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subject:"Stochastischer Prozess"
subject:"Volatility"
~isPartOf:"Série des documents de travail / Centre de Recherche en Économie et Statistique"
~isPartOf:"The econometrics journal"
~subject:"Statistical distribution"
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Search: subject_exact:"Estimation theory"
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Stochastischer Prozess
Volatility
Statistical distribution
Estimation theory
504
Schätztheorie
504
Theorie
186
Theory
186
Nichtparametrisches Verfahren
81
Nonparametric statistics
81
Regression analysis
66
Regressionsanalyse
66
Time series analysis
64
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42
Panel study
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Sampling
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Stichprobenerhebung
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Volatilität
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Gouriéroux, Christian
3
Jasiak, Joann
3
Butucea, Cristina
2
Dabo-Niang, Sophie
2
Lardjane, Salim
2
Wu, Ximing
2
Abadir, Karim Maher
1
Adams, Christopher P.
1
Bao, Yong
1
Bertail, Patrice
1
Bertholon, Henri
1
Bianchi, Michele Leonardo
1
Calzolari, Giorgio
1
Chen, Jia
1
Coudin, Elise
1
Danilov, Dmitry L.
1
Dauxois, Jean-Yves
1
Delgado, Miguel A.
1
Du, Zaichao
1
Dufour, Jean-Marie
1
Elliott, Robert J.
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1
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1
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Gao, Jiti
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
Hoga, Yannick
1
Hounyo, Ulrich
1
Hubner, Stefan
1
Häfke, Christian
1
Höchstötter, Markus
1
Jakobsen, Martin Emil
1
Kappus, Johanna
1
Kim, Kyoo Il
1
Kirmani, Syed N. U. A.
1
Knight, John L.
1
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Série des documents de travail / Centre de Recherche en Économie et Statistique
The econometrics journal
Journal of econometrics
187
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
70
Economics letters
55
Discussion paper / Tinbergen Institute
53
Insurance / Mathematics & economics
51
Econometric reviews
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47
CREATES research paper
30
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Journal of empirical finance
27
International journal of forecasting
26
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
25
European journal of operational research : EJOR
24
Statistics in transition : an international journal of the Polish Statistical Association
24
Econometrics : open access journal
23
Journal of the American Statistical Association : JASA
23
CEMMAP working papers / Centre for Microdata Methods and Practice
22
Discussion paper / Center for Economic Research, Tilburg University
22
Discussion papers of interdisciplinary research project 373
21
Finance research letters
21
Journal of financial econometrics : official journal of the Society for Financial Econometrics
21
SFB 649 discussion paper
21
Cowles Foundation discussion paper
20
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
20
Journal of banking & finance
20
Journal of financial econometrics
20
Journal of risk and financial management : JRFM
20
Journal of forecasting
19
Quantitative finance
18
International journal of theoretical and applied finance
17
Journal of mathematical finance
16
Risks : open access journal
16
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
16
Computational economics
15
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
15
Applied economics
14
NBER Working Paper
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Working papers / TSE : WP
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ECONIS (ZBW)
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1
Explicit minimal representation of variance matrices, and its implication for dynamic volatility models
Abadir, Karim Maher
- In:
The econometrics journal
26
(
2023
)
1
,
pp. 88-104
Persistent link: https://www.econbiz.de/10013543279
Saved in:
2
Distributional robustness of K-class estimators and the PULSE
Jakobsen, Martin Emil
;
Peters, Jonas
- In:
The econometrics journal
25
(
2022
)
2
,
pp. 404-432
Persistent link: https://www.econbiz.de/10013253842
Saved in:
3
Distribution regression in duration analysis : an application to unemployment spells
Delgado, Miguel A.
;
García, Andrés
;
Sant'Anna, Pedro H. C.
- In:
The econometrics journal
25
(
2022
)
3
,
pp. 675-698
Persistent link: https://www.econbiz.de/10013399857
Saved in:
4
Large mixed-frequency VARs with a parsimonious time-varying parameter structure
Götz, Thomas B.
;
Hauzenberger, Klemens
- In:
The econometrics journal
24
(
2021
)
3
,
pp. 442-461
Persistent link: https://www.econbiz.de/10012620715
Saved in:
5
A guided nonparametric goodness-of-fit test with application to income distributions
Wen, Kuangyu
;
Wu, Ximing
- In:
The econometrics journal
22
(
2019
)
3
,
pp. 207-222
Persistent link: https://www.econbiz.de/10012166735
Saved in:
6
Quantile-based smooth transition value at risk estimation
Hubner, Stefan
;
Čížek, Pavel
- In:
The econometrics journal
22
(
2019
)
3
,
pp. 241-261
Persistent link: https://www.econbiz.de/10012166749
Saved in:
7
Testing for changing volatility
Wu, Jilin
;
Xiao, Zhijie
- In:
The econometrics journal
21
(
2018
)
2
,
pp. 192-217
Persistent link: https://www.econbiz.de/10012166609
Saved in:
8
A sequential test for the specification of predictive densities
Lin, Juan
;
Wu, Ximing
- In:
The econometrics journal
20
(
2017
)
2
,
pp. 190-220
Persistent link: https://www.econbiz.de/10011757383
Saved in:
9
Testing for changes in (extreme) VaR
Hoga, Yannick
- In:
The econometrics journal
20
(
2017
)
1
,
pp. 23-51
Persistent link: https://www.econbiz.de/10011719962
Saved in:
10
An overview of the estimation of large covariance and precision matrices
Fan, Jianqing
;
Liao, Yuan
;
Liu, Han
- In:
The econometrics journal
19
(
2016
)
1
,
pp. 1-32
Persistent link: https://www.econbiz.de/10011487485
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