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source:"econis"
subject:"Zeitreihenanalyse"
~accessRights:"restricted"
~isPartOf:"Journal of empirical finance"
~subject:"Estimation"
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Zeitreihenanalyse
Estimation
Estimation theory
27
Schätztheorie
27
Capital income
10
Kapitaleinkommen
10
Schätzung
10
Volatility
10
Volatilität
10
Time series analysis
9
Portfolio selection
7
Portfolio-Management
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ARCH model
6
ARCH-Modell
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Stochastic process
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Stochastischer Prozess
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Börsenkurs
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CAPM
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Correlation
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Nichtparametrisches Verfahren
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Nonparametric statistics
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Prognoseverfahren
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Autocorrelation
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Autokorrelation
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Model uncertainty
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Modellierung
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Scientific modelling
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VAR model
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VAR-Modell
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Analysis of variance
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Kristensen, Dennis
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Agosto, Arianna
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Allen, David
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Berens, Tobias
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Cavaliere, Giuseppe
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Cesarone, Francesco
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Cheung, Yin-Wong
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Creel, Michael D.
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D'Addona, Stefano
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1
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Mango, Fabiomassimo
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Marinelli, Carlo
1
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Journal of empirical finance
Journal of econometrics
268
Economics letters
103
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
99
Econometric reviews
80
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
66
International journal of forecasting
47
Econometric theory
42
Economic modelling
38
Journal of time series econometrics
38
Applied economics letters
32
Computational economics
32
Discussion papers / CEPR
29
The econometrics journal
28
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
27
Finance research letters
24
Empirical economics : a quarterly journal of the Institute for Advanced Studies
21
Applied economics
20
Discussion paper / Centre for Economic Policy Research
19
Journal of financial econometrics
19
Energy economics
16
Journal of forecasting
16
Journal of quantitative economics
16
Insurance / Mathematics & economics
15
The North American journal of economics and finance : a journal of financial economics studies
15
European journal of operational research : EJOR
14
Journal of economic dynamics & control
14
Journal of banking & finance
13
Journal of risk
13
Quantitative finance
12
Journal of applied econometrics
11
Essays in honor of Joon Y. Park : econometric theory
10
IEA CO2 Emissions from Fuel Combustion Statistics: Greenhouse Gas Emissions from Energy
10
Journal of econometric methods
9
Theoretical economics letters
9
International journal of economics and finance
8
Journal of mathematical finance
8
Robustness in econometrics
8
Working paper / National Bureau of Economic Research, Inc.
8
Decisions in economics and finance : DEF ; a journal of applied mathematics
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1
Estimation with mixed data frequencies : a bias-correction approach
Ghosh, Anisha
;
Linton, Oliver
- In:
Journal of empirical finance
74
(
2023
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014477062
Saved in:
2
Uncovered interest rate parity redux : non-uniform effects
Cheung, Yin-Wong
;
Wang, Wenhao
- In:
Journal of empirical finance
67
(
2022
),
pp. 133-151
Persistent link: https://www.econbiz.de/10013464380
Saved in:
3
A comparison of non-Gaussian VaR estimation and portfolio construction techniques
Allen, David
;
Lizieri, Colin
;
Satchell, Stephen
- In:
Journal of empirical finance
58
(
2020
),
pp. 356-368
Persistent link: https://www.econbiz.de/10012430709
Saved in:
4
On the stability of portfolio selection models
Cesarone, Francesco
;
Mango, Fabiomassimo
;
Mottura, Carlo D.
- In:
Journal of empirical finance
59
(
2020
),
pp. 210-234
Persistent link: https://www.econbiz.de/10012437975
Saved in:
5
Bond and option prices with permanent shocks
Zoubi, Haitham al-
- In:
Journal of empirical finance
53
(
2019
),
pp. 272-290
Persistent link: https://www.econbiz.de/10012171645
Saved in:
6
Dynamic cross-autocorrelation in stock returns
Kinnunen, Jyri
- In:
Journal of empirical finance
40
(
2017
),
pp. 162-173
Persistent link: https://www.econbiz.de/10011744473
Saved in:
7
Marked Hawkes process modeling of price dynamics and volatility estimation
Lee, Kyungsub
;
Seo, Byoung Ki
- In:
Journal of empirical finance
40
(
2017
),
pp. 174-200
Persistent link: https://www.econbiz.de/10011745018
Saved in:
8
Nonparametric estimates of pricing functionals
Marinelli, Carlo
;
D'Addona, Stefano
- In:
Journal of empirical finance
44
(
2017
),
pp. 19-35
Persistent link: https://www.econbiz.de/10011817977
Saved in:
9
Testing against changing correlation
Harvey, Andrew C.
;
Thiele, Stephen
- In:
Journal of empirical finance
38
(
2016
),
pp. 575-589
Persistent link: https://www.econbiz.de/10011663373
Saved in:
10
A fractionally cointegrated VAR model with deterministic trends and application to commodity futures markets
Dolatabadi, Sepideh
;
Nielsen, Morten Ørregaard
;
Xu, Ke
- In:
Journal of empirical finance
38
(
2016
),
pp. 623-639
Persistent link: https://www.econbiz.de/10011663388
Saved in:
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