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subject:"Großbritannien"
subject:"Volatilität"
~isPartOf:"Applied economics"
~isPartOf:"Journal of forecasting"
~subject:"Correlation"
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Search: subject_exact:"Estimation theory"
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Großbritannien
Volatilität
Correlation
Estimation theory
296
Schätztheorie
296
Theorie
94
Theory
94
Time series analysis
89
Zeitreihenanalyse
89
Forecasting model
80
Prognoseverfahren
80
Estimation
61
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28
Regressionsanalyse
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Maximum likelihood estimation
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Kim, Jong-Min
3
Jung, Hojin
2
Patterson, Kerry D.
2
Taylor, James W.
2
Abraham, Bovas
1
Abutaleb, Ahmed S.
1
Ai, Chunrong
1
Balakrishna, N.
1
Baltagi, Badi H.
1
Bampinas, Georgios
1
Ben-Zion, Uri
1
Blanco-Fernández, Ángela
1
Chen, Bei
1
Chen, W. D.
1
Dawoud, Issam
1
Dubey, Amlendu Kumar
1
Fei, Tianlun
1
Fischer, Henning
1
Fraser, Iain M.
1
Gel, Yulia R.
1
Harris, Richard I. D.
1
He, Mengxi
1
Hu, Yu-pin
1
Hung, Jui-cheng
1
Hwang, Sun Young
1
Jeon, Jooyoung
1
Kaçiranlar, Selahattin
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Ke, Tsung-han
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Moosa, Imad A.
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Nachane, Dilip M.
1
Nonejad, Nima
1
Panagiōtidēs, Theodōros
1
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Applied economics
Journal of forecasting
Journal of econometrics
164
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
80
Economics letters
52
Discussion paper / Tinbergen Institute
37
Econometric reviews
30
Econometric theory
28
Journal of empirical finance
26
Journal of banking & finance
22
Journal of financial econometrics : official journal of the Society for Financial Econometrics
22
The econometrics journal
21
Cambridge working papers in economics
20
Finance research letters
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Journal of the American Statistical Association : JASA
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NBER Working Paper
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Economic modelling
19
Journal of financial econometrics
19
Quantitative finance
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International journal of forecasting
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Applied economics letters
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CREATES research paper
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SFB 649 discussion paper
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Working paper / National Bureau of Economic Research, Inc.
17
Econometrics : open access journal
16
Journal of applied econometrics
15
NBER working paper series
15
Oxford bulletin of economics and statistics
15
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
14
Working paper
14
CEMMAP working papers / Centre for Microdata Methods and Practice
13
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
The North American journal of economics and finance : a journal of financial economics studies
12
Computational economics
11
Discussion paper
11
CESifo working papers
10
Journal of risk and financial management : JRFM
10
Working paper / Department of Econometrics and Business Statistics, Monash University
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1
Dynamic forecasting for nonstationary high-frequency financial data with jumps based on series decomposition and reconstruction
Song, Yuping
;
Li, Zhenwei
;
Ma, Zhiren
;
Sun, Xiaoyu
- In:
Journal of forecasting
42
(
2023
)
5
,
pp. 1055-1068
Persistent link: https://www.econbiz.de/10014338810
Saved in:
2
Forecasting stock return volatility : realized volatility-type or duration-based estimators
Fei, Tianlun
;
Liu, Xiaoquan
;
Wen, Conghua
- In:
Journal of forecasting
42
(
2023
)
7
,
pp. 1594-1621
Persistent link: https://www.econbiz.de/10014432725
Saved in:
3
Large covariance estimation using a factor model with common and group-specific factors
Shi, Yafeng
;
Ai, Chunrong
;
Shi, Yanlong
;
Ying, Tingting
; …
- In:
Journal of forecasting
42
(
2023
)
8
,
pp. 2217-2248
Persistent link: https://www.econbiz.de/10014432877
Saved in:
4
Forecasting Bitcoin volatility : a new insight from the threshold regression model
Zhang, Yaojie
;
He, Mengxi
;
Wen, Danyan
;
Wang, Yudong
- In:
Journal of forecasting
41
(
2022
)
3
,
pp. 633-652
Persistent link: https://www.econbiz.de/10013166172
Saved in:
5
Functional ARCH directional dependence via copula for intraday volatility from high-frequency financial time series
Kim, Jong-Min
;
Hwang, Sun Young
- In:
Applied economics
53
(
2021
)
4
,
pp. 506-520
Persistent link: https://www.econbiz.de/10012416072
Saved in:
6
A note on the estimated GARCH coefficients from the S&P1500 universe
Bampinas, Georgios
;
Ladopoulos, Konstantinos
; …
- In:
Applied economics
50
(
2018
)
34/35
,
pp. 3647-3653
Persistent link: https://www.econbiz.de/10012059386
Saved in:
7
Directional time-varying partial correlation with the Gaussian copula-DCC-GARCH model
Kim, Jong-Min
;
Jung, Hojin
- In:
Applied economics
50
(
2018
)
41
,
pp. 4418-4426
Persistent link: https://www.econbiz.de/10012061173
Saved in:
8
Modeling and forecasting aggregate stock market volatility in unstable environments using mixture innovation regressions
Nonejad, Nima
- In:
Journal of forecasting
36
(
2017
)
6
,
pp. 718-740
Persistent link: https://www.econbiz.de/10011861413
Saved in:
9
Blaming suicide on NASA and divorce on margarine : the hazard of using cointegration to derive inference on spurious correlation
Moosa, Imad A.
- In:
Applied economics
49
(
2017
)
15
,
pp. 1483-1490
Persistent link: https://www.econbiz.de/10011813612
Saved in:
10
Linear time-varying regression with a DCC-GARCH model for volatility
Kim, Jong-Min
;
Jung, Hojin
;
Qin, Li
- In:
Applied economics
48
(
2016
)
16/18
,
pp. 1573-1582
Persistent link: https://www.econbiz.de/10011456689
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