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subject:"Sampling"
subject:"Stichprobenerhebung"
~accessRights:"restricted"
~isPartOf:"Robustness in econometrics"
~subject:"ARCH model"
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Sampling
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Estimation theory
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Börsenkurs
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Multivariate Verteilung
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Robust statistics
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Robustes Verfahren
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Share price
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Time series analysis
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Adjusted method of variance estimates recovery
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Robustness in econometrics
Journal of econometrics
58
Economics letters
26
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
18
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Econometric reviews
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International journal of forecasting
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Finance research letters
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Journal of financial econometrics
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Journal of risk
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Applied economics
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Journal of time series econometrics
9
The North American journal of economics and finance : a journal of financial economics studies
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Journal of empirical finance
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The econometrics journal
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Computational economics
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Journal of mathematical finance
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Econometric theory
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Economic modelling
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Insurance / Mathematics & economics
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International journal of production research
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Journal of banking & finance
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Journal of forecasting
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Operations research
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Operations research letters
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The journal of risk model validation
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Theoretical economics letters
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Working paper / National Bureau of Economic Research, Inc.
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European journal of operational research : EJOR
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International review of economics & finance : IREF
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Journal of economic dynamics & control
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Journal of international financial markets, institutions & money
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Journal of quantitative economics
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Journal of the Operational Research Society
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Mathematics of operations research
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The European journal of finance
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Annals of financial economics
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Econometrics : open access journal
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Robust estimation of Heckman model
Ronchetti, Elvezio
- In:
Robustness in econometrics
,
(pp. 3-21)
.
2017
Persistent link: https://www.econbiz.de/10011800914
Saved in:
2
Structural breaks of CAPM-type market model with heteroskedasticity and quantile regression
Chen, Cathy W. S.
;
Khemmanant Khamthong
;
Lee, Sangyeol
- In:
Robustness in econometrics
,
(pp. 111-134)
.
2017
Persistent link: https://www.econbiz.de/10011801139
Saved in:
3
Do we have robust GARCH models under different mean equations : evidence from exchange rates of Thailand?
Tanaporn Tungtrakul
;
Natthaphat Kingnetr
;
Songsak …
- In:
Robustness in econometrics
,
(pp. 599-613)
.
2017
Persistent link: https://www.econbiz.de/10011801995
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