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subject:"Probability theory"
subject:"United States"
~isPartOf:"Econometric reviews"
~isPartOf:"Journal of financial and quantitative analysis : JFQA"
~subject:"ARCH-Modell"
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Search: subject_exact:"Estimation theory"
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Probability theory
United States
ARCH-Modell
Estimation theory
470
Schätztheorie
470
Theorie
150
Theory
150
Time series analysis
89
Zeitreihenanalyse
89
Nichtparametrisches Verfahren
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Estimation
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Statistischer Test
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Teräsvirta, Timo
3
Amado, Cristina
1
Armah, Nii Ayi
1
Ashley, Richard A.
1
Bermudez, P. de Zea
1
Bosquet, Clément
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Boulhol, Hervé
1
Bradley, Michael G.
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Catani, Paul
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Chan, Louis K. C.
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Chaudhuri, Saraswata
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1
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Drichoutis, Andreas C.
1
Fan, Yanqin
1
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1
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1
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1
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1
Guay, Alain
1
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1
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Econometric reviews
Journal of financial and quantitative analysis : JFQA
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
132
Journal of econometrics
105
Economics letters
52
Econometric theory
48
The review of economics and statistics
45
Discussion paper / Tinbergen Institute
43
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
41
Working paper / National Bureau of Economic Research, Inc.
36
International journal of forecasting
32
Journal of applied econometrics
26
Applied economics
23
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
22
American journal of agricultural economics
21
CREATES research paper
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Journal of forecasting
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The econometrics journal
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Journal of empirical finance
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Statistics in transition : an international journal of the Polish Statistical Association
18
Technical working paper / National Bureau of Economic Research
18
Discussion paper / Center for Economic Research, Tilburg University
17
Série des documents de travail / Centre de Recherche en Économie et Statistique
17
Finance research letters
16
Journal of banking & finance
16
Journal of financial econometrics : official journal of the Society for Financial Econometrics
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CEMMAP working papers / Centre for Microdata Methods and Practice
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The journal of futures markets
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Applied economics letters
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NBER working paper series
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The journal of finance : the journal of the American Finance Association
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The review of economic studies
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The review of financial studies
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Discussion paper series / IZA
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European journal of operational research : EJOR
13
Journal of risk
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Report / Econometric Institute, Erasmus University Rotterdam
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Insurance / Mathematics & economics
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Journal of macroeconomics
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1
Random autoregressive models : a structured overview
Regis, Marta
;
Serra, Paulo
;
Heuvel, Edwin R. van den
- In:
Econometric reviews
41
(
2022
)
2
,
pp. 207-230
Persistent link: https://www.econbiz.de/10013167604
Saved in:
2
High-dimensional penalized arch processes
Poignard, Benjamin
;
Fermanian, Jean-David
- In:
Econometric reviews
40
(
2021
)
1
,
pp. 86-107
Persistent link: https://www.econbiz.de/10012483797
Saved in:
3
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:
4
Inference for the tail index of a GARCH(1,1) model and an AR(1) model with ARCH(1) errors
Zhang, Rongmao
;
Li, Chenxue
;
Peng, Liang
- In:
Econometric reviews
38
(
2019
)
2
,
pp. 151-169
Persistent link: https://www.econbiz.de/10012180711
Saved in:
5
Neglecting structural breaks when estimating and valuing dynamic correlations for asset allocation
Halunga, Andreea G.
;
Savva, Christos S.
- In:
Econometric reviews
38
(
2019
)
6
,
pp. 660-678
Persistent link: https://www.econbiz.de/10012181343
Saved in:
6
A general approach to conditional moment specification testing with projections
Wang, Xuexin
- In:
Econometric reviews
37
(
2018
)
1/5
,
pp. 140-165
Persistent link: https://www.econbiz.de/10012038162
Saved in:
7
Robust parametric tests of constant conditional correlation in a MGARCH model
Shadat, Wasel
;
Orme, Chris D.
- In:
Econometric reviews
37
(
2018
)
6/10
,
pp. 551-576
Persistent link: https://www.econbiz.de/10012039397
Saved in:
8
Specification and testing of multiplicative time-varying GARCH models with applications
Amado, Cristina
;
Teräsvirta, Timo
- In:
Econometric reviews
36
(
2017
)
4
,
pp. 421-446
Persistent link: https://www.econbiz.de/10011795239
Saved in:
9
A Lagrange multiplier test for testing the adequacy of constant conditional correlation GARCH model
Catani, Paul
;
Teräsvirta, Timo
;
Yin, Meiqun
- In:
Econometric reviews
36
(
2017
)
6/9
,
pp. 599-621
Persistent link: https://www.econbiz.de/10011795292
Saved in:
10
Adaptive LASSO estimation for ARDL models with GARCH innovations
Medeiros, Marcelo C.
;
Mendes, Eduardo F.
- In:
Econometric reviews
36
(
2017
)
6/9
,
pp. 622-637
Persistent link: https://www.econbiz.de/10011795298
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