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subject:"Großbritannien"
subject:"Volatilität"
~isPartOf:"Journal of empirical finance"
~isPartOf:"Journal of forecasting"
~subject:"Correlation"
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Großbritannien
Volatilität
Correlation
Estimation theory
199
Schätztheorie
199
Forecasting model
83
Prognoseverfahren
83
Time series analysis
78
Zeitreihenanalyse
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Theorie
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Theory
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Estimation
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Nonparametric statistics
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Kristensen, Dennis
2
Taylor, James W.
2
Abergel, Frédéric
1
Abraham, Bovas
1
Agosto, Arianna
1
Ai, Chunrong
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Asai, Manabu
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1
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Daníelsson, Jón
1
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1
Dawoud, Issam
1
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Dotsis, George
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Fei, Tianlun
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Journal of empirical finance
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 banking & finance
22
Journal of financial econometrics : official journal of the Society for Financial Econometrics
22
The econometrics journal
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Cambridge working papers in economics
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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
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Journal of financial econometrics
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Quantitative finance
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International journal of forecasting
18
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.
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Econometrics : open access journal
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Journal of applied econometrics
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NBER working paper series
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Oxford bulletin of economics and statistics
15
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
14
Working paper
14
Applied economics
13
CEMMAP working papers / Centre for Microdata Methods and Practice
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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
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
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Journal of risk and financial management : JRFM
10
Working paper / Department of Econometrics and Business Statistics, Monash University
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1
An adaptive long memory conditional correlation model
Dark, Jonathan
- In:
Journal of empirical finance
75
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014491877
Saved in:
2
Using, taming or avoiding the factor zoo? : a double-shrinkage estimator for covariance matrices
De Nard, Gianluca
;
Zhao, Zhao
- In:
Journal of empirical finance
72
(
2023
),
pp. 23-35
Persistent link: https://www.econbiz.de/10014476795
Saved in:
3
Estimating and testing skewness in a stochastic volatility model
Lee, Cheol Woo
;
Kang, Kyu Ho
- In:
Journal of empirical finance
72
(
2023
),
pp. 445-467
Persistent link: https://www.econbiz.de/10014476881
Saved in:
4
Estimation with mixed data frequencies : a bias-correction approach
Ghosh, Anisha
;
Linton, Oliver
- In:
Journal of empirical finance
74
(
2023
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014477062
Saved in:
5
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:
6
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:
7
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:
8
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:
9
Bond and option prices with permanent shocks
Zoubi, Haitham al-
- In:
Journal of empirical finance
53
(
2019
),
pp. 272-290
Persistent link: https://www.econbiz.de/10012171645
Saved in:
10
Dynamic cross-autocorrelation in stock returns
Kinnunen, Jyri
- In:
Journal of empirical finance
40
(
2017
),
pp. 162-173
Persistent link: https://www.econbiz.de/10011744473
Saved in:
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