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subject:"Indien"
subject:"Sparen"
~isPartOf:"Journal of time series econometrics"
~subject:"ARCH model"
~subject:"ARCH-Modell"
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Search: subject_exact:"Estimation theory"
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Indien
Sparen
ARCH model
ARCH-Modell
Estimation theory
59
Schätztheorie
59
Time series analysis
39
Zeitreihenanalyse
39
Statistical test
10
Statistischer Test
10
Einheitswurzeltest
9
Unit root test
9
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8
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cointegration
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bootstrap
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Arvanitis, Stelios
2
Asai, Manabu
2
Ardia, David
1
Bluteau, Keven
1
Boubaker, Heni
1
Chen, Jie
1
Dēmos, Antōnēs A.
1
Hoogerheide, Lennart
1
Jensen, Anders Tolver
1
Lange, Theis
1
Louka, Alexandros
1
McAleer, Michael
1
Milunovich, George
1
Politis, Dimitris N.
1
Sanhaji, Bilel
1
So, Mike Ka-pui
1
Yang, Minxian
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Journal of time series econometrics
Journal of econometrics
52
Econometric theory
35
The Indian economic journal
32
Journal of quantitative economics : official journal of the Indian Econometric Society
26
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
25
The Indian journal of economics
23
Economics letters
21
Discussion paper / Tinbergen Institute
20
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
17
Econometric reviews
14
International journal of forecasting
14
The econometrics journal
14
Journal of empirical finance
13
Applied economics
12
CREATES research paper
12
Finance research letters
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 risk
12
International journal of economics and financial issues : IJEFI
11
Journal of financial econometrics : official journal of the Society for Financial Econometrics
11
Journal of forecasting
11
Journal of risk and financial management : JRFM
11
Artha vijñāna : journal of the Gokhale Institute of Politics and Economics
10
Economic modelling
10
Occasional papers / Reserve Bank of India
10
Anvesak : journal of the Sardar Patel Institute of Economic and Social Research
9
CORE discussion papers : DP
9
Finance India : the quarterly journal of Indian Institute of Finance
9
Journal of banking & finance
9
Margin : quarterly journal of the National Council of Applied Economic Research
9
Série des documents de travail / Centre de Recherche en Économie et Statistique
9
The North American journal of economics and finance : a journal of financial economics studies
9
Applied economics letters
8
Econometrics : open access journal
8
Journal of financial econometrics
8
The Pakistan development review : PDR
8
Journal of mathematical finance
7
Theoretical economics letters
7
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1
Realized BEKK-CAW models
Asai, Manabu
;
So, Mike Ka-pui
- In:
Journal of time series econometrics
15
(
2023
)
1
,
pp. 49-77
Persistent link: https://www.econbiz.de/10014288366
Saved in:
2
Multivariate hyper-rotated GARCH-BEKK
Asai, Manabu
;
McAleer, Michael
- In:
Journal of time series econometrics
14
(
2022
)
2
,
pp. 175-198
Persistent link: https://www.econbiz.de/10013260190
Saved in:
3
Time-varying NoVaS versus GARCH : point prediction, volatility estimation and prediction intervals
Chen, Jie
;
Politis, Dimitris N.
- In:
Journal of time series econometrics
12
(
2020
)
2
,
pp. 1-36
Persistent link: https://www.econbiz.de/10012300649
Saved in:
4
A generalized ARFIMA model with smooth transition fractional integration parameter
Boubaker, Heni
- In:
Journal of time series econometrics
10
(
2018
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10011817682
Saved in:
5
Methods for computing numerical standard errors : review and application to value-at-risk estimation
Ardia, David
;
Bluteau, Keven
;
Hoogerheide, Lennart
- In:
Journal of time series econometrics
10
(
2018
)
2
,
pp. 1-9
Persistent link: https://www.econbiz.de/10011898020
Saved in:
6
Testing for nonlinearity in conditional covariances
Sanhaji, Bilel
- In:
Journal of time series econometrics
9
(
2017
)
2
,
pp. 1-22
Persistent link: https://www.econbiz.de/10011701865
Saved in:
7
A note on the QMLE limit theory in the non-stationary ARCH(1) model
Arvanitis, Stelios
;
Louka, Alexandros
- In:
Journal of time series econometrics
8
(
2016
)
1
,
pp. 21-39
Persistent link: https://www.econbiz.de/10011440450
Saved in:
8
Valid locally uniform edgeworth expansions for a class of weakly dependent processes or sequences of smooth transformations
Arvanitis, Stelios
;
Dēmos, Antōnēs A.
- In:
Journal of time series econometrics
6
(
2014
)
2
,
pp. 183-235
Persistent link: https://www.econbiz.de/10010401116
Saved in:
9
On identifying structural VAR models via ARCH effects
Milunovich, George
;
Yang, Minxian
- In:
Journal of time series econometrics
5
(
2013
)
2
,
pp. 117-131
Persistent link: https://www.econbiz.de/10010225458
Saved in:
10
On convergence of the QMLE for misspecified GARCH models
Jensen, Anders Tolver
;
Lange, Theis
- In:
Journal of time series econometrics
2
(
2010
)
1
,
pp. 1-29
Persistent link: https://www.econbiz.de/10009623323
Saved in:
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