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Share price
Volatilität
Statistical test
Stochastic process
Estimation theory
437
Schätztheorie
437
Theorie
131
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131
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87
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87
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Dufour, Jean-Marie
4
Teräsvirta, Timo
4
Baltagi, Badi H.
3
Maasoumi, Esfandiar
3
Cai, Zongwu
2
Chen, Yi-ting
2
Kao, Chihwa
2
Li, Shuo
2
Linton, Oliver
2
Liu, Long
2
McAleer, Michael
2
Nishiyama, Yoshihiko
2
Renault, Eric
2
Troster, Victor
2
Tu, Yundong
2
Wagner, Martin
2
Wang, Xuexin
2
Amado, Cristina
1
Ashley, Richard A.
1
Bailey, Natalia
1
Bao, Yong
1
Bennedsen, Mikkel
1
Berenguer-Rico, Vanessa
1
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1
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1
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1
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1
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1
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1
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1
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1
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1
Chaudhuri, Saraswata
1
Chen, Bin
1
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1
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Econometric reviews
Journal of econometrics
290
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
96
Economics letters
82
Econometric theory
68
Discussion paper / Tinbergen Institute
52
CEMMAP working papers / Centre for Microdata Methods and Practice
50
The econometrics journal
48
Cowles Foundation discussion paper
43
Economic modelling
42
CREATES research paper
39
Journal of empirical finance
32
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
30
Econometrics : open access journal
29
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
29
Cowles Foundation Discussion Paper
27
Journal of banking & finance
26
Journal of financial econometrics : official journal of the Society for Financial Econometrics
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26
Journal of financial econometrics
25
Quantitative economics : QE ; journal of the Econometric Society
25
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
24
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
24
Finance research letters
23
SFB 649 discussion paper
23
Applied economics letters
22
Discussion papers of interdisciplinary research project 373
22
International journal of forecasting
22
Cambridge working papers in economics
20
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
20
European journal of operational research : EJOR
20
Journal of forecasting
20
Quantitative finance
20
Working paper / Department of Econometrics and Business Statistics, Monash University
20
Discussion paper
19
NBER Working Paper
19
Discussion paper / Center for Economic Research, Tilburg University
18
Journal of risk and financial management : JRFM
18
Journal of the American Statistical Association : JASA
18
Computational economics
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ECONIS (ZBW)
82
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1
Testing Granger non-causality in expectiles
Bouezmarni, Taoufik
;
Doukali, Mohamed
;
Taamouti, Abderrahim
- In:
Econometric reviews
43
(
2024
)
1
,
pp. 30-51
Persistent link: https://www.econbiz.de/10014486380
Saved in:
2
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:
3
Panel cointegrating polynomial regressions : group-mean fully modified OLS estimation and inference
Wagner, Martin
;
Reichold, Karsten
- In:
Econometric reviews
42
(
2023
)
4
,
pp. 358-392
Persistent link: https://www.econbiz.de/10014305520
Saved in:
4
Optimal minimax rates of specification testing with data-driven bandwidth
Hitomi, Kohtaro
;
Iwasawa, Masamune
;
Nishiyama, Yoshihiko
- In:
Econometric reviews
42
(
2023
)
6
,
pp. 487-512
Persistent link: https://www.econbiz.de/10014305572
Saved in:
5
A simple test of completeness in a class of nonparametric specification
Hu, Yingyao
;
Shiu, Ji-Liang
- In:
Econometric reviews
41
(
2022
)
4
,
pp. 373-399
Persistent link: https://www.econbiz.de/10013364886
Saved in:
6
A RMT-based LM test for error cross-sectional independence in large heterogeneous panel data models
Bailey, Natalia
;
Jiang, Dandan
;
Yao, Jianfeng
- In:
Econometric reviews
41
(
2022
)
5
,
pp. 564-582
Persistent link: https://www.econbiz.de/10013364894
Saved in:
7
Specification tests for univariate diffusions
Hurn, Stan
;
Martin, Vance
;
Xu, Lina
- In:
Econometric reviews
41
(
2022
)
6
,
pp. 607-632
Persistent link: https://www.econbiz.de/10013364897
Saved in:
8
Testing independence between exogenous variables and unobserved errors
Li, Shuo
;
Peng, Liuhua
;
Tu, Yundong
- In:
Econometric reviews
41
(
2022
)
7
,
pp. 697-728
Persistent link: https://www.econbiz.de/10013364903
Saved in:
9
Comprehensively testing linearity hypothesis using the smooth transition autoregressive model
Seong, Dakyung
;
Cho, Jin Seo
;
Teräsvirta, Timo
- In:
Econometric reviews
41
(
2022
)
8
,
pp. 966-984
Persistent link: https://www.econbiz.de/10013364922
Saved in:
10
A robust test for serial correlation in panel data models
Chen, Bin
- In:
Econometric reviews
41
(
2022
)
9
,
pp. 1095-1112
Persistent link: https://www.econbiz.de/10013364945
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