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subject:"Germany"
subject:"Zins"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~subject:"Volatility"
~type:"article"
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Germany
Zins
Volatility
Estimation theory
602
Schätztheorie
602
Theorie
198
Theory
198
Time series analysis
140
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140
Estimation
129
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Ghysels, Eric
2
Hautsch, Nikolaus
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Jing, Bingyi
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Shephard, Neil G.
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Journal of econometrics
119
Economics letters
28
Journal of empirical finance
22
Econometric reviews
21
Economic modelling
19
Journal of financial econometrics : official journal of the Society for Financial Econometrics
18
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
18
Econometric theory
17
International journal of forecasting
16
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
15
Quantitative finance
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Finance research letters
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International journal of theoretical and applied finance
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Journal of banking & finance
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Journal of financial econometrics
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The North American journal of economics and finance : a journal of financial economics studies
11
The econometrics journal
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Journal of risk and financial management : JRFM
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International journal of economics and financial issues : IJEFI
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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
8
Finance and stochastics
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Journal of mathematical finance
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Applied economics letters
7
Computational economics
7
International journal of financial engineering
7
Macroeconomic dynamics
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The European journal of finance
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CBN journal of applied statistics
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Cogent economics & finance
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Decisions in economics and finance : DEF ; a journal of applied mathematics
6
Handbook of financial time series
6
Journal of applied econometrics
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Journal of international money and finance
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Journal of the American Statistical Association : JASA
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Oxford bulletin of economics and statistics
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ECONIS (ZBW)
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1
Singular conditional autoregressive Wishart model for realized covariance matrices
Alfelt, Gustav
;
Bodnar, Taras
;
Javed, Farrukh
;
Tyrcha, …
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
3
,
pp. 833-845
Persistent link: https://www.econbiz.de/10014448443
Saved in:
2
Adaptive testing for cointegration with nonstationary volatility
Boswijk, Herman Peter
;
Zu, Yang
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
2
,
pp. 744-755
Persistent link: https://www.econbiz.de/10013534484
Saved in:
3
Inference for nonparametric high-frequency estimators with an application to time variation in betas
Kalnina, Ilze
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
2
,
pp. 538-549
Persistent link: https://www.econbiz.de/10014448338
Saved in:
4
Estimation of leverage effect : kernel function and efficiency
Yang, Xiye
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
3
,
pp. 939-956
Persistent link: https://www.econbiz.de/10014448463
Saved in:
5
Overnight GARCH-Itô volatility models
Kim, Donggyu
;
Shin, Minseok
;
Wang, Yazhen
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
4
,
pp. 1215-1227
Persistent link: https://www.econbiz.de/10014448607
Saved in:
6
Volatility estimation when the zero-process is nonstationary
Francq, Christian
;
Sucarrat, Genaro
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
1
,
pp. 53-66
Persistent link: https://www.econbiz.de/10013540630
Saved in:
7
A score-driven conditional correlation model for noisy and asynchronous data : an application to high-frequency covariance dynamics
Buccheri, Giuseppe
;
Bormetti, Giacomo
;
Corsi, Fulvio
; …
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
4
,
pp. 920-936
Persistent link: https://www.econbiz.de/10012653203
Saved in:
8
Generalized jump regressions for local moments
Bollerslev, Tim
;
Li, Jia
;
Chaves, Leonardo Salim Saker
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
4
,
pp. 1015-1025
Persistent link: https://www.econbiz.de/10012653221
Saved in:
9
Semiparametric GARCH via Bayesian model averaging
Chen, Wilson Ye
;
Gerlach, Richard H.
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
2
,
pp. 437-452
Persistent link: https://www.econbiz.de/10012499090
Saved in:
10
Exponential-type GARCH models with linear-in-variance risk premium
Hafner, Christian M.
;
Kyriakopoulou, Dimitra
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
2
,
pp. 589-603
Persistent link: https://www.econbiz.de/10012499104
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