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subject:"Volatilität"
type_genre:"Article in journal"
~isPartOf:"Econometric reviews"
~subject:"Kapitaleinkommen"
~subject:"Nonlinear regression"
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Volatilität
Kapitaleinkommen
Nonlinear regression
Estimation
141
Schätzung
141
Theorie
72
Theory
72
Estimation theory
54
Schätztheorie
54
Time series analysis
41
Zeitreihenanalyse
41
Stochastic process
27
Stochastischer Prozess
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Volatility
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Nichtparametrisches Verfahren
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panel data
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Article in journal
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40
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McAleer, Michael
4
Asai, Manabu
3
Chan, Joshua
2
Jawadi, Fredj
2
Maasoumi, Esfandiar
2
Meyer, Renate
2
Teräsvirta, Timo
2
Alghalith, Moawia
1
Amado, Cristina
1
Ando, Tomohiro
1
Andreou, Panayiotis C.
1
Anyfantaki, Sofia
1
Audrino, Francesco
1
Belaire-Franch, Jorge
1
Bennedsen, Mikkel
1
Bermudez, P. de Zea
1
Brownlees, Christian
1
Bu, Ruijun
1
Cai, Yuzhi
1
Caporin, Massimiliano
1
Corsi, Fulvio
1
Demetrescu, Matei
1
Dimitrakopoulos, Stefanos
1
Eisenstat, Eric
1
Filipova, Kameliya
1
Ftiti, Zied
1
Glickman, Mark E.
1
Harvey, David I.
1
Hsiao, Cheng
1
Jiang, Chuanliang
1
Jungbacker, Borus
1
Kiliç, Rehim
1
Kolossiatis, Michalis
1
Koopman, Siem Jan
1
Leppin, Julian Sebastian
1
Leybourne, Stephen James
1
Li, Haiqi
1
Li, Yuyi
1
Liang, Zhongwen
1
Lin, Zhongjian
1
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Econometric reviews
Finance research letters
213
Applied economics
207
Economic modelling
192
International review of economics & finance : IREF
187
International review of financial analysis
185
Journal of banking & finance
181
Applied economics letters
172
Energy economics
164
Journal of empirical finance
159
The North American journal of economics and finance : a journal of financial economics studies
151
Applied financial economics
144
Journal of financial economics
141
Journal of econometrics
129
Journal of international financial markets, institutions & money
117
Journal of international money and finance
111
Research in international business and finance
110
Economics letters
95
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
94
The European journal of finance
94
Pacific-Basin finance journal
84
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
80
International journal of finance & economics : IJFE
79
Journal of risk and financial management : JRFM
75
Review of quantitative finance and accounting
74
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
71
The journal of futures markets
70
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
67
International journal of economics and finance
67
International journal of forecasting
62
Management science : journal of the Institute for Operations Research and the Management Sciences
61
Cogent economics & finance
59
International journal of economics and financial issues : IJEFI
55
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
53
Journal of financial econometrics : official journal of the Society for Financial Econometrics
53
Journal of financial markets
50
Quantitative finance
49
Journal of economic dynamics & control
47
Journal of forecasting
47
The empirical economics letters : a monthly international journal of economics
43
The journal of finance : the journal of the American Finance Association
42
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ECONIS (ZBW)
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1
Forecasting levels in loglinear unit root models
VanGarderen, Kees Jan
- In:
Econometric reviews
42
(
2023
)
9/10
,
pp. 780-805
Persistent link: https://www.econbiz.de/10014420346
Saved in:
2
Improved tests for stock return predictability
Harvey, David I.
;
Leybourne, Stephen James
;
Taylor, Robert
- In:
Econometric reviews
42
(
2023
)
9/10
,
pp. 834-861
Persistent link: https://www.econbiz.de/10014420348
Saved in:
3
Extremal quantiles and stock price crashes
Andreou, Panayiotis C.
;
Anyfantaki, Sofia
;
Maasoumi, …
- In:
Econometric reviews
42
(
2023
)
9/10
,
pp. 703-724
Persistent link: https://www.econbiz.de/10014420354
Saved in:
4
A new Bayesian model for contagion and interdependence
Poon, Aubrey
;
Zhu, Dan
- In:
Econometric reviews
41
(
2022
)
7
,
pp. 806-826
Persistent link: https://www.econbiz.de/10013364908
Saved in:
5
Dynamic factor, leverage and realized covariances in multivariate stochastic volatility
Yamauchi, Yuta
;
Omori, Yasuhiro
- In:
Econometric reviews
42
(
2023
)
6
,
pp. 513-539
Persistent link: https://www.econbiz.de/10014305574
Saved in:
6
Large dimensional portfolio allocation based on a mixed frequency dynamic factor model
Peng, Siyang
;
Shaojun, Guo
;
Long, Yonghong
- In:
Econometric reviews
41
(
2022
)
5
,
pp. 539-563
Persistent link: https://www.econbiz.de/10013364893
Saved in:
7
Homogeneous vs. heterogeneous transition functions in panel smooth transition regressions
Demetrescu, Matei
;
Leppin, Julian Sebastian
;
Reitz, Stefan
- In:
Econometric reviews
40
(
2021
)
2
,
pp. 177-196
Persistent link: https://www.econbiz.de/10012483806
Saved in:
8
Bayesian analysis of moving average stochastic volatility models : modeling in-mean effects and leverage for financial time series
Dimitrakopoulos, Stefanos
;
Kolossiatis, Michalis
- In:
Econometric reviews
39
(
2020
)
4
,
pp. 319-343
Persistent link: https://www.econbiz.de/10012181420
Saved in:
9
A multifactor transformed diffusion model with applications to VIX and VIX futures
Bu, Ruijun
;
Jawadi, Fredj
;
Li, Yuyi
- In:
Econometric reviews
39
(
2020
)
1
,
pp. 27-53
Persistent link: https://www.econbiz.de/10012181537
Saved in:
10
Forecasting energy futures volatility with threshold augmented heterogeneous autoregressive jump models
Jawadi, Fredj
;
Ftiti, Zied
;
Louhichi, Waël
- In:
Econometric reviews
39
(
2020
)
1
,
pp. 54-70
Persistent link: https://www.econbiz.de/10012181540
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