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subject:"Großbritannien"
~isPartOf:"Computational economics"
~subject:"ARCH-Modell"
~subject:"Forecasting model"
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Search: subject_exact:"Estimation theory"
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Großbritannien
ARCH-Modell
Forecasting model
Estimation theory
111
Schätztheorie
111
Time series analysis
32
Zeitreihenanalyse
32
Monte Carlo simulation
22
Monte-Carlo-Simulation
22
Regression analysis
20
Regressionsanalyse
20
Estimation
19
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14
Nichtparametrisches Verfahren
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10
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9
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Battaglia, Francesco
1
Bondon, Pascal
1
Danilevicz, Ian M.
1
De Luca, Giuseppe
1
Dias, Fabio S.
1
Feng, Xuejie
1
Gooijer, Jan G. de
1
Gupta, Rangan
1
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1
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1
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1
Lin, Wei
1
Magnus, Jan R.
1
Midiliç, Murat
1
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1
Patrocinio, Patrick F.
1
Peracchi, Franco
1
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1
Platt, Donovan
1
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1
Rizzo, Manuel
1
Santos, Antonio A. F.
1
Shi, Zhentao
1
Sun, Edward W.
1
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1
Wang, Yishu
1
Wang, Yu-Jen
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Wu, Qiang
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Yan, Ting Hin
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Computational economics
Journal of econometrics
124
International journal of forecasting
119
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
77
Journal of forecasting
75
Econometric theory
48
Economics letters
46
Discussion paper / Tinbergen Institute
43
Econometric reviews
27
The econometrics journal
27
Finance research letters
26
Journal of empirical finance
24
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
22
Working paper / Department of Econometrics and Business Statistics, Monash University
22
CREATES research paper
21
Applied economics
19
Journal of banking & finance
19
Economic modelling
18
Oxford bulletin of economics and statistics
18
Applied economics letters
15
Insurance / Mathematics & economics
15
International journal of economics and financial issues : IJEFI
15
Journal of applied econometrics
15
Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Journal of risk and financial management : JRFM
15
Working paper
15
Discussion paper
14
Journal of financial econometrics
14
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14
Journal of the American Statistical Association : JASA
14
Journal of time series econometrics
14
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
13
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
13
European journal of operational research : EJOR
13
International Journal of Energy Economics and Policy : IJEEP
13
NBER working paper series
13
Quantitative finance
13
Working papers / Rutgers University, Department of Economics
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ECONIS (ZBW)
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1
Weighted-Average Least Squares (WALS) : confidence and prediction intervals
De Luca, Giuseppe
;
Magnus, Jan R.
;
Peracchi, Franco
- In:
Computational economics
61
(
2023
)
4
,
pp. 1637-1664
Persistent link: https://www.econbiz.de/10014327098
Saved in:
2
Penalized averaging of quantile forecasts from GARCH models with many exogenous predictors
Gooijer, Jan G. de
- In:
Computational economics
62
(
2023
)
1
,
pp. 407-424
Persistent link: https://www.econbiz.de/10014327543
Saved in:
3
Bayesian estimation of economic simulation models using neural networks
Platt, Donovan
- In:
Computational economics
59
(
2022
)
2
,
pp. 599-650
Persistent link: https://www.econbiz.de/10013169024
Saved in:
4
M-quantile estimation for GARCH models
Patrocinio, Patrick F.
;
Reisen, Valdério Anselmo
; …
- In:
Computational economics
63
(
2024
)
6
,
pp. 2175-2192
Persistent link: https://www.econbiz.de/10014636726
Saved in:
5
Prediction of Loan Rate for Mortgage Data : Deep Learning Versus Robust Regression
Wang, Donglin
;
Hong, Don
;
Wu, Qiang
- In:
Computational economics
61
(
2023
)
3
,
pp. 1137-1150
Persistent link: https://www.econbiz.de/10014252161
Saved in:
6
Unfolding Beijing in a hedonic way
Lin, Wei
;
Shi, Zhentao
;
Wang, Yishu
;
Yan, Ting Hin
- In:
Computational economics
61
(
2023
)
1
,
pp. 317-340
Persistent link: https://www.econbiz.de/10014228430
Saved in:
7
Bayesian estimation for high-frequency volatility models in a time deformed framework
Santos, Antonio A. F.
- In:
Computational economics
57
(
2021
)
2
,
pp. 455-479
Persistent link: https://www.econbiz.de/10012486920
Saved in:
8
Estimation of STAR-GARCH models with iteratively weighted least squares
Midiliç, Murat
- In:
Computational economics
55
(
2020
)
1
,
pp. 87-117
Persistent link: https://www.econbiz.de/10012222593
Saved in:
9
A perturbation method to optimize the parameters of autoregressive conditional heteroscedasticity model
Feng, Xuejie
;
Zhang, Chiping
- In:
Computational economics
55
(
2020
)
3
,
pp. 1021-1044
Persistent link: https://www.econbiz.de/10012223692
Saved in:
10
A non-parametric test and predictive model for signed path dependence
Dias, Fabio S.
;
Peters, Gareth
- In:
Computational economics
56
(
2020
)
2
,
pp. 461-498
Persistent link: https://www.econbiz.de/10012272043
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