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subject:"Frankreich"
subject:"Schätzung"
~isPartOf:"Finance research letters"
~subject:"ARCH model"
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Search: subject_exact:"Estimation theory"
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Frankreich
Schätzung
ARCH model
Estimation theory
72
Schätztheorie
72
Estimation
19
Portfolio selection
18
Portfolio-Management
18
Capital income
16
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16
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14
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24
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Ardia, David
2
Wu, Xinyu
2
Adesina, Tola
1
Arnerić, Josip
1
Beechey, Meredith Jane
1
Bluteau, Keven
1
Bonaparte, Yosef
1
Bufalo, Michele
1
Chatrath, Arjun
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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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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1
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Ren, Yun
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Shi, Yanlin
1
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Finance research letters
Journal of econometrics
250
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
155
Economics letters
123
Econometric reviews
68
Econometric theory
62
Discussion paper series / IZA
60
Economic modelling
59
Applied economics letters
58
Discussion paper / Tinbergen Institute
53
NBER Working Paper
53
Applied economics
51
CEMMAP working papers / Centre for Microdata Methods and Practice
50
NBER working paper series
50
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
49
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
44
Journal of applied econometrics
42
The econometrics journal
41
Working paper / Department of Econometrics and Business Statistics, Monash University
41
Working paper
38
Working paper / National Bureau of Economic Research, Inc.
35
Journal of banking & finance
34
Journal of empirical finance
33
CESifo working papers
32
IZA Discussion Paper
32
Discussion paper
30
International journal of forecasting
30
Econometrics : open access journal
29
Quantitative economics : QE ; journal of the Econometric Society
29
Empirical economics : a quarterly journal of the Institute for Advanced Studies
28
Journal of forecasting
28
Discussion papers / CEPR
26
Journal of the American Statistical Association : JASA
26
CREATES research paper
25
International journal of economics and financial issues : IJEFI
25
Computational economics
24
Journal of financial econometrics
24
The review of economics and statistics
23
SFB 649 discussion paper
22
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
21
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ECONIS (ZBW)
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1
Predicting stock market returns with average correlation and average variance : decomposition approach
Oh, Jong-Min
- In:
Finance research letters
63
(
2024
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014531460
Saved in:
2
Correlation impulse response functions
Hafner, Christian M.
;
Herwartz, Helmut
- In:
Finance research letters
57
(
2023
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014513333
Saved in:
3
Estimating the US trend short-term interest rate
Beechey, Meredith Jane
;
Österholm, Pär
;
Poon, Aubrey
- In:
Finance research letters
55
(
2023
)
1
,
pp. 1-8
Persistent link: https://www.econbiz.de/10014473294
Saved in:
4
Recurrent neural network based parameter estimation of Hawkes model on high-frequency financial data
Lee, Kyungsub
- In:
Finance research letters
55
(
2023
)
1
,
pp. 1-6
Persistent link: https://www.econbiz.de/10014473319
Saved in:
5
An improved FIGARCH model with the fractional differencing operator (1-νL>)d
Pan, Qunxing
;
Li, Peng
;
Du, Xiuli
- In:
Finance research letters
55
(
2023
)
2
,
pp. 1-13
Persistent link: https://www.econbiz.de/10014473485
Saved in:
6
Do extreme range estimators improve realized volatility forecasts? : evidence from G7 Stock Markets
Korkusuz, Burak
;
Kambouroudis, Dimos
;
McMillan, David G.
- In:
Finance research letters
55
(
2023
)
2
,
pp. 1-7
Persistent link: https://www.econbiz.de/10014473523
Saved in:
7
The Chinese oil futures volatility : evidence from high-low estimator information
Huang, Xiaozhou
;
Wang, Yubao
;
Song, Juan
- In:
Finance research letters
56
(
2023
),
pp. 1-4
Persistent link: https://www.econbiz.de/10014473684
Saved in:
8
S&P volatility, VIX, and asymptotic volatility estimates
Bonaparte, Yosef
;
Chatrath, Arjun
;
Christie-David, Rohan
- In:
Finance research letters
51
(
2023
),
pp. 1-5
Persistent link: https://www.econbiz.de/10014286751
Saved in:
9
Modelling bursts and chaos regularization in credit risk with a deterministic nonlinear model
Orlando, Giuseppe
;
Bufalo, Michele
- In:
Finance research letters
47
(
2022
)
1
,
pp. 1-10
Persistent link: https://www.econbiz.de/10013455602
Saved in:
10
A discussion on the robustness of conditional heteroskedasticity models : simulation evidence and applications of the crude oil returns
Shi, Yanlin
- In:
Finance research letters
44
(
2022
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014494772
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