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isPartOf:"Série des documents de travail / Centre de Recherche en Économie et Statistique"
subject:"Volatility"
~isPartOf:"Working paper / National Bureau of Economic Research, Inc."
~subject:"Markov-Kette"
~subject:"Time series analysis"
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Volatility
Markov-Kette
Time series analysis
Estimation theory
457
Schätztheorie
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Theorie
241
Theory
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Zeitreihenanalyse
47
Schätzung
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Gouriéroux, Christian
8
Jasiak, Joann
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Bertail, Patrice
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Clémençon, Stéphan
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Guégan, Dominique
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Zakoïan, Jean-Michel
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Broze, Laurence
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Comte, Fabienne
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Francq, Christian
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Guerre, Emmanuel
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Engle, Robert F.
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Ghysels, Eric
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Monfort, Alain
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Müller, Ulrich K.
2
Scaillet, Olivier
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Schorfheide, Frank
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Watson, Mark W.
2
Alizadeh, Sassan
1
Andersen, Torben
1
Aruoba, S. Borağan
1
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Série des documents de travail / Centre de Recherche en Économie et Statistique
Working paper / National Bureau of Economic Research, Inc.
Journal of econometrics
384
Econometric theory
169
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
167
Economics letters
156
Discussion paper / Tinbergen Institute
113
Econometric reviews
101
International journal of forecasting
71
CREATES research paper
66
Working paper / Department of Econometrics and Business Statistics, Monash University
66
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65
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
61
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Cowles Foundation discussion paper
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Journal of time series econometrics
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
39
Journal of the American Statistical Association : JASA
39
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
39
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25
Working paper series
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LSE STICERD Research Paper
24
Oxford bulletin of economics and statistics
24
Technical working paper / National Bureau of Economic Research
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Discussion paper / Center for Economic Research, Tilburg University
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Finance research letters
23
Journal of banking & finance
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Piecewise-linear approximations and filtering for DSGE models with occasionally binding constraints
Aruoba, S. Borağan
;
Cuba-Borda, Pablo
;
Higa-Flores, Kenji
-
2020
Persistent link: https://www.econbiz.de/10012391705
Saved in:
2
Estimating dynamic games of oligopolistic competition : an experimental investigation
Salz, Tobias
;
Vespa, Emanuel
-
2020
Persistent link: https://www.econbiz.de/10012195089
Saved in:
3
Factors that fit the time series and cross-section of stock returns
Lettau, Martin
;
Pelger, Markus
-
2018
Persistent link: https://www.econbiz.de/10011897077
Saved in:
4
Regression discontinuity in time : considerations for empirical applications
Hausman, Catherine
;
Rapson, David S.
-
2017
Persistent link: https://www.econbiz.de/10011707263
Saved in:
5
Tempered particle filtering
Herbst, Edward P.
;
Schorfheide, Frank
-
2017
Persistent link: https://www.econbiz.de/10011674409
Saved in:
6
Low-frequency econometrics
Müller, Ulrich K.
;
Watson, Mark W.
-
2015
Persistent link: https://www.econbiz.de/10011350551
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7
Low-frequency robust cointegration testing
Müller, Ulrich K.
;
Watson, Mark W.
-
2009
Persistent link: https://www.econbiz.de/10003878139
Saved in:
8
Using samples of unequal length in generalized method of moments estimation
Lynch, Anthony W.
;
Wachter, Jessica
-
2008
Persistent link: https://www.econbiz.de/10003770562
Saved in:
9
Estimation of affine term structure models with spanned or unspanned stochastic volatility
Creal, Drew
;
Wu, Jing Cynthia
-
2014
Persistent link: https://www.econbiz.de/10010360896
Saved in:
10
On the stationarity of dynamic conditional correlation models
Fermanian, Jean-David
;
Malongo, Hassan
-
2013
Persistent link: https://www.econbiz.de/10010342712
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