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subject:"Estimation"
subject:"Volatilität"
~isPartOf:"Journal of empirical finance"
~isPartOf:"Working paper / Department of Econometrics and Business Statistics, Monash University"
~subject:"Stochastic process"
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Estimation
Volatilität
Stochastic process
Estimation theory
238
Schätztheorie
238
Time series analysis
86
Zeitreihenanalyse
86
Schätzung
59
Nichtparametrisches Verfahren
48
Nonparametric statistics
48
Theorie
34
Theory
34
Forecasting model
32
Prognoseverfahren
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Regression analysis
29
Regressionsanalyse
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25
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VAR-Modell
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Gao, Jiti
19
Gong, Xiaodong
5
Linton, Oliver
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Peng, Bin
4
Feng, Guohua
3
King, Maxwell L.
3
Martin, Gael M.
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Poskitt, Donald Stephen
3
Yang, Yanrong
3
Zhang, Xibin
3
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2
Cai, Biqing
2
Cheng, Tingting
2
Hyndman, Rob J.
2
Kapetanios, George
2
Kim, Chang-Jin
2
Kristensen, Dennis
2
Liang, Xuan
2
Maneesoonthorn, Worapree
2
Nelson, Charles R.
2
Pan, Guangming
2
Sarafidis, Vasilis
2
Satchell, Stephen
2
Smith, Michael S.
2
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2
Yan, Yayi
2
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2
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1
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1
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1
Allen, David
1
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1
Asai, Manabu
1
Bai, Yu
1
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1
Baillie, Richard
1
Cavaliere, Giuseppe
1
Cesarone, Francesco
1
Chan, Chia-ying
1
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1
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Journal of empirical finance
Working paper / Department of Econometrics and Business Statistics, Monash University
Journal of econometrics
307
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
157
Economics letters
136
Econometric reviews
75
Economic modelling
64
Discussion paper / Tinbergen Institute
63
Applied economics letters
60
Discussion paper series / IZA
58
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
56
NBER Working Paper
54
CEMMAP working papers / Centre for Microdata Methods and Practice
49
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48
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47
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45
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41
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39
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38
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38
Journal of banking & finance
37
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37
Quantitative economics : QE ; journal of the Econometric Society
36
International journal of forecasting
35
IZA Discussion Paper
33
CESifo working papers
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Journal of the American Statistical Association : JASA
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
28
Journal of forecasting
28
SFB 649 discussion paper
28
Computational economics
27
Journal of financial econometrics : official journal of the Society for Financial Econometrics
26
Finance research letters
25
Insurance / Mathematics & economics
25
Discussion papers of interdisciplinary research project 373
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ECONIS (ZBW)
73
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1
Mean group instrumental variable estimation of time-varying large heterogenous panels with endogenous regressors
Bai, Yu
;
Marcellino, Massimiliano
;
Kapetanios, George
-
2023
Persistent link: https://www.econbiz.de/10014452530
Saved in:
2
Conditional normalization in time series analysis
Gamakumara, Puwasala
;
Santos-Fernández, Edgar
; …
-
2023
Persistent link: https://www.econbiz.de/10014451325
Saved in:
3
Multi-level panel data models : estimation and empirical analysis
Feng, Guohua
;
Gao, Jiti
;
Peng, Bin
-
2022
Persistent link: https://www.econbiz.de/10013193952
Saved in:
4
Nonparametric estimation and testing for time-varying VAR models
Gao, Jiti
;
Peng, Bin
;
Yan, Yayi
-
2022
Persistent link: https://www.econbiz.de/10013494327
Saved in:
5
On time-varying VAR models : estimation, testing and impulse response analysis
Yan, Yayi
;
Gao, Jiti
;
Peng, Bin
-
2021
Persistent link: https://www.econbiz.de/10012697193
Saved in:
6
Semiparametric spatial autoregressive panel data model with fixed effects and time-varying coefficients
Liang, Xuan
;
Gao, Jiti
;
Gong, Xiaodong
-
2021
Persistent link: https://www.econbiz.de/10012614543
Saved in:
7
Estimating and testing skewness in a stochastic volatility model
Lee, Cheol Woo
;
Kang, Kyu Ho
- In:
Journal of empirical finance
72
(
2023
),
pp. 445-467
Persistent link: https://www.econbiz.de/10014476881
Saved in:
8
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:
9
High-frequency jump tests : which test should we use?
Maneesoonthorn, Worapree
;
Martin, Gael M.
;
Forbes, …
-
2020
-
(Revised working paper 17/18)
Persistent link: https://www.econbiz.de/10012606872
Saved in:
10
Estimation of a nonparametric model for bond prices from cross-section and time series information
Koo, Bonsoo
;
La Vecchia, Davide
;
Linton, Oliver
-
2020
Persistent link: https://www.econbiz.de/10012606874
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