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subject:"Stichprobenerhebung"
type:"article"
~isPartOf:"Journal of forecasting"
~isPartOf:"Journal of time series econometrics"
~subject:"ARCH-Modell"
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Search: subject_exact:"Estimation theory"
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Stichprobenerhebung
ARCH-Modell
Estimation theory
182
Schätztheorie
182
Time series analysis
93
Zeitreihenanalyse
93
Forecasting model
77
Prognoseverfahren
77
Theorie
45
Theory
45
Estimation
23
Regression analysis
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Regressionsanalyse
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Maximum likelihood estimation
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ARMA model
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ARMA-Modell
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Markov chain
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Markov-Kette
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Monte Carlo simulation
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Monte-Carlo-Simulation
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21
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Ardia, David
2
Arvanitis, Stelios
2
Asai, Manabu
2
Abraham, Bovas
1
Balakrishna, N.
1
Bluteau, Keven
1
Boubaker, Heni
1
Chen, Bei
1
Chen, Jie
1
Dēmos, Antōnēs A.
1
Fei, Tianlun
1
Gel, Yulia R.
1
Harvey, David I.
1
He, Mengxi
1
Hoogerheide, Lennart
1
Hu, Yu-pin
1
Iqbal, Farhat
1
Jensen, Anders Tolver
1
Ke, Tsung-han
1
Kolly, Jeremy
1
Lange, Theis
1
Leybourne, Stephen James
1
Li, Yushu
1
Liu, Xiaoquan
1
Louka, Alexandros
1
McAleer, Michael
1
Milunovich, George
1
Mukherjee, Kanchan
1
Newbold, Paul
1
Nonejad, Nima
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Polanski, Arnold
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1
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So, Mike K. P.
1
So, Mike Ka-pui
1
Stoja, Evarist
1
Trottier, Denis‐Alexandre
1
Wang, Yudong
1
Wen, Conghua
1
Wen, Danyan
1
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Journal of forecasting
Journal of time series econometrics
Journal of econometrics
93
Economics letters
46
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
40
Econometric theory
38
Statistics in transition : an international journal of the Polish Statistical Association
33
Econometric reviews
26
Journal of the American Statistical Association : JASA
23
The econometrics journal
21
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
18
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
17
Journal of empirical finance
17
Applied economics
16
Econometrics : open access journal
16
International journal of forecasting
15
Journal of financial econometrics
14
Economic modelling
13
Finance research letters
13
Journal of risk
13
Applied economics letters
12
International journal of economics and financial issues : IJEFI
12
Journal of financial econometrics : official journal of the Society for Financial Econometrics
11
Journal of risk and financial management : JRFM
10
Journal of banking & finance
9
Statistical papers
9
The North American journal of economics and finance : a journal of financial economics studies
9
The review of economics and statistics
9
Computational economics
8
Journal of applied econometrics
8
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
7
European journal of operational research : EJOR
7
Journal of mathematical finance
7
Metrika : international journal for theoretical and applied statistics
7
CBN journal of applied statistics
6
Insurance / Mathematics & economics
6
International Journal of Energy Economics and Policy : IJEEP
6
International journal of production research
6
Operations research
6
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
5
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ECONIS (ZBW)
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1
Realized BEKK-CAW models
Asai, Manabu
;
So, Mike Ka-pui
- In:
Journal of time series econometrics
15
(
2023
)
1
,
pp. 49-77
Persistent link: https://www.econbiz.de/10014288366
Saved in:
2
Forecasting stock return volatility : realized volatility-type or duration-based estimators
Fei, Tianlun
;
Liu, Xiaoquan
;
Wen, Conghua
- In:
Journal of forecasting
42
(
2023
)
7
,
pp. 1594-1621
Persistent link: https://www.econbiz.de/10014432725
Saved in:
3
Forecasting Bitcoin volatility : a new insight from the threshold regression model
Zhang, Yaojie
;
He, Mengxi
;
Wen, Danyan
;
Wang, Yudong
- In:
Journal of forecasting
41
(
2022
)
3
,
pp. 633-652
Persistent link: https://www.econbiz.de/10013166172
Saved in:
4
Multivariate hyper-rotated GARCH-BEKK
Asai, Manabu
;
McAleer, Michael
- In:
Journal of time series econometrics
14
(
2022
)
2
,
pp. 175-198
Persistent link: https://www.econbiz.de/10013260190
Saved in:
5
Time-varying NoVaS versus GARCH : point prediction, volatility estimation and prediction intervals
Chen, Jie
;
Politis, Dimitris N.
- In:
Journal of time series econometrics
12
(
2020
)
2
,
pp. 1-36
Persistent link: https://www.econbiz.de/10012300649
Saved in:
6
A generalized ARFIMA model with smooth transition fractional integration parameter
Boubaker, Heni
- In:
Journal of time series econometrics
10
(
2018
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10011817682
Saved in:
7
Methods for computing numerical standard errors : review and application to value-at-risk estimation
Ardia, David
;
Bluteau, Keven
;
Hoogerheide, Lennart
- In:
Journal of time series econometrics
10
(
2018
)
2
,
pp. 1-9
Persistent link: https://www.econbiz.de/10011898020
Saved in:
8
The impact of parameter and model uncertainty on market risk predictions from GARCH‐type models
Ardia, David
;
Kolly, Jeremy
;
Trottier, Denis‐Alexandre
- In:
Journal of forecasting
36
(
2017
)
7
,
pp. 808-823
Persistent link: https://www.econbiz.de/10011860735
Saved in:
9
Modeling and forecasting aggregate stock market volatility in unstable environments using mixture innovation regressions
Nonejad, Nima
- In:
Journal of forecasting
36
(
2017
)
6
,
pp. 718-740
Persistent link: https://www.econbiz.de/10011861413
Saved in:
10
Testing for nonlinearity in conditional covariances
Sanhaji, Bilel
- In:
Journal of time series econometrics
9
(
2017
)
2
,
pp. 1-22
Persistent link: https://www.econbiz.de/10011701865
Saved in:
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