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subject:"Großbritannien"
subject:"Kanada"
~isPartOf:"Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~subject:"Volatilität"
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Großbritannien
Kanada
Volatilität
Estimation theory
687
Schätztheorie
687
Theorie
281
Theory
281
Time series analysis
157
Zeitreihenanalyse
157
Estimation
141
Schätzung
141
Nichtparametrisches Verfahren
136
Nonparametric statistics
136
Regression analysis
109
Regressionsanalyse
109
USA
100
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Statistical test
51
Statistischer Test
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42
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Capital income
32
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32
Statistical theory
32
Statistische Methodenlehre
32
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30
Maximum-Likelihood-Schätzung
30
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30
Stochastic process
30
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30
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29
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29
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Ghysels, Eric
3
Härdle, Wolfgang
3
Spokojnyj, Vladimir G.
3
Bollerslev, Tim
2
Hautsch, Nikolaus
2
Jing, Bingyi
2
Shephard, Neil G.
2
Tschernig, Rolf
2
Yang, Lijian
2
Yang, Xiye
2
Alfelt, Gustav
1
Amado, Cristina
1
Andersen, Torben
1
Andreou, Elena
1
Ang, Andrew
1
Bandi, Federico M.
1
Bauwens, Luc
1
Bekaert, Geert
1
Bibinger, Markus
1
Bodnar, Taras
1
Bormetti, Giacomo
1
Boswijk, Herman Peter
1
Breitung, Jörg
1
Buccheri, Giuseppe
1
Candelon, Bertrand
1
Chan, Joshua
1
Chan, M. W. Luke
1
Chaves, Leonardo Salim Saker
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Chen, Wilson Ye
1
Chen, Xiangjin B.
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Corsi, Fulvio
1
Cunningham, Alastair W. F.
1
Dankenbring, Henning
1
Drost, Feike C.
1
Dueker, Michael
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Eklund, Jana
1
Engle, Robert F.
1
Escanciano, Juan Carlos
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Journal of econometrics
122
Economics letters
30
Discussion paper / Tinbergen Institute
29
Econometric reviews
23
Journal of empirical finance
20
Economic modelling
19
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
18
Econometric theory
17
Journal of banking & finance
16
Journal of financial econometrics : official journal of the Society for Financial Econometrics
16
Oxford bulletin of economics and statistics
16
Quantitative finance
16
CREATES research paper
15
International journal of forecasting
15
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
13
International journal of theoretical and applied finance
13
Journal of applied econometrics
13
Journal of financial econometrics
13
The econometrics journal
13
Finance research letters
12
The North American journal of economics and finance : a journal of financial economics studies
12
Applied economics
11
Journal of forecasting
11
NBER Working Paper
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Working paper
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Working paper / National Bureau of Economic Research, Inc.
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Discussion paper
10
Journal of risk and financial management : JRFM
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NBER working paper series
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Applied economics letters
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Discussion paper / A
9
Econometrics : open access journal
9
International journal of economics and financial issues : IJEFI
9
SFB 649 discussion paper
9
Finance and stochastics
8
CEMMAP working papers / Centre for Microdata Methods and Practice
7
Discussion papers in economics
7
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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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
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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
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7
Synthetic control estimation beyond comparative case studies : does the minimum wage reduce employment?
Powell, David
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
3
,
pp. 1302-1314
Persistent link: https://www.econbiz.de/10013539521
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8
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
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9
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:
10
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
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