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isPartOf:"SFB 649 discussion paper"
subject:"Volatilität"
~isPartOf:"Econometric theory"
~source:"econis"
~subject:"Autocorrelation"
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Volatilität
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Estimation theory
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Time series analysis
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SFB 649 discussion paper
Econometric theory
Journal of econometrics
191
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
61
Economics letters
59
Econometric reviews
51
Discussion paper / Tinbergen Institute
39
Journal of empirical finance
27
The econometrics journal
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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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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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International journal of forecasting
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Econometrics : open access journal
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Journal of financial econometrics
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Quantitative finance
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Cowles Foundation discussion paper
15
Finance research letters
14
Journal of banking & finance
14
Applied economics letters
13
International journal of theoretical and applied finance
13
Journal of forecasting
13
Regional science & urban economics
13
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
13
Journal of risk and financial management : JRFM
12
The North American journal of economics and finance : a journal of financial economics studies
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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
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Working paper / Department of Econometrics and Business Statistics, Monash University
9
Working papers
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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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Cointegration and representation of cointegrated autoregressive processes in Banach spaces
Seo, Won-Ki
- In:
Econometric theory
39
(
2023
)
4
,
pp. 737-788
Persistent link: https://www.econbiz.de/10014342259
Saved in:
2
Quantile double autoregression
Zhu, Qianqian
;
Li, Guodong
- In:
Econometric theory
38
(
2022
)
4
,
pp. 793-839
Persistent link: https://www.econbiz.de/10013366929
Saved in:
3
Estimation of volatility functions in jump diffusions using truncated bipower increments
Kim, Jihyun
;
Park, Joon Y.
;
Wang, Bin
- In:
Econometric theory
37
(
2021
)
5
,
pp. 926-958
Persistent link: https://www.econbiz.de/10012656389
Saved in:
4
A primer on bootstrap testing of hypotheses in time series models : with an application to double autoregressive models
Cavaliere, Giuseppe
;
Rahbek, Anders
- In:
Econometric theory
37
(
2021
)
1
,
pp. 1-48
Persistent link: https://www.econbiz.de/10012437042
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5
Efficient estimation of integrated volatility functionals under general volatility dynamics
Li, Jia
;
Liu, Yunxiao
- In:
Econometric theory
37
(
2021
)
4
,
pp. 664-707
Persistent link: https://www.econbiz.de/10012618196
Saved in:
6
Semiparametric estimation of censored spatial autoregressive models
Hoshino, Tadao
- In:
Econometric theory
36
(
2020
)
1
,
pp. 48-85
Persistent link: https://www.econbiz.de/10012156805
Saved in:
7
Asymptotic theory for kernel estimators under moderate deviations from a unit root, with an application to the asymptotic size of nonparametric tests
Duffy, James A.
- In:
Econometric theory
36
(
2020
)
4
,
pp. 559-582
Persistent link: https://www.econbiz.de/10012258405
Saved in:
8
Representation of I(1) and I(2) autoregressive hilbertian processes
Beare, Brendan K.
;
Seo, Won-Ki
- In:
Econometric theory
36
(
2020
)
5
,
pp. 773-802
Persistent link: https://www.econbiz.de/10012307239
Saved in:
9
Cointegration in functional autoregressive processes
Franchi, Massimo
;
Paruolo, Paolo
- In:
Econometric theory
36
(
2020
)
5
,
pp. 803-839
Persistent link: https://www.econbiz.de/10012307240
Saved in:
10
QML inference for volatility models with covariates
Francq, Christian
;
Le Quyen Thieu
- In:
Econometric theory
35
(
2019
)
1
,
pp. 37-72
Persistent link: https://www.econbiz.de/10012146117
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