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subject:"Deutschland"
subject:"Panel study"
~isPartOf:"Journal of econometrics"
~isPartOf:"Quantitative finance"
~subject:"Volatilität"
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Search: subject_exact:"Estimation theory"
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Deutschland
Panel study
Volatilität
Estimation theory
1,674
Schätztheorie
1,674
Theorie
368
Theory
368
Zeitreihenanalyse
319
Time series analysis
318
Nichtparametrisches Verfahren
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Kointegration
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Todorov, Viktor
10
Su, Liangjun
9
Baltagi, Badi H.
7
Tauchen, George Eugene
7
Andersen, Torben
6
Bai, Jushan
6
Li, Jia
6
Li, Kunpeng
6
Gao, Jiti
5
Hsiao, Cheng
5
Kim, Donggyu
5
Lee, Lung-fei
5
Li, Yingying
5
Peng, Bin
5
Francq, Christian
4
Mykland, Per A.
4
Robinson, Peter M.
4
Sarafidis, Vasilis
4
Westerlund, Joakim
4
Yu, Jihai
4
Zakoïan, Jean-Michel
4
Aït-Sahalia, Yacine
3
Bollerslev, Tim
3
Feng, Guohua
3
Fernández-Val, Iván
3
Kao, Chihwa
3
Li, Guodong
3
Linton, Oliver
3
Meddahi, Nour
3
Park, Joon Y.
3
Pesaran, M. Hashem
3
Phillips, Peter C. B.
3
Sun, Yiguo
3
Sun, Yixiao
3
Trapani, Lorenzo
3
Varneskov, Rasmus Tangsgaard
3
Wang, Yazhen
3
Weidner, Martin
3
Yang, Zhenlin
3
Zhang, Lan
3
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Journal of econometrics
Quantitative finance
Economics letters
119
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
95
Econometric reviews
78
The econometrics journal
50
Discussion paper / Tinbergen Institute
45
CEMMAP working papers / Centre for Microdata Methods and Practice
40
Discussion paper series / IZA
38
Econometric theory
38
Economic modelling
30
CESifo working papers
29
Working paper / Department of Econometrics and Business Statistics, Monash University
29
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
26
Discussion paper
25
Applied economics letters
24
NBER Working Paper
24
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
22
Cambridge working papers in economics
21
NBER working paper series
21
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
20
Econometrics : open access journal
20
Journal of empirical finance
20
CREATES research paper
19
Empirical economics : a quarterly journal of the Institute for Advanced Studies
19
Applied economics
18
IZA Discussion Paper
18
International journal of forecasting
18
Oxford bulletin of economics and statistics
18
Journal of financial econometrics : official journal of the Society for Financial Econometrics
17
Working paper
17
CESifo Working Paper Series
15
Europäische Hochschulschriften / 5
15
Journal of risk and financial management : JRFM
15
Working paper / National Bureau of Economic Research, Inc.
15
Computational economics
14
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
14
Journal of banking & finance
14
Journal of financial econometrics
14
International journal of theoretical and applied finance
13
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ECONIS (ZBW)
288
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1
Markovian approximations of stochastic Volterra equations with the fractional kernel
Bayer, Christian
;
Breneis, Simon
- In:
Quantitative finance
23
(
2023
)
1
,
pp. 53-70
Persistent link: https://www.econbiz.de/10013490954
Saved in:
2
GARCH-UGH : a bias-reduced approach for dynamic extreme Value-at-Risk estimation in financial time series
Kaibuchi, Hibiki
;
Kawasaki, Yoshinori
;
Stupfler, G.
- In:
Quantitative finance
22
(
2022
)
7
,
pp. 1277-1294
Persistent link: https://www.econbiz.de/10013367899
Saved in:
3
A generalized heterogeneous autoregressive model using market information
Hizmeri, Rodrigo
;
Izzeldin, Marwan
;
Nolte, Ingmar
; …
- In:
Quantitative finance
22
(
2022
)
8
,
pp. 1513-1534
Persistent link: https://www.econbiz.de/10013367925
Saved in:
4
Implied volatility directional forecasting : a machine learning approach
Vrontos, Spyridon D.
;
Galakis, John
;
Vrontos, Ioannis D.
- In:
Quantitative finance
21
(
2021
)
10
,
pp. 1687-1706
Persistent link: https://www.econbiz.de/10012653707
Saved in:
5
Asymptotic F test in regressions with observations collected at high frequency over long span
Pellatt, Daniel F.
;
Sun, Yixiao
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1281-1309
Persistent link: https://www.econbiz.de/10014471377
Saved in:
6
Parametric estimation of long memory in factor models
Ergemen, Yunus Emre
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1483-1499
Persistent link: https://www.econbiz.de/10014471404
Saved in:
7
Binary response models for heterogeneous panel data with interactive fixed effects
Gao, Jiti
;
Liu, Fei
;
Peng, Bin
;
Yan, Yayi
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1654-1679
Persistent link: https://www.econbiz.de/10014471421
Saved in:
8
Jackknife estimation of a cluster-sample IV regression model with many weak instruments
Chao, John C.
;
Swanson, Norman R.
;
Woutersen, Tiemen
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1747-1769
Persistent link: https://www.econbiz.de/10014471426
Saved in:
9
Volatility measurement with pockets of extreme return persistence
Andersen, Torben
;
Li, Yingying
;
Todorov, Viktor
;
Zhou, Bo
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014471793
Saved in:
10
Semiparametric estimation of latent variable asset pricing models
Dalderop, Jeroen
- In:
Journal of econometrics
236
(
2023
)
1
,
pp. 1-30
Persistent link: https://www.econbiz.de/10014332225
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