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language:"eng"
type:"article"
~isPartOf:"Journal of econometrics"
~subject:"Stochastic process"
~subject:"USA"
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Stochastic process
USA
Estimation
463
Schätzung
458
Estimation theory
215
Schätztheorie
215
Theorie
165
Theory
165
Time series analysis
115
Zeitreihenanalyse
115
Nichtparametrisches Verfahren
106
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102
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Todorov, Viktor
9
Tauchen, George Eugene
6
Bollerslev, Tim
3
Koop, Gary
3
Li, Jia
3
McAleer, Michael
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Park, Joon Y.
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Andersen, Torben
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Asai, Manabu
2
Aït-Sahalia, Yacine
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2
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2
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1
Aruoba, S. Borağan
1
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1
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Journal of econometrics
Applied economics
269
The review of economics and statistics
170
The American economic review
151
Applied economics letters
149
The journal of finance : the journal of the American Finance Association
146
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
119
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
118
Journal of applied econometrics
106
Applied financial economics
103
The review of financial studies
93
The journal of futures markets
87
Economics letters
86
Journal of money, credit and banking : JMCB
83
Economic modelling
82
Journal of international money and finance
77
Journal of political economy
76
American economic journal : a journal of the American Economic Association
75
Journal of financial and quantitative analysis : JFQA
74
Journal of banking & finance
68
Journal of monetary economics
68
Southern economic journal
65
Journal of labor economics
61
The quarterly journal of economics
56
Journal of macroeconomics
55
Economic inquiry : journal of the Western Economic Association International
53
Journal of financial economics
53
American journal of agricultural economics
50
Journal of economic dynamics & control
50
The North American journal of economics and finance : a journal of financial economics studies
50
Energy economics
49
International review of economics & finance : IREF
49
Journal of human resources : JHR
49
Journal of public economics
49
Journal of urban economics
48
The journal of economics
45
Review of quantitative finance and accounting
43
The journal of business : B
43
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
43
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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ECONIS (ZBW)
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1
High-dimensional conditionally Gaussian state space models with missing data
Chan, Joshua
;
Poon, Aubrey
;
Zhu, Dan
- In:
Journal of econometrics
236
(
2023
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014332310
Saved in:
2
Scalable inference for a full multivariate stochastic volatility model
Dellaportas, Petros
;
Titsias, Michalis K.
;
Petrova, Katerina
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 501-520
Persistent link: https://www.econbiz.de/10014340078
Saved in:
3
Nonparametric jump variation measures from options
Todorov, Viktor
- In:
Journal of econometrics
230
(
2022
)
2
,
pp. 255-280
Persistent link: https://www.econbiz.de/10013463804
Saved in:
4
Testing for the presence of jump components in jump diffusion models
Wang, Bin
;
Zheng, Xu
- In:
Journal of econometrics
230
(
2022
)
2
,
pp. 483-509
Persistent link: https://www.econbiz.de/10013464085
Saved in:
5
ß in the tails
Bandi, Federico M.
;
Renò, Roberto
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 134-150
Persistent link: https://www.econbiz.de/10013441641
Saved in:
6
Volatility analysis with realized GARCH-Itô models
Song, Xinyu
;
Kim, Donggyu
;
Yuan, Huiling
;
Cui, Xiangyu
; …
- In:
Journal of econometrics
222
(
2021
)
1,2
,
pp. 393-410
Persistent link: https://www.econbiz.de/10012619433
Saved in:
7
Nonparametric estimation of jump diffusion models
Park, Joon Y.
;
Wang, Bin
- In:
Journal of econometrics
222
(
2021
)
1,3
,
pp. 688-715
Persistent link: https://www.econbiz.de/10012619778
Saved in:
8
Inference for local distributions at high sampling frequencies : a bootstrap approach
Hounyo, Ulrich
;
Varneskov, Rasmus Tangsgaard
- In:
Journal of econometrics
215
(
2020
)
1
,
pp. 1-34
Persistent link: https://www.econbiz.de/10012439150
Saved in:
9
High-frequency jump tests : which test should we use?
Maneesoonthorn, Worapree
;
Martin, Gael M.
;
Forbes, …
- In:
Journal of econometrics
219
(
2020
)
2
,
pp. 478-487
Persistent link: https://www.econbiz.de/10012483405
Saved in:
10
Functional GARCH models : the quasi-likelihood approach and its applications
Cerovecki, Clément
;
Francq, Christian
;
Hörmann, Siegfried
- In:
Journal of econometrics
209
(
2019
)
2
,
pp. 353-375
Persistent link: https://www.econbiz.de/10012302614
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