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subject:"Stichprobenerhebung"
type:"article"
~isPartOf:"Computational economics"
~subject:"ARCH-Modell"
~subject:"Volatilität"
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Search: subject_exact:"Estimation theory"
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Stichprobenerhebung
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Estimation theory
107
Schätztheorie
107
Time series analysis
31
Zeitreihenanalyse
31
Monte Carlo simulation
21
Monte-Carlo-Simulation
21
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20
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Estimation
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Aloy, Marcel
1
Bartolucci, Francesco
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1
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1
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1
Feng, Xuejie
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Midiliç, Murat
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Nonejad, Nima
1
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1
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1
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1
Truchis, Gilles de
1
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1
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1
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Computational economics
Journal of econometrics
181
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
70
Economics letters
63
Econometric theory
51
Econometric reviews
40
Statistics in transition : an international journal of the Polish Statistical Association
33
Journal of empirical finance
32
The econometrics journal
27
Journal of the American Statistical Association : JASA
26
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
25
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
24
Economic modelling
23
Journal of financial econometrics
23
Journal of financial econometrics : official journal of the Society for Financial Econometrics
23
Econometrics : open access journal
20
International journal of forecasting
20
Applied economics
17
Finance research letters
17
Journal of banking & finance
17
Journal of forecasting
16
Applied economics letters
15
Quantitative finance
15
International journal of economics and financial issues : IJEFI
14
Journal of risk
14
Journal of risk and financial management : JRFM
14
International journal of theoretical and applied finance
13
The North American journal of economics and finance : a journal of financial economics studies
13
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
11
Journal of applied econometrics
11
Journal of mathematical finance
11
Journal of time series econometrics
11
European journal of operational research : EJOR
10
Statistical papers
10
The review of economics and statistics
10
Handbook of financial time series
9
Finance and stochastics
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The European journal of finance
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CBN journal of applied statistics
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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1
Penalized averaging of quantile forecasts from GARCH models with many exogenous predictors
Gooijer, Jan G. de
- In:
Computational economics
62
(
2023
)
1
,
pp. 407-424
Persistent link: https://www.econbiz.de/10014327543
Saved in:
2
Prediction of Loan Rate for Mortgage Data : Deep Learning Versus Robust Regression
Wang, Donglin
;
Hong, Don
;
Wu, Qiang
- In:
Computational economics
61
(
2023
)
3
,
pp. 1137-1150
Persistent link: https://www.econbiz.de/10014252161
Saved in:
3
Option pricing model biases : Bayesian and Markov Chain Monte Carlo regression analysis
Mozumder, Sharif
;
Choudhry, Taufiq
;
Dempsey, Michael
- In:
Computational economics
57
(
2021
)
4
,
pp. 1287-1305
Persistent link: https://www.econbiz.de/10012543312
Saved in:
4
Bayesian estimation for high-frequency volatility models in a time deformed framework
Santos, Antonio A. F.
- In:
Computational economics
57
(
2021
)
2
,
pp. 455-479
Persistent link: https://www.econbiz.de/10012486920
Saved in:
5
Estimation of STAR-GARCH models with iteratively weighted least squares
Midiliç, Murat
- In:
Computational economics
55
(
2020
)
1
,
pp. 87-117
Persistent link: https://www.econbiz.de/10012222593
Saved in:
6
A perturbation method to optimize the parameters of autoregressive conditional heteroscedasticity model
Feng, Xuejie
;
Zhang, Chiping
- In:
Computational economics
55
(
2020
)
3
,
pp. 1021-1044
Persistent link: https://www.econbiz.de/10012223692
Saved in:
7
Finite Gaussian mixture approximations to analytically intractable density Kernels
Khorunzhina, Natalia
;
Richard, Jean-François
- In:
Computational economics
53
(
2019
)
3
,
pp. 991-1017
Persistent link: https://www.econbiz.de/10012135106
Saved in:
8
Unified approach for the affine and non-affine models : an empirical analysis on the S&P 500 volatility dynamics
Zhu, Shunwei
;
Wang, Bo
- In:
Computational economics
53
(
2019
)
4
,
pp. 1421-1442
Persistent link: https://www.econbiz.de/10012135302
Saved in:
9
Modeling persistence and parameter instability in historical crude oil price data using a gibbs sampling approach
Nonejad, Nima
- In:
Computational economics
53
(
2019
)
4
,
pp. 1687-1710
Persistent link: https://www.econbiz.de/10012135601
Saved in:
10
Integrated portfolio risk measure : estimation and asymptotics of multivariate geometric quantiles
Sun, Edward W.
;
Wang, Yu-Jen
;
Yu, Min-Teh
- In:
Computational economics
52
(
2018
)
2
,
pp. 627-652
Persistent link: https://www.econbiz.de/10012053017
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