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subject:"Probability theory"
subject:"Time series analysis"
~isPartOf:"Journal of financial econometrics"
~subject:"Bayes-Statistik"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Estimation theory"
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Probability theory
Time series analysis
Bayes-Statistik
Estimation theory
48
Schätztheorie
48
Estimation
19
Schätzung
19
Zeitreihenanalyse
14
Volatility
13
Volatilität
13
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9
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Aufsatz in Zeitschrift
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Bauwens, Luc
1
Cipollini, Fabrizio
1
Gallo, Giampiero M.
1
Grønneberg, Steffen
1
Han, Heejoon
1
Hecq, Alain W. J.
1
Hong, Seok Young
1
Huang, Haitao
1
Hung, Mao-Wei
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Inoue, Atsushi
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Jach, Agnieszka
1
Jiang, Binyan
1
Jung, Whayoung
1
Ko, Yi-Chen
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Lee, Ji Hyung
1
Leng, Xuan
1
Liu, Cheng
1
Liu, Xiaohui
1
Livieri, Giulia
1
Lu, Jin
1
Lucas, André
1
Mancino, Maria Elvira
1
Margaritella, Luca
1
Marmi, Stefano
1
McElroy, Tucker
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Nolte, Ingmar
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Noureldin, Diaa
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Opschoor, Anne
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Otranto, Edoardo
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Palandri, Alessandro
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Pelletier, Denis
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Peng, Liang
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Pericoli, Marcello
1
Smeekes, Stephan
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Sucarrat, Genaro
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Taboga, Marco
1
Tang, Cheng Yong
1
Taylor, Stephen
1
Toscano, Giacomo
1
Wang, Jr-Yan
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Journal of financial econometrics
Journal of econometrics
372
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
173
Econometric theory
171
Economics letters
158
Econometric reviews
105
International journal of forecasting
78
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
57
Journal of forecasting
57
Applied economics letters
56
Econometrics : open access journal
56
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
52
Journal of the American Statistical Association : JASA
51
The econometrics journal
47
Economic modelling
46
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
41
Journal of applied econometrics
40
Applied economics
39
Computational economics
39
Journal of time series econometrics
39
Journal of empirical finance
27
Statistics in transition : an international journal of the Polish Statistical Association
26
Insurance / Mathematics & economics
25
Journal of economic dynamics & control
25
Oxford bulletin of economics and statistics
25
European journal of operational research : EJOR
23
Quantitative economics : QE ; journal of the Econometric Society
23
Journal of financial econometrics : official journal of the Society for Financial Econometrics
22
Journal of risk and financial management : JRFM
20
The review of economic studies
19
Journal of macroeconomics
18
Statistical papers
17
Finance research letters
16
The review of economics and statistics
16
Journal of quantitative economics
15
Quantitative finance
15
Central European journal of economic modelling and econometrics
12
Empirical economics : a quarterly journal of the Institute for Advanced Studies
12
Journal of banking & finance
12
Energy economics
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1
Granger causality testing in high-dimensional VARs : a post-double-selection procedure
Hecq, Alain W. J.
;
Margaritella, Luca
;
Smeekes, Stephan
- In:
Journal of financial econometrics
21
(
2023
)
3
,
pp. 915-958
Persistent link: https://www.econbiz.de/10014314841
Saved in:
2
Estimation and inference of quantile impulse response functions by local projections : with applications to VaR dynamics
Han, Heejoon
;
Jung, Whayoung
;
Lee, Ji Hyung
- In:
Journal of financial econometrics
22
(
2024
)
1
,
pp. 1-29
Persistent link: https://www.econbiz.de/10014526299
Saved in:
3
Volatility of volatility estimation : central limit theorems for the fourier transform estimator and empirical study of the daily time series stylized facts
Toscano, Giacomo
;
Livieri, Giulia
;
Mancino, Maria Elvira
; …
- In:
Journal of financial econometrics
22
(
2024
)
1
,
pp. 252-296
Persistent link: https://www.econbiz.de/10014526318
Saved in:
4
Dynamic covariance matrix estimation and portfolio analysis with high-frequency data
Jiang, Binyan
;
Liu, Cheng
;
Tang, Cheng Yong
- In:
Journal of financial econometrics
22
(
2024
)
2
,
pp. 461-491
Persistent link: https://www.econbiz.de/10014526333
Saved in:
5
Modeling realized covariance matrices : a class of hadamard exponential models
Bauwens, Luc
;
Otranto, Edoardo
- In:
Journal of financial econometrics
21
(
2023
)
4
,
pp. 1376-1401
Persistent link: https://www.econbiz.de/10014391463
Saved in:
6
An application of damped diffusion for modeling volatility dynamics
Hung, Mao-Wei
;
Ko, Yi-Chen
;
Wang, Jr-Yan
- In:
Journal of financial econometrics
21
(
2023
)
3
,
pp. 779-809
Persistent link: https://www.econbiz.de/10014314820
Saved in:
7
Volatility estimation and forecasts based on price durations
Hong, Seok Young
;
Nolte, Ingmar
;
Taylor, Stephen
;
Zhao, …
- In:
Journal of financial econometrics
21
(
2023
)
1
,
pp. 106-144
Persistent link: https://www.econbiz.de/10013542852
Saved in:
8
Volatility prediction using a realized-measure-based component model
Noureldin, Diaa
- In:
Journal of financial econometrics
20
(
2022
)
1
,
pp. 76-104
Persistent link: https://www.econbiz.de/10012878187
Saved in:
9
Nearly exact Bayesian estimation of non-linear no-arbitrage term-structure models
Pericoli, Marcello
;
Taboga, Marco
- In:
Journal of financial econometrics
20
(
2022
)
5
,
pp. 807-838
Persistent link: https://www.econbiz.de/10013460028
Saved in:
10
Risk estimation with a time-varying probability of zero returns
Sucarrat, Genaro
;
Grønneberg, Steffen
- In:
Journal of financial econometrics
20
(
2022
)
2
,
pp. 278-309
Persistent link: https://www.econbiz.de/10013187979
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