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subject:"Großbritannien"
subject:"Volatilität"
~isPartOf:"Econometric reviews"
~subject:"Prognoseverfahren"
~subject:"Stochastischer Prozess"
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Search: subject_exact:"Estimation theory"
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Großbritannien
Volatilität
Prognoseverfahren
Stochastischer Prozess
Estimation theory
437
Schätztheorie
437
Theorie
131
Theory
131
Time series analysis
87
Zeitreihenanalyse
87
Nichtparametrisches Verfahren
81
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81
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64
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56
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56
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54
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35
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35
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19
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39
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Teräsvirta, Timo
4
Maasoumi, Esfandiar
3
McAleer, Michael
2
Amado, Cristina
1
Ando, Tomohiro
1
Armah, Nii Ayi
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Bao, Yong
1
Bennedsen, Mikkel
1
Bermudez, P. de Zea
1
Blasques, Francisco
1
Boswijk, Herman Peter
1
Brownlees, Christian
1
Brännäs, Kurt
1
Cai, Yuzhi
1
Cai, Zongwu
1
Catani, Paul
1
Cavaliere, Giuseppe
1
Chen, Qiang
1
De Angelis, Luca
1
Dong, Chaohua
1
Fernandes, Marcelo
1
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1
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1
Gu, Wentao
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Large, Jeremy
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León-González, Roberto
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Li, Dong
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Lucas, André
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Lunde, Asger
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Ma, Yanyuan
1
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Econometric reviews
Journal of econometrics
207
International journal of forecasting
115
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
93
Journal of forecasting
74
Economics letters
57
Discussion paper / Tinbergen Institute
53
CREATES research paper
35
Econometric theory
35
Economic modelling
35
Journal of empirical finance
34
The econometrics journal
27
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
25
Working paper / Department of Econometrics and Business Statistics, Monash University
24
European journal of operational research : EJOR
23
Journal of banking & finance
22
Quantitative finance
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Insurance / Mathematics & economics
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
20
Finance research letters
20
Journal of applied econometrics
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Journal of financial econometrics
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Oxford bulletin of economics and statistics
20
Working paper
20
Journal of the American Statistical Association : JASA
19
Computational economics
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Cowles Foundation discussion paper
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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
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
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Journal of risk and financial management : JRFM
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NBER Working Paper
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SFB 649 discussion paper
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Working paper / National Bureau of Economic Research, Inc.
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Applied economics
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Econometrics : open access journal
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Applied economics letters
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International journal of theoretical and applied finance
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1
Adaptive information-based methods for determining the co-integration rank in heteroskedastic VAR models
Boswijk, Herman Peter
;
Cavaliere, Giuseppe
;
De Angelis, Luca
- In:
Econometric reviews
42
(
2023
)
9/10
,
pp. 725-757
Persistent link: https://www.econbiz.de/10014420355
Saved in:
2
Forecasting vector autoregressions with mixed roots in the vicinity of unity
Tu, Yundong
;
Xie, Xinling
- In:
Econometric reviews
42
(
2023
)
7
,
pp. 556-585
Persistent link: https://www.econbiz.de/10014321655
Saved in:
3
Specification tests for univariate diffusions
Hurn, Stan
;
Martin, Vance
;
Xu, Lina
- In:
Econometric reviews
41
(
2022
)
6
,
pp. 607-632
Persistent link: https://www.econbiz.de/10013364897
Saved in:
4
On asymptotic risk of selecting models for possibly nonstationary time-series
Yu, Shu-Hui
;
Sin, Chor-yiu
- In:
Econometric reviews
40
(
2021
)
4
,
pp. 387-414
Persistent link: https://www.econbiz.de/10012515606
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5
On the estimation of integrated volatility in the presence of jumps and microstructure noise
Brownlees, Christian
;
Nualart, Eulalia
;
Sun, Yucheng
- In:
Econometric reviews
39
(
2020
)
10
,
pp. 991-1013
Persistent link: https://www.econbiz.de/10012406198
Saved in:
6
Data cloning estimation for asymmetric stochastic volatility models
Bermudez, P. de Zea
;
Marín, J. Miguel
;
Veiga, Helena
- In:
Econometric reviews
39
(
2020
)
10
,
pp. 1057-1074
Persistent link: https://www.econbiz.de/10012406209
Saved in:
7
Model averaging in a multiplicative heteroscedastic model
Zhao, Shangwei
;
Ma, Yanyuan
;
Wan, Alan T. K.
;
Zhang, Xinyu
- In:
Econometric reviews
39
(
2020
)
10
,
pp. 1100-1124
Persistent link: https://www.econbiz.de/10012406211
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8
Semiparametric estimation and inference on the fractal index of Gaussian and conditionally Gaussian time series data
Bennedsen, Mikkel
- In:
Econometric reviews
39
(
2020
)
9
,
pp. 875-903
Persistent link: https://www.econbiz.de/10012295586
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9
Expansion and estimation of Lévy process functionals in nonlinear and nonstationary time series regression
Dong, Chaohua
;
Gao, Jiti
- In:
Econometric reviews
38
(
2019
)
2
,
pp. 125-150
Persistent link: https://www.econbiz.de/10012180710
Saved in:
10
Bias-corrected realized variance
Yeh, Jin-huei
;
Wang, Jying-Nan
- In:
Econometric reviews
38
(
2019
)
2
,
pp. 170-192
Persistent link: https://www.econbiz.de/10012180719
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