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subject:"Forecasting model"
subject:"Volatility"
~isPartOf:"Econometric reviews"
~isPartOf:"Journal of mathematical finance"
~subject:"Scientific modelling"
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Forecasting model
Volatility
Scientific modelling
Estimation theory
462
Schätztheorie
462
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131
Theory
131
Time series analysis
92
Zeitreihenanalyse
92
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Teräsvirta, Timo
4
Maasoumi, Esfandiar
3
McAleer, Michael
2
Zhang, Xinyu
2
Amado, Cristina
1
Ando, Tomohiro
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1
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1
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1
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1
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1
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1
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1
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Gu, Wentao
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Econometric reviews
Journal of mathematical finance
Journal of econometrics
221
International journal of forecasting
116
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
94
Journal of forecasting
73
Economics letters
63
Discussion paper / Tinbergen Institute
53
Econometric theory
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The econometrics journal
36
Journal of empirical finance
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CREATES research paper
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Economic modelling
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Econometrics : open access journal
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Journal of the American Statistical Association : JASA
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European journal of operational research : EJOR
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Journal of financial econometrics
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Working papers / Rutgers University, Department of Economics
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Computational economics
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Finance research letters
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
15
Working paper / National Bureau of Economic Research, Inc.
15
Journal of risk and financial management : JRFM
14
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Discussion paper / Center for Economic Research, Tilburg University
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International journal of theoretical and applied finance
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ECONIS (ZBW)
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1
Adaptive information-based methods for determining the co-integration rank in heteroskedastic VAR models
Boswijk, Herman Peter
;
Cavaliere, Giuseppe
;
De Angelis, Luca
- In:
Econometric reviews
42
(
2023
)
9/10
,
pp. 725-757
Persistent link: https://www.econbiz.de/10014420355
Saved in:
2
Optimal model averaging for divergent-dimensional Poisson regressions
Zou, Jiahui
;
Wang, Wendun
;
Zhang, Xinyu
;
Zou, Guohua
- In:
Econometric reviews
41
(
2022
)
7
,
pp. 775-805
Persistent link: https://www.econbiz.de/10013364906
Saved in:
3
Forecasting vector autoregressions with mixed roots in the vicinity of unity
Tu, Yundong
;
Xie, Xinling
- In:
Econometric reviews
42
(
2023
)
7
,
pp. 556-585
Persistent link: https://www.econbiz.de/10014321655
Saved in:
4
Finite-sample results for lasso and stepwise Neyman-orthogonal Poisson estimators
Drukker, David M.
;
Liu, Di
- In:
Econometric reviews
41
(
2022
)
9
,
pp. 1047-1076
Persistent link: https://www.econbiz.de/10013364941
Saved in:
5
On asymptotic risk of selecting models for possibly nonstationary time-series
Yu, Shu-Hui
;
Sin, Chor-yiu
- In:
Econometric reviews
40
(
2021
)
4
,
pp. 387-414
Persistent link: https://www.econbiz.de/10012515606
Saved in:
6
Model selection in factor-augmented regressions with estimated factors
Djogbenou, Antoine A.
- In:
Econometric reviews
40
(
2021
)
5
,
pp. 470-503
Persistent link: https://www.econbiz.de/10012515615
Saved in:
7
A specification test for dynamic conditional distribution models with function-valued parameters
Troster, Victor
;
Wied, Dominik
- In:
Econometric reviews
40
(
2021
)
2
,
pp. 109-127
Persistent link: https://www.econbiz.de/10012483803
Saved in:
8
Robust open Bayesian analysis : overfitting, model uncertainty, and endogeneity issues in multiple regression models
Pacifico, Antonio
- In:
Econometric reviews
40
(
2021
)
2
,
pp. 148-176
Persistent link: https://www.econbiz.de/10012483805
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9
On the estimation of integrated volatility in the presence of jumps and microstructure noise
Brownlees, Christian
;
Nualart, Eulalia
;
Sun, Yucheng
- In:
Econometric reviews
39
(
2020
)
10
,
pp. 991-1013
Persistent link: https://www.econbiz.de/10012406198
Saved in:
10
Data cloning estimation for asymmetric stochastic volatility models
Bermudez, P. de Zea
;
Marín, J. Miguel
;
Veiga, Helena
- In:
Econometric reviews
39
(
2020
)
10
,
pp. 1057-1074
Persistent link: https://www.econbiz.de/10012406209
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