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subject:"Probability theory"
subject:"Simulation"
~isPartOf:"Econometric reviews"
~isPartOf:"Journal of economic dynamics & control"
~subject:"Volatilität"
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Search: subject_exact:"Estimation theory"
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Probability theory
Simulation
Volatilität
Estimation theory
525
Schätztheorie
525
Theorie
167
Theory
167
Time series analysis
100
Zeitreihenanalyse
100
Nichtparametrisches Verfahren
84
Nonparametric statistics
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Estimation
69
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25
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25
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Volatility
25
Kointegration
24
Statistical distribution
23
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23
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Maasoumi, Esfandiar
3
Teräsvirta, Timo
3
Jensen, Mark J.
2
Kukacka, Jiri
2
McAleer, Michael
2
Amado, Cristina
1
Amaya, Diego
1
Barunik, Jozef
1
Bennedsen, Mikkel
1
Bermudez, P. de Zea
1
Bernardini Papalia, Rosa
1
Bierens, Herman J.
1
Bosquet, Clément
1
Boswijk, Herman Peter
1
Boudreault, Mathieu
1
Boulhol, Hervé
1
Brownlees, Christian
1
Cai, Yuzhi
1
Cai, Zongwu
1
Catani, Paul
1
Cavaliere, Giuseppe
1
Chaudhuri, Saraswata
1
Chen, Qiang
1
Chu, Chia-shang James
1
De Angelis, Luca
1
Deb, Partha
1
Fan, Yanqin
1
Fernández Vázquez, Esteban
1
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1
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1
Gu, Wentao
1
Guay, Alain
1
Guggenberger, Patrik
1
Hahn, Jinyong
1
Hamori, Shigeyuki
1
Hansen, Peter Reinhard
1
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Econometric reviews
Journal of economic dynamics & control
Journal of econometrics
176
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
81
Economics letters
57
Discussion paper / Tinbergen Institute
55
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
35
European journal of operational research : EJOR
34
Econometric theory
28
Discussion paper / Center for Economic Research, Tilburg University
26
International journal of forecasting
26
Economic modelling
24
Computational economics
21
Statistics in transition : an international journal of the Polish Statistical Association
21
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
21
Journal of empirical finance
20
NBER Working Paper
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CEMMAP working papers / Centre for Microdata Methods and Practice
19
The econometrics journal
19
Finance research letters
18
Journal of financial econometrics : official journal of the Society for Financial Econometrics
18
Quantitative finance
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Série des documents de travail / Centre de Recherche en Économie et Statistique
16
CREATES research paper
15
Journal of banking & finance
15
Operations research
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Discussion paper
14
International journal of theoretical and applied finance
14
Journal of forecasting
14
Discussion paper series / IZA
13
Econometrics : open access journal
13
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
13
Insurance / Mathematics & economics
13
Journal of financial econometrics
13
Journal of risk and financial management : JRFM
13
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
13
Working paper
13
Working paper / National Bureau of Economic Research, Inc.
13
Journal of applied econometrics
12
Report / Econometric Institute, Erasmus University Rotterdam
12
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1
Adaptive information-based methods for determining the co-integration rank in heteroskedastic VAR models
Boswijk, Herman Peter
;
Cavaliere, Giuseppe
;
De Angelis, Luca
- In:
Econometric reviews
42
(
2023
)
9/10
,
pp. 725-757
Persistent link: https://www.econbiz.de/10014420355
Saved in:
2
Estimation of heuristic switching in behavioral macroeconomic models
Kukacka, Jiri
;
Sacht, Stephen
- In:
Journal of economic dynamics & control
146
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014478500
Saved in:
3
Fast estimation of a large TVP-VAR model with score-driven volatilities
Zheng, Tingguo
;
Ye, Shiqi
;
Hong, Yongmiao
- In:
Journal of economic dynamics & control
157
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014495380
Saved in:
4
Smooth transition simultaneous equation models
Kadilli, Anjeza
;
Krishnakumar, Jayalakshmi
- In:
Journal of economic dynamics & control
145
(
2022
),
pp. 1-26
Persistent link: https://www.econbiz.de/10013543246
Saved in:
5
The Jacobian of the exponential function
Magnus, Jan R.
;
Pijls, Henk G. J.
;
Sentana, Enrique
- In:
Journal of economic dynamics & control
127
(
2021
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012668907
Saved in:
6
On the estimation of integrated volatility in the presence of jumps and microstructure noise
Brownlees, Christian
;
Nualart, Eulalia
;
Sun, Yucheng
- In:
Econometric reviews
39
(
2020
)
10
,
pp. 991-1013
Persistent link: https://www.econbiz.de/10012406198
Saved in:
7
Data cloning estimation for asymmetric stochastic volatility models
Bermudez, P. de Zea
;
Marín, J. Miguel
;
Veiga, Helena
- In:
Econometric reviews
39
(
2020
)
10
,
pp. 1057-1074
Persistent link: https://www.econbiz.de/10012406209
Saved in:
8
A comparison of economic agent-based model calibration methods
Platt, Donovan
- In:
Journal of economic dynamics & control
113
(
2020
),
pp. 1-33
Persistent link: https://www.econbiz.de/10012502501
Saved in:
9
Semiparametric estimation and inference on the fractal index of Gaussian and conditionally Gaussian time series data
Bennedsen, Mikkel
- In:
Econometric reviews
39
(
2020
)
9
,
pp. 875-903
Persistent link: https://www.econbiz.de/10012295586
Saved in:
10
Maximum likelihood estimation of first-passage structural credit risk models correcting for the survivorship bias
Amaya, Diego
;
Boudreault, Mathieu
;
McLeish, Don L.
- In:
Journal of economic dynamics & control
100
(
2019
),
pp. 297-313
Persistent link: https://www.econbiz.de/10012130974
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