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subject:"ARCH-Modell"
subject:"Börsenkurs"
~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~isPartOf:"The econometrics journal"
~subject:"Momentenmethode"
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Search: subject_exact:"Estimation theory"
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ARCH-Modell
Börsenkurs
Momentenmethode
Estimation theory
371
Schätztheorie
371
Time series analysis
87
Zeitreihenanalyse
87
Nichtparametrisches Verfahren
69
Nonparametric statistics
69
Regression analysis
69
Regressionsanalyse
69
Estimation
61
Schätzung
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Statistical test
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Statistischer Test
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Theorie
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Cointegration
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1
Du, Zaichao
1
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1
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
The econometrics journal
Journal of econometrics
178
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
65
Econometric theory
60
Economics letters
60
Econometric reviews
51
CEMMAP working papers / Centre for Microdata Methods and Practice
41
Discussion paper / Tinbergen Institute
33
Cowles Foundation Discussion Paper
30
Cowles Foundation discussion paper
23
Econometrics : open access journal
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Journal of empirical finance
21
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
20
Journal of banking & finance
19
Journal of financial econometrics : official journal of the Society for Financial Econometrics
19
CREATES research paper
18
Economic modelling
18
Finance research letters
18
Applied economics letters
17
Journal of forecasting
17
Working paper / Department of Econometrics and Business Statistics, Monash University
16
Applied economics
15
Cambridge working papers in economics
14
International journal of economics and financial issues : IJEFI
14
International journal of forecasting
14
Journal of financial econometrics
13
NBER Working Paper
13
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12
Journal of risk and financial management : JRFM
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The North American journal of economics and finance : a journal of financial economics studies
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Série des documents de travail / Centre de Recherche en Économie et Statistique
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CESifo Working Paper Series
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CORE discussion papers : DP
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1
Explicit minimal representation of variance matrices, and its implication for dynamic volatility models
Abadir, Karim Maher
- In:
The econometrics journal
26
(
2023
)
1
,
pp. 88-104
Persistent link: https://www.econbiz.de/10013543279
Saved in:
2
R-estimators in GARCH models : asymptotics and applications
Liu, Hang
;
Mukherjee, Kanchan
- In:
The econometrics journal
25
(
2022
)
1
,
pp. 98-113
Persistent link: https://www.econbiz.de/10012878893
Saved in:
3
Score-driven location plus scale models : asymptotic theory and an application to forecasting Dow Jones volatility
Blazsek, Szabolcs
;
Escribano, Álvaro
;
Licht, Adrian
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
28
(
2024
)
1
,
pp. 61-82
Persistent link: https://www.econbiz.de/10014506888
Saved in:
4
Identifying the elasticity of substitution with biased technical change : a structural panel GMM estimator
Brasch, Thomas von
;
Raknerud, Arvid
;
Vigtel, Trond C.
- In:
The econometrics journal
27
(
2024
)
1
,
pp. 84-106
Persistent link: https://www.econbiz.de/10014528094
Saved in:
5
Estimation and forecasting of long memory stochastic volatility models
Abbara, Omar
;
Zevallos, Mauricio
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10014288818
Saved in:
6
Unrestricted, restricted, and regularized models for forecasting multivariate volatility
Anatolyev, Stanislav
;
Staněk, Filip
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
2
,
pp. 199-218
Persistent link: https://www.econbiz.de/10014288890
Saved in:
7
Modeling time-varying parameters using artificial neural networks : a GARCH illustration
Donfack, Morvan Nongni
;
Dufays, Arnaud
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
25
(
2021
)
5
,
pp. 311-343
Persistent link: https://www.econbiz.de/10012806535
Saved in:
8
Outliers and misleading leverage effect in asymmetric GARCH-type models
Carnero, M. Angeles
;
Pérez, Ana
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
25
(
2021
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10012437834
Saved in:
9
Identification without assuming mean stationarity : quasi-maximum likelihood estimation of dynamic panel models with endogenous regressors
Kruiniger, Hugo
- In:
The econometrics journal
24
(
2021
)
3
,
pp. 417-441
Persistent link: https://www.econbiz.de/10012620713
Saved in:
10
A threshold mixed count time series model : estimation and application
Dungey, Mardi H.
;
Martin, Vance
;
Tang, Chrismin
; …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
24
(
2020
)
2
,
pp. 1-18
Persistent link: https://www.econbiz.de/10012198537
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