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subject:"Großbritannien"
~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~subject:"ARCH-Modell"
~subject:"Induktive Statistik"
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Search: subject_exact:"Estimation theory"
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Großbritannien
ARCH-Modell
Induktive Statistik
Estimation theory
73
Schätztheorie
73
Time series analysis
20
Zeitreihenanalyse
20
Volatility
16
Volatilität
16
Estimation
15
Schätzung
15
ARCH model
11
Market microstructure
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Marktmikrostruktur
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Capital income
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Kapitaleinkommen
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Theory
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Börsenkurs
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Analysis of variance
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Statistical test
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Francq, Christian
2
Horváth, Lajos
2
Zakoïan, Jean-Michel
2
Audrino, Francesco
1
Caldeira, João F.
1
Chen, Yi-ting
1
Christoffersen, Peter F.
1
Conrad, Christian A.
1
Di, Jianing
1
Engle, Robert F.
1
Gangopadhyay, Ashis
1
Haag, Berthold R.
1
Moura, Guilherme Valle
1
Nogales, Francisco J.
1
Pelletier, Denis
1
Santos, André A. P.
1
Suto, Nobuyuki
1
Taniai, Hiroyuki
1
Taniguchi, Masanobu
1
Trojani, Fabio
1
Usami, Takashi
1
Visser, Marcel P.
1
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
Journal of econometrics
136
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
77
CEMMAP working papers / Centre for Microdata Methods and Practice
61
Econometric theory
59
Economics letters
37
The econometrics journal
35
Cowles Foundation Discussion Paper
30
Discussion paper / Tinbergen Institute
27
Econometric reviews
25
CREATES research paper
22
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
21
Journal of the American Statistical Association : JASA
21
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
20
Cowles Foundation discussion paper
18
Quantitative economics : QE ; journal of the Econometric Society
17
International journal of forecasting
15
Journal of empirical finance
15
NBER Working Paper
15
NBER working paper series
15
Applied economics
14
Finance research letters
14
Journal of applied econometrics
14
Applied economics letters
13
Journal of forecasting
13
Discussion paper series / IZA
12
Econometrics : open access journal
12
International journal of economics and financial issues : IJEFI
12
Journal of banking & finance
12
Journal of risk
12
Série des documents de travail / Centre de Recherche en Économie et Statistique
12
Econometrics papers
11
Economic modelling
11
Journal of financial econometrics
11
Oxford bulletin of economics and statistics
11
Working paper
11
Journal of time series econometrics
10
Queen's Economics Department working paper
10
CORE discussion papers : DP
9
Computational economics
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1
Combining multivariate volatility forecasts: an economic-based approach
Caldeira, João F.
;
Moura, Guilherme Valle
;
Nogales, …
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
2
,
pp. 247-285
Persistent link: https://www.econbiz.de/10011987429
Saved in:
2
Dynamic conditional beta
Engle, Robert F.
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
4
,
pp. 643-667
Persistent link: https://www.econbiz.de/10011623818
Saved in:
3
Variance targeting estimation of multivariate GARCH models
Francq, Christian
;
Horváth, Lajos
;
Zakoïan, Jean-Michel
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
2
,
pp. 353-382
Persistent link: https://www.econbiz.de/10011589013
Saved in:
4
On the optimal estimating function method for conditional correlation models
Chen, Yi-ting
- In:
Journal of financial econometrics : official journal of …
13
(
2015
)
1
,
pp. 83-125
Persistent link: https://www.econbiz.de/10010519661
Saved in:
5
One-step semiparametric estimation of the GARCH model
Di, Jianing
;
Gangopadhyay, Ashis
- In:
Journal of financial econometrics : official journal of …
12
(
2014
)
2
,
pp. 382-407
Persistent link: https://www.econbiz.de/10010351543
Saved in:
6
Asymptotics of realized volatility with non-Gaussian ARCH(∞) Microstructure noise
Taniai, Hiroyuki
;
Usami, Takashi
;
Suto, Nobuyuki
; …
- In:
Journal of financial econometrics : official journal of …
10
(
2012
)
4
,
pp. 617-636
Persistent link: https://www.econbiz.de/10009671895
Saved in:
7
GARCH parameter estimation using high-frequency data
Visser, Marcel P.
- In:
Journal of financial econometrics : official journal of …
9
(
2011
)
1
,
pp. 162-197
Persistent link: https://www.econbiz.de/10009125144
Saved in:
8
Merits and drawbacks of variance targeting in GARCH models
Francq, Christian
;
Horváth, Lajos
;
Zakoïan, Jean-Michel
- In:
Journal of financial econometrics : official journal of …
9
(
2011
)
4
,
pp. 619-656
Persistent link: https://www.econbiz.de/10009407372
Saved in:
9
Accurate short-term yield curve forecasting using functional gradient descent
Audrino, Francesco
;
Trojani, Fabio
- In:
Journal of financial econometrics : official journal of …
5
(
2007
)
4
,
pp. 591-623
Persistent link: https://www.econbiz.de/10003570734
Saved in:
10
Inequality constraints in the fractionally integrated GARCH model
Conrad, Christian A.
;
Haag, Berthold R.
- In:
Journal of financial econometrics : official journal of …
4
(
2006
)
3
,
pp. 413-449
Persistent link: https://www.econbiz.de/10003354107
Saved in:
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