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subject:"Großbritannien"
~isPartOf:"Journal of empirical finance"
~subject:"Induktive Statistik"
~subject:"Zeitreihenanalyse"
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Search: subject_exact:"Estimation theory"
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Großbritannien
Induktive Statistik
Zeitreihenanalyse
Estimation theory
76
Schätztheorie
76
Time series analysis
24
Estimation
22
Schätzung
22
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Kim, Chang-Jin
2
McKenzie, Michael D.
2
Nelson, Charles R.
2
Satchell, Stephen
2
Wongwachara, Warapong
2
Abergel, Frédéric
1
Amado, Cristina
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Astill, Sam
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Baillie, Richard
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1
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1
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Huth, Nicolas
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Papailias, Fotis
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Journal of empirical finance
Journal of econometrics
387
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
183
Econometric theory
180
Economics letters
149
Discussion paper / Tinbergen Institute
103
Econometric reviews
97
CEMMAP working papers / Centre for Microdata Methods and Practice
74
CREATES research paper
68
International journal of forecasting
64
Working paper / Department of Econometrics and Business Statistics, Monash University
64
Cowles Foundation discussion paper
56
Journal of forecasting
56
The econometrics journal
56
Applied economics letters
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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
55
Journal of the American Statistical Association : JASA
53
Econometrics : open access journal
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NBER Working Paper
52
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Cowles Foundation Discussion Paper
46
Journal of applied econometrics
42
NBER working paper series
40
Journal of time series econometrics
39
Applied economics
38
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
38
Economic modelling
35
Oxford bulletin of economics and statistics
35
Computational economics
34
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
34
Série des documents de travail / Centre de Recherche en Économie et Statistique
30
EUI working paper / ECO
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Working paper
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Quantitative economics : QE ; journal of the Econometric Society
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SFB 649 discussion paper
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26
Working paper series
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Discussion paper
24
LSE STICERD Research Paper
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NBER technical working paper series
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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
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:
3
Testing against changing correlation
Harvey, Andrew C.
;
Thiele, Stephen
- In:
Journal of empirical finance
38
(
2016
),
pp. 575-589
Persistent link: https://www.econbiz.de/10011663373
Saved in:
4
A fractionally cointegrated VAR model with deterministic trends and application to commodity futures markets
Dolatabadi, Sepideh
;
Nielsen, Morten Ørregaard
;
Xu, Ke
- In:
Journal of empirical finance
38
(
2016
),
pp. 623-639
Persistent link: https://www.econbiz.de/10011663388
Saved in:
5
The exact discretisation of CARMA models with applications in finance
Thornton, Michael A.
;
Chambers, Marcus J.
- In:
Journal of empirical finance
38
(
2016
),
pp. 739-761
Persistent link: https://www.econbiz.de/10011663785
Saved in:
6
The dynamics of squared returns under contemporaneous aggregation of GARCH models
Jondeau, Eric
- In:
Journal of empirical finance
32
(
2015
),
pp. 80-93
Persistent link: https://www.econbiz.de/10011556785
Saved in:
7
Testing for structural breaks in correlations : does it improve Value-at-Risk forecasting?
Berens, Tobias
;
Weiß, Gregor
;
Wied, Dominik
- In:
Journal of empirical finance
32
(
2015
),
pp. 135-152
Persistent link: https://www.econbiz.de/10011556809
Saved in:
8
Two-step estimation of the volatility functions in diffusion models with empirical applications
Ye, Xu-Guo
;
Lin, Jin-Guan
;
Zhao, Yan-Yong
;
Hao, Hong-Xia
- In:
Journal of empirical finance
33
(
2015
),
pp. 135-159
Persistent link: https://www.econbiz.de/10011556861
Saved in:
9
Testing of a market fraction model and power-law behaviour in the DAX 30
He, Xue-zhong
;
Li, Youwei
- In:
Journal of empirical finance
31
(
2015
),
pp. 1-17
Persistent link: https://www.econbiz.de/10011489318
Saved in:
10
ABC of SV: limited information likelihood inference in stochastic volatility jump-diffusion models
Creel, Michael D.
;
Kristensen, Dennis
- In:
Journal of empirical finance
31
(
2015
),
pp. 85-108
Persistent link: https://www.econbiz.de/10011489408
Saved in:
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