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source:"econis"
subject:"Zeitreihenanalyse"
~accessRights:"restricted"
~isPartOf:"Journal of financial econometrics"
~subject:"Kointegration"
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Search: subject_exact:"Estimation theory"
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Zeitreihenanalyse
Kointegration
Estimation theory
40
Schätztheorie
40
Estimation
15
Schätzung
15
Time series analysis
13
Volatility
11
Volatilität
11
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8
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Bauwens, Luc
1
Cipollini, Fabrizio
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Gallo, Giampiero M.
1
Grønneberg, Steffen
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Han, Heejoon
1
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1
Huang, Haitao
1
Hung, Mao-Wei
1
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1
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1
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Journal of financial econometrics
Journal of econometrics
172
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
57
Econometric reviews
56
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
55
Economics letters
48
Econometric theory
40
International journal of forecasting
39
Journal of time series econometrics
38
Computational economics
24
Economic modelling
19
The econometrics journal
17
Applied economics letters
16
Applied economics
13
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
12
Finance research letters
12
Journal of forecasting
11
Journal of quantitative economics
10
Essays in honor of Joon Y. Park : econometric theory
9
Journal of empirical finance
9
Empirical economics : a quarterly journal of the Institute for Advanced Studies
8
Energy economics
8
Quantitative finance
8
The North American journal of economics and finance : a journal of financial economics studies
8
International journal of economics and finance
7
Journal of risk
6
Decisions in economics and finance : DEF ; a journal of applied mathematics
5
Discussion paper / Centre for Economic Policy Research
5
Discussion papers / CEPR
5
Insurance / Mathematics & economics
5
Journal of international financial markets, institutions & money
5
Journal of mathematical finance
5
Research in international business and finance
5
European journal of operational research : EJOR
4
International journal of computational economics and econometrics : IJCEE
4
International journal of production economics
4
International journal of production research
4
Journal of banking & finance
4
Journal of economic dynamics & control
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Oxford bulletin of economics and statistics
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ECONIS (ZBW)
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1
Estimation and inference of quantile impulse response functions by local projections : with applications to VaR dynamics
Han, Heejoon
;
Jung, Whayoung
;
Lee, Ji Hyung
- In:
Journal of financial econometrics
22
(
2024
)
1
,
pp. 1-29
Persistent link: https://www.econbiz.de/10014526299
Saved in:
2
Volatility of volatility estimation : central limit theorems for the fourier transform estimator and empirical study of the daily time series stylized facts
Toscano, Giacomo
;
Livieri, Giulia
;
Mancino, Maria Elvira
; …
- In:
Journal of financial econometrics
22
(
2024
)
1
,
pp. 252-296
Persistent link: https://www.econbiz.de/10014526318
Saved in:
3
Dynamic covariance matrix estimation and portfolio analysis with high-frequency data
Jiang, Binyan
;
Liu, Cheng
;
Tang, Cheng Yong
- In:
Journal of financial econometrics
22
(
2024
)
2
,
pp. 461-491
Persistent link: https://www.econbiz.de/10014526333
Saved in:
4
Modeling realized covariance matrices : a class of hadamard exponential models
Bauwens, Luc
;
Otranto, Edoardo
- In:
Journal of financial econometrics
21
(
2023
)
4
,
pp. 1376-1401
Persistent link: https://www.econbiz.de/10014391463
Saved in:
5
An application of damped diffusion for modeling volatility dynamics
Hung, Mao-Wei
;
Ko, Yi-Chen
;
Wang, Jr-Yan
- In:
Journal of financial econometrics
21
(
2023
)
3
,
pp. 779-809
Persistent link: https://www.econbiz.de/10014314820
Saved in:
6
Volatility estimation and forecasts based on price durations
Hong, Seok Young
;
Nolte, Ingmar
;
Taylor, Stephen
;
Zhao, …
- In:
Journal of financial econometrics
21
(
2023
)
1
,
pp. 106-144
Persistent link: https://www.econbiz.de/10013542852
Saved in:
7
Volatility prediction using a realized-measure-based component model
Noureldin, Diaa
- In:
Journal of financial econometrics
20
(
2022
)
1
,
pp. 76-104
Persistent link: https://www.econbiz.de/10012878187
Saved in:
8
Risk estimation with a time-varying probability of zero returns
Sucarrat, Genaro
;
Grønneberg, Steffen
- In:
Journal of financial econometrics
20
(
2022
)
2
,
pp. 278-309
Persistent link: https://www.econbiz.de/10013187979
Saved in:
9
Bootstrap confidence intervals and hypothesis testing for market information shares
Schweikert, Karsten
- In:
Journal of financial econometrics
19
(
2021
)
5
,
pp. 934-959
Persistent link: https://www.econbiz.de/10012799055
Saved in:
10
Local-linear estimation of time-varying-parameter garch models and associated risk measures
Inoue, Atsushi
;
Lu, Jin
;
Pelletier, Denis
- In:
Journal of financial econometrics
19
(
2021
)
1
,
pp. 202-234
Persistent link: https://www.econbiz.de/10012504329
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