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subject:"Germany"
subject:"Zins"
~accessRights:"restricted"
~subject:"ARCH-Modell"
~subject:"Monte Carlo simulation"
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Search: subject_exact:"Estimation theory"
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Germany
Zins
ARCH-Modell
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Estimation theory
5,262
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5,261
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1,262
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1,237
Time series analysis
970
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970
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920
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917
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725
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725
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523
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Francq, Christian
9
Kumar, Dilip
9
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7
Winkelmann, Rainer
7
Ardia, David
6
Dufour, Jean-Marie
5
Lechner, Michael
5
Li, Yong
5
Schorfheide, Frank
5
Sucarrat, Genaro
5
Zakoïan, Jean-Michel
5
Zhang, Xibin
5
Arvanitis, Stelios
4
Boubaker, Heni
4
Kim, Jong-Min
4
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4
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4
Luger, Richard
4
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4
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4
Zhu, Ke
4
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3
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3
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3
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3
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3
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3
Hoogerheide, Lennart
3
Jung, Hojin
3
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3
Koopman, Siem Jan
3
Kömm, Holger
3
Li, Guodong
3
Licht, Adrian
3
Mlikota, Marko
3
Otranto, Edoardo
3
Pedersen, Rasmus Søndergaard
3
Teräsvirta, Timo
3
Wu, Xinyu
3
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Journal of econometrics
49
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26
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24
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22
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22
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20
International journal of forecasting
16
Finance research letters
15
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13
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12
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10
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10
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9
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8
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8
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8
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8
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8
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7
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7
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Theoretical economics letters
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
4
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4
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4
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4
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4
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4
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4
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3
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3
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
3
International journal of economics and finance
3
Journal of financial econometrics : official journal of the Society for Financial Econometrics
3
Journal of international financial markets, institutions & money
3
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ECONIS (ZBW)
540
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1
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540
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1
Estimation of fixed effects partially linear varying coefficient spatial autoregressive model with disturbances correlated in space and time
Li, Bogui
;
Chen, Hao
- In:
Finance research letters
59
(
2024
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014445336
Saved in:
2
Kernel quantile estimators for nested simulation with application to portfolio value-at-risk measurement
Liu, Xiaoyu
;
Yan, Xing
;
Zhang, Kun
- In:
European journal of operational research : EJOR
312
(
2024
)
3
,
pp. 1168-1177
Persistent link: https://www.econbiz.de/10014456483
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
Robust estimation techniques for the tail index of the new Pareto-type distribution
Muhammad Aslam Mohd Safari
;
Masseran, Nurulkamal
- In:
Empirical economics : a quarterly journal of the …
66
(
2024
)
3
,
pp. 1161-1189
Persistent link: https://www.econbiz.de/10014519737
Saved in:
5
Estimating the effects of demographics on interest rates : a robust Bayesian perspective
Ho, Paul
- In:
Journal of economic dynamics & control
158
(
2024
),
pp. 1-28
Persistent link: https://www.econbiz.de/10014532129
Saved in:
6
Volatility of volatility estimation : central limit theorems for the fourier transform estimator and empirical study of the daily time series stylized facts
Toscano, Giacomo
;
Livieri, Giulia
;
Mancino, Maria Elvira
; …
- In:
Journal of financial econometrics
22
(
2024
)
1
,
pp. 252-296
Persistent link: https://www.econbiz.de/10014526318
Saved in:
7
Score function scaling for QAR plus Beta-t-EGARCH : an empirical application to the S&P 500
Ayala, Astrid Loretta
;
Blazsek, Szabolcs
;
Licht, Adrian
- In:
Applied economics
56
(
2024
)
31
,
pp. 3684-3697
Persistent link: https://www.econbiz.de/10014528626
Saved in:
8
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:
9
Dynamic conditional eigenvalue GARCH
Hetland, Simon Thinggaard
;
Pedersen, Rasmus Søndergaard
; …
- In:
Journal of econometrics
237
(
2023
)
2,2
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014471517
Saved in:
10
Two-stage weighted least squares estimator of the conditional mean of observation-driven time series models
Aknouche, Abdelhakim
;
Francq, Christian
- In:
Journal of econometrics
237
(
2023
)
2,2
,
pp. 1-22
Persistent link: https://www.econbiz.de/10014471524
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