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source:"econis"
subject:"Zeitreihenanalyse"
~isPartOf:"Journal of empirical finance"
~isPartOf:"Journal of the American Statistical Association : JASA"
~subject:"Statistischer Fehler"
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Zeitreihenanalyse
Statistischer Fehler
Estimation theory
400
Schätztheorie
400
Regression analysis
94
Regressionsanalyse
94
Nichtparametrisches Verfahren
83
Nonparametric statistics
83
Time series analysis
58
Estimation
46
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Carroll, Raymond J.
4
Buonaccorsi, John P.
2
Chen, Willa W.
2
Fan, Jianqing
2
Hurvich, Clifford M.
2
Kim, Chang-Jin
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Wongwachara, Warapong
2
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2
Xiao, Zhijie
2
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1
Amado, Cristina
1
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1
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1
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1
Berens, Tobias
1
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1
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1
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1
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Journal of empirical finance
Journal of the American Statistical Association : JASA
Journal of econometrics
347
Econometric theory
164
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
151
Economics letters
148
Discussion paper / Tinbergen Institute
100
Econometric reviews
98
International journal of forecasting
66
Working paper / Department of Econometrics and Business Statistics, Monash University
64
CREATES research paper
61
Journal of forecasting
55
Applied economics letters
53
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
52
Econometrics : open access journal
50
NBER Working Paper
47
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
44
The econometrics journal
43
CEMMAP working papers / Centre for Microdata Methods and Practice
40
Cowles Foundation discussion paper
40
Journal of time series econometrics
39
Applied economics
37
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
37
NBER working paper series
36
Economic modelling
35
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
35
Computational economics
34
Journal of applied econometrics
34
EUI working paper / ECO
29
Série des documents de travail / Centre de Recherche en Économie et Statistique
28
Oxford bulletin of economics and statistics
27
SFB 649 discussion paper
27
Working paper / National Bureau of Economic Research, Inc.
26
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LSE STICERD Research Paper
24
Working paper
24
Discussion paper / Center for Economic Research, Tilburg University
23
Discussion paper / Centre for Economic Forecasting
22
Discussion papers of interdisciplinary research project 373
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1
An adaptive long memory conditional correlation model
Dark, Jonathan
- In:
Journal of empirical finance
75
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014491877
Saved in:
2
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:
3
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:
4
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:
5
The exact discretisation of CARMA models with applications in finance
Thornton, Michael A.
;
Chambers, Marcus J.
- In:
Journal of empirical finance
38
(
2016
),
pp. 739-761
Persistent link: https://www.econbiz.de/10011663785
Saved in:
6
The dynamics of squared returns under contemporaneous aggregation of GARCH models
Jondeau, Eric
- In:
Journal of empirical finance
32
(
2015
),
pp. 80-93
Persistent link: https://www.econbiz.de/10011556785
Saved in:
7
Testing for structural breaks in correlations : does it improve Value-at-Risk forecasting?
Berens, Tobias
;
Weiß, Gregor
;
Wied, Dominik
- In:
Journal of empirical finance
32
(
2015
),
pp. 135-152
Persistent link: https://www.econbiz.de/10011556809
Saved in:
8
Two-step estimation of the volatility functions in diffusion models with empirical applications
Ye, Xu-Guo
;
Lin, Jin-Guan
;
Zhao, Yan-Yong
;
Hao, Hong-Xia
- In:
Journal of empirical finance
33
(
2015
),
pp. 135-159
Persistent link: https://www.econbiz.de/10011556861
Saved in:
9
Testing of a market fraction model and power-law behaviour in the DAX 30
He, Xue-zhong
;
Li, Youwei
- In:
Journal of empirical finance
31
(
2015
),
pp. 1-17
Persistent link: https://www.econbiz.de/10011489318
Saved in:
10
ABC of SV: limited information likelihood inference in stochastic volatility jump-diffusion models
Creel, Michael D.
;
Kristensen, Dennis
- In:
Journal of empirical finance
31
(
2015
),
pp. 85-108
Persistent link: https://www.econbiz.de/10011489408
Saved in:
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