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subject:"India"
~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~subject:"Statistical test"
~subject:"Stochastic process"
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India
Statistical test
Stochastic process
Estimation theory
73
Schätztheorie
73
Time series analysis
20
Zeitreihenanalyse
20
Volatility
16
Volatilität
16
Estimation
15
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Analysis of variance
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Noise Trading
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Noise trading
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Statistischer Test
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English
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Bormann, Carsten
1
Bos, Charles S.
1
Bu, Ruijun
1
Caldeira, João F.
1
Chen, Yi-ting
1
Feng, Dingan
1
Frederiksen, Per
1
Giet, Ludovic
1
Hadri, Kaddour
1
Herwartz, Helmut
1
Hsieh, Chih-sheng
1
Hurn, Stan
1
Härdle, Wolfgang
1
Janus, Paweł
1
Jeisman, J. I.
1
Jiang, George J.
1
Koopman, Siem Jan
1
Lindsay, Kenneth A.
1
Lubrano, Michel
1
Moon, Seongman
1
Moura, Guilherme Valle
1
Nielsen, Morten Ørregaard
1
Nogales, Francisco J.
1
Oya, Kosuke
1
Santos, André A. P.
1
Schaumburg, Julia
1
Schienle, Melanie
1
Song, Peter X.-K.
1
Spokojnyj, Vladimir G.
1
Tsukahara, Hideatsu
1
Ubukata, Masato
1
Velasco, Carlos
1
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
Journal of econometrics
205
Econometric reviews
70
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
59
Economics letters
58
Econometric theory
55
CEMMAP working papers / Centre for Microdata Methods and Practice
46
Cowles Foundation discussion paper
42
The econometrics journal
42
The Indian economic journal
32
Discussion paper / Tinbergen Institute
31
CREATES research paper
27
Journal of quantitative economics : official journal of the Indian Econometric Society
27
Econometrics : open access journal
26
Economic modelling
26
Cowles Foundation Discussion Paper
25
Quantitative economics : QE ; journal of the Econometric Society
24
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
23
The Indian journal of economics
22
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
20
Discussion papers of interdisciplinary research project 373
20
Working paper
20
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
19
Applied economics letters
18
European journal of operational research : EJOR
17
Journal of the American Statistical Association : JASA
16
Computational economics
15
Discussion paper
15
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
15
SFB 649 discussion paper
15
Discussion paper / Center for Economic Research, Tilburg University
14
Journal of financial econometrics
14
Working paper / Department of Econometrics and Business Statistics, Monash University
14
CEMFI working paper
13
Insurance / Mathematics & economics
13
Journal of empirical finance
13
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
12
Indian journal of agricultural economics
12
Journal of Indian School of Political Economy : a journal devoted to the study of Indian economy, polity, and society
12
Journal of time series econometrics
12
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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
Beyond dimension two : a test for higher-order tail risk
Bormann, Carsten
;
Schaumburg, Julia
;
Schienle, Melanie
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
3
,
pp. 552-580
Persistent link: https://www.econbiz.de/10011623690
Saved in:
3
Estimation of distortion risk measures
Tsukahara, Hideatsu
- In:
Journal of financial econometrics : official journal of …
12
(
2014
)
1
,
pp. 213-235
Persistent link: https://www.econbiz.de/10010233598
Saved in:
4
On the properties of regression test of stock returns predictability using dividend-price ratios
Moon, Seongman
;
Velasco, Carlos
- In:
Journal of financial econometrics : official journal of …
12
(
2014
)
1
,
pp. 151-173
Persistent link: https://www.econbiz.de/10010233601
Saved in:
5
Spot variance path estimation and its application to high-frequency jump testing
Bos, Charles S.
;
Janus, Paweł
;
Koopman, Siem Jan
- In:
Journal of financial econometrics : official journal of …
10
(
2012
)
2
,
pp. 354-389
Persistent link: https://www.econbiz.de/10009540536
Saved in:
6
Modeling multivariate interest rates using time-varying copulas and reducible nonlinear stochastic differential equations
Bu, Ruijun
;
Giet, Ludovic
;
Hadri, Kaddour
;
Lubrano, Michel
- In:
Journal of financial econometrics : official journal of …
9
(
2011
)
1
,
pp. 198-236
Persistent link: https://www.econbiz.de/10009125140
Saved in:
7
Generalized moment tests for autoregressive conditional duration models
Chen, Yi-ting
;
Hsieh, Chih-sheng
- In:
Journal of financial econometrics : official journal of …
8
(
2010
)
3
,
pp. 345-391
Persistent link: https://www.econbiz.de/10003997409
Saved in:
8
Estimation and testing for dependence in market microstructure noise
Ubukata, Masato
;
Oya, Kosuke
- In:
Journal of financial econometrics : official journal of …
7
(
2009
)
2
,
pp. 106-151
Persistent link: https://www.econbiz.de/10003826489
Saved in:
9
Bias-reduced estimation of long-memory stochastic volatility
Frederiksen, Per
;
Nielsen, Morten Ørregaard
- In:
Journal of financial econometrics : official journal of …
6
(
2008
)
4
,
pp. 496-512
Persistent link: https://www.econbiz.de/10003778957
Saved in:
10
Seeing the wood for the trees : a critical evaluation of methods to estimate the parameters of stochastic differential equations
Hurn, Stan
;
Jeisman, J. I.
;
Lindsay, Kenneth A.
- In:
Journal of financial econometrics : official journal of …
5
(
2007
)
3
,
pp. 390-455
Persistent link: https://www.econbiz.de/10003518500
Saved in:
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