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subject:"Großbritannien"
~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~subject:"ARCH-Modell"
~subject:"Stochastischer Prozess"
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Search: subject_exact:"Estimation theory"
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Großbritannien
ARCH-Modell
Stochastischer Prozess
Estimation theory
103
Schätztheorie
103
Time series analysis
50
Zeitreihenanalyse
50
Estimation
33
Schätzung
33
ARCH model
17
Volatility
17
Volatilität
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Regression analysis
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Regressionsanalyse
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Cointegration
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cointegration
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Nichtlineare Regression
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Nonlinear regression
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Statistical distribution
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Structural break
7
Strukturbruch
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VAR model
7
VAR-Modell
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Li, Jing
2
Abbara, Omar
1
Anatolyev, Stanislav
1
Blazsek, Szabolcs
1
Bu, Ruijun
1
Carnero, M. Angeles
1
Chan, Jennifer So Kuen
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Cheng, Jie
1
Chevallier, Julien
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Chuffart, Thomas
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Daníelsson, Jón
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Donfack, Morvan Nongni
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Dufays, Arnaud
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Ericsson, Neil R.
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1
Flachaire, Emmanuel
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Fonseca, José da
1
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1
Grasselli, Martino
1
Hadri, Kaddour
1
Hu, Liang
1
Ielpo, Florian
1
Iglesias, Emma M.
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Jensen, Mark J.
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Kok Haur Ng
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Lee, Cheng-Feng
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Lee, Kyungsub
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Licht, Adrian
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Ma, Jun
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Martins-Filho, Carlos
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Mishra, Anuj
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1
Ramanathan, Thekke Variyam
1
Shin, Yongcheol
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
Journal of econometrics
108
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
52
Econometric theory
50
Discussion paper / Tinbergen Institute
38
Economics letters
37
Econometric reviews
30
CREATES research paper
27
Journal of empirical finance
23
Economic modelling
22
The econometrics journal
21
Finance research letters
17
Journal of banking & finance
17
Journal of financial econometrics : official journal of the Society for Financial Econometrics
17
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
16
International journal of forecasting
16
Journal of forecasting
16
Applied economics
14
Computational economics
14
Discussion papers of interdisciplinary research project 373
14
Econometrics : open access journal
14
Journal of applied econometrics
14
Série des documents de travail / Centre de Recherche en Économie et Statistique
14
Applied economics letters
13
European journal of operational research : EJOR
13
Journal of financial econometrics
13
Journal of mathematical finance
13
Journal of risk
13
Journal of risk and financial management : JRFM
13
Journal of time series econometrics
13
Cowles Foundation discussion paper
12
International journal of economics and financial issues : IJEFI
12
Oxford bulletin of economics and statistics
12
SFB 649 discussion paper
12
Discussion paper
11
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
11
Insurance / Mathematics & economics
11
Mathematics of operations research
11
NBER Working Paper
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Operations research
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ECONIS (ZBW)
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1
Score-driven location plus scale models : asymptotic theory and an application to forecasting Dow Jones volatility
Blazsek, Szabolcs
;
Escribano, Álvaro
;
Licht, Adrian
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
28
(
2024
)
1
,
pp. 61-82
Persistent link: https://www.econbiz.de/10014506888
Saved in:
2
Estimation and forecasting of long memory stochastic volatility models
Abbara, Omar
;
Zevallos, Mauricio
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10014288818
Saved in:
3
Unrestricted, restricted, and regularized models for forecasting multivariate volatility
Anatolyev, Stanislav
;
Staněk, Filip
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
2
,
pp. 199-218
Persistent link: https://www.econbiz.de/10014288890
Saved in:
4
Modeling time-varying parameters using artificial neural networks : a GARCH illustration
Donfack, Morvan Nongni
;
Dufays, Arnaud
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
25
(
2021
)
5
,
pp. 311-343
Persistent link: https://www.econbiz.de/10012806535
Saved in:
5
Outliers and misleading leverage effect in asymmetric GARCH-type models
Carnero, M. Angeles
;
Pérez, Ana
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
25
(
2021
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10012437834
Saved in:
6
Efficient estimation of financial risk by regressing the quantiles of parametric distributions : an application to CARR models
Chan, Jennifer So Kuen
;
Kok Haur Ng
;
Thanakorn …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
23
(
2019
)
2
,
pp. 1-22
Persistent link: https://www.econbiz.de/10012054882
Saved in:
7
A parametric stationarity test with smooth breaks
Tsong, Ching-Chuan
;
Lee, Cheng-Feng
;
Tsai, Li Ju
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
23
(
2019
)
2
,
pp. 1-14
Persistent link: https://www.econbiz.de/10012054883
Saved in:
8
Flexible Fourier form for volatility breaks
Li, Jing
;
Enders, Walter
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
22
(
2018
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10011886596
Saved in:
9
Testing for misspecification in the short-run component of GARCH-type models
Chuffart, Thomas
;
Flachaire, Emmanuel
; …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
22
(
2018
)
5
,
pp. 1-17
Persistent link: https://www.econbiz.de/10011965362
Saved in:
10
Nonstationary autoregressive conditional duration models
Mishra, Anuj
;
Ramanathan, Thekke Variyam
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
21
(
2017
)
4
,
pp. 1-22
Persistent link: https://www.econbiz.de/10011743716
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