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language:"eng"
subject:"Zeitreihenanalyse"
~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~subject:"Schätzung"
~type:"article"
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Zeitreihenanalyse
Schätzung
Estimation theory
72
Schätztheorie
72
Time series analysis
19
Volatility
16
Volatilität
16
Estimation
15
ARCH model
11
ARCH-Modell
11
Capital income
9
Kapitaleinkommen
9
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9
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Nonparametric statistics
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Theorie
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Theory
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Audrino, Francesco
2
Chen, Yi-ting
2
Corsi, Fulvio
2
Engle, Robert F.
2
Ahlgren, Niklas
1
Antell, Jan
1
Balter, Janine
1
Bos, Charles S.
1
Bu, Ruijun
1
Caldeira, João F.
1
Candelon, Bertrand
1
Cappiello, Lorenzo
1
Christensen, Kim
1
Colletaz, Gilbert
1
Di, Jianing
1
Francq, Christian
1
Frederiksen, Per
1
Gangopadhyay, Ashis
1
Giet, Ludovic
1
Gonzalo, Jesús
1
Gregory, Allan W.
1
Gérard, Bruno
1
Hadri, Kaddour
1
Hassler, Uwe
1
Herwartz, Helmut
1
Hill, Jonathan B.
1
Horváth, Lajos
1
Hsieh, Chih-sheng
1
Hurlin, Christophe
1
Härdle, Wolfgang
1
Ikeda, Shin S.
1
Janus, Paweł
1
Kadareja, Arjan
1
Kokoszka, Piotr
1
Koopman, Siem Jan
1
Lubrano, Michel
1
Manganelli, Simone
1
Miao, Hong
1
Mira, Antonietta
1
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
Journal of econometrics
467
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
228
Economics letters
226
Econometric theory
175
Econometric reviews
120
Applied economics letters
94
International journal of forecasting
74
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
71
Economic modelling
69
Applied economics
67
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
66
Journal of applied econometrics
65
Journal of forecasting
64
Econometrics : open access journal
62
The econometrics journal
59
Journal of the American Statistical Association : JASA
54
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
53
Computational economics
41
Journal of empirical finance
40
Journal of time series econometrics
40
Quantitative economics : QE ; journal of the Econometric Society
36
Journal of banking & finance
33
Empirical economics : a quarterly journal of the Institute for Advanced Studies
32
Oxford bulletin of economics and statistics
32
The review of economics and statistics
32
Finance research letters
26
International journal of economics and financial issues : IJEFI
25
Journal of risk and financial management : JRFM
25
Journal of financial econometrics
24
Energy economics
23
European journal of operational research : EJOR
22
Insurance / Mathematics & economics
22
Journal of economic dynamics & control
20
Journal of macroeconomics
20
The review of economic studies
18
American journal of agricultural economics
17
The North American journal of economics and finance : a journal of financial economics studies
17
The empirical economics letters : a monthly international journal of economics
17
Journal of risk
16
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ECONIS (ZBW)
29
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1
Dynamic functional regression with application to the cross-section of returns
Kokoszka, Piotr
;
Miao, Hong
;
Reimherr, Matthew
; …
- In:
Journal of financial econometrics : official journal of …
16
(
2018
)
3
,
pp. 461-485
Persistent link: https://www.econbiz.de/10011987795
Saved in:
2
Combining multivariate volatility forecasts: an economic-based approach
Caldeira, João F.
;
Moura, Guilherme Valle
;
Nogales, …
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
2
,
pp. 247-285
Persistent link: https://www.econbiz.de/10011987429
Saved in:
3
Tests for abnormal returns in the presence of event-induced cross-sectional correlation
Ahlgren, Niklas
;
Antell, Jan
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
2
,
pp. 286-301
Persistent link: https://www.econbiz.de/10011987446
Saved in:
4
Dynamic conditional beta
Engle, Robert F.
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
4
,
pp. 643-667
Persistent link: https://www.econbiz.de/10011623818
Saved in:
5
Quantile regression for long memory testing : a case of realized volatility
Hassler, Uwe
;
Rodrigues, Paulo M. M.
;
Rubia, Antonio
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
4
,
pp. 693-724
Persistent link: https://www.econbiz.de/10011623824
Saved in:
6
Variance targeting estimation of multivariate GARCH models
Francq, Christian
;
Horváth, Lajos
;
Zakoïan, Jean-Michel
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
2
,
pp. 353-382
Persistent link: https://www.econbiz.de/10011589013
Saved in:
7
Two-scale realized kernels : a univariate case
Ikeda, Shin S.
- In:
Journal of financial econometrics : official journal of …
13
(
2015
)
1
,
pp. 126-165
Persistent link: https://www.econbiz.de/10010519659
Saved in:
8
On the optimal estimating function method for conditional correlation models
Chen, Yi-ting
- In:
Journal of financial econometrics : official journal of …
13
(
2015
)
1
,
pp. 83-125
Persistent link: https://www.econbiz.de/10010519661
Saved in:
9
A state space approach to estimating the integrated variance under the existence of market microstructure noise
Nagakura, Daisuke
;
Watanabe, Toshiaki
- In:
Journal of financial econometrics : official journal of …
13
(
2015
)
1
,
pp. 45-82
Persistent link: https://www.econbiz.de/10010519663
Saved in:
10
Expected shortfall estimation and Gaussian inference for infinite variance time series
Hill, Jonathan B.
- In:
Journal of financial econometrics : official journal of …
13
(
2015
)
1
,
pp. 1-44
Persistent link: https://www.econbiz.de/10010519664
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