao, Xundi
1
Duan, Jin-Chuan
1
Dufour, Jean-Marie
1
Díaz-Mendoza, Ana-Carmen
1
Elliott, Robert J.
1
Fan, Jianqing
1
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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
369
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
CREATES research paper
65
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
Applied economics letters
53
Econometrics : open access journal
51
NBER Working Paper
45
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
44
Economic modelling
44
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
32
Série des documents de travail / Centre de Recherche en Économie et Statistique
31
Journal of financial econometrics : official journal of the Society for Financial Econometrics
30
NBER working paper series
30
Working paper / National Bureau of Economic Research, Inc.
25
Working paper series
25
Oxford bulletin of economics and statistics
24
Technical working paper / National Bureau of Economic Research
24
Discussion paper / Center for Economic Research, Tilburg University
23
LSE STICERD Research Paper
23
NBER technical working paper series
23
Umeå economic studies
23
Discussion paper / Centre for Economic Forecasting
22
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ECONIS (ZBW)
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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
R-estimators in GARCH models : asymptotics and applications
Liu, Hang
;
Mukherjee, Kanchan
- In:
The econometrics journal
25
(
2022
)
1
,
pp. 98-113
Persistent link: https://www.econbiz.de/10012878893
Saved in:
3
The vector error correction index model : representation, estimation and identification
Cubadda, Gianluca
;
Mazzali, Marco
- In:
The econometrics journal
27
(
2024
)
1
,
pp. 126-150
Persistent link: https://www.econbiz.de/10014528100
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
Structural break in different stock index markets in China
Li, Boyan
;
Diao, Xundi
- In:
The North American journal of economics and finance : a …
65
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014309933
Saved in:
6
Bubble testing under polynomial trends
Wang, Xiaohu
;
Yu, Jun
- In:
The econometrics journal
26
(
2023
)
1
,
pp. 25-44
Persistent link: https://www.econbiz.de/10013543273
Saved in:
7
Single step estimation of ARMA roots for nonfundamental nonstationary fractional models
Lobato, Ignacio N.
;
Velasco, Carlos
- In:
The econometrics journal
25
(
2022
)
2
,
pp. 455-476
Persistent link: https://www.econbiz.de/10013253844
Saved in:
8
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:
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
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
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