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type_genre:"Article in journal"
~isPartOf:"Oxford bulletin of economics and statistics"
~subject:"Volatility"
~subject:"Zeitreihenanalyse"
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Volatility
Zeitreihenanalyse
Theorie
395
Theory
395
Estimation theory
100
Schätztheorie
100
Estimation
58
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58
Großbritannien
55
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54
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Cubadda, Gianluca
3
Franses, Philip Hans
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Banerjee, Anindya
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Caporale, Guglielmo Maria
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Gil-Alaña, Luis A.
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Granger, C. W. J.
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Oxford bulletin of economics and statistics
Journal of econometrics
410
Economics letters
335
International journal of forecasting
335
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
273
Journal of forecasting
256
Econometric theory
198
Economic modelling
165
Econometric reviews
160
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151
Journal of banking & finance
126
Journal of economic dynamics & control
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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116
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
111
Applied economics letters
109
Journal of empirical finance
108
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99
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
91
Finance research letters
90
Journal of international money and finance
90
International journal of theoretical and applied finance
85
Journal of financial economics
83
International review of economics & finance : IREF
75
International review of financial analysis
75
Mathematical finance : an international journal of mathematics, statistics and financial theory
72
Macroeconomic dynamics
70
The European journal of finance
67
The review of financial studies
63
Journal of macroeconomics
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Journal of monetary economics
61
The North American journal of economics and finance : a journal of financial economics studies
60
Journal of risk and financial management : JRFM
58
The journal of finance : the journal of the American Finance Association
58
Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Quantitative finance
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European journal of operational research : EJOR
56
Applied financial economics
55
Econometrics : open access journal
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1
Smooth and abrupt dynamics in financial volatility : the MS-MEM-MIDAS
Scaffidi Domianello, Luca
;
Gallo, Giampiero M.
; …
- In:
Oxford bulletin of economics and statistics
86
(
2024
)
1
,
pp. 21-43
Persistent link: https://www.econbiz.de/10014481332
Saved in:
2
Large time-varying volatility models for hourly electricity prices
Gianfreda, Angelica
;
Ravazzolo, Francesco
;
Rossini, Luca
- In:
Oxford bulletin of economics and statistics
85
(
2023
)
3
,
pp. 545-573
Persistent link: https://www.econbiz.de/10014304428
Saved in:
3
Dimension reduction for high-dimensional vector autoregressive models
Cubadda, Gianluca
;
Hecq, Alain W. J.
- In:
Oxford bulletin of economics and statistics
84
(
2022
)
5
,
pp. 1123-1152
Persistent link: https://www.econbiz.de/10013468551
Saved in:
4
Inference in misspecified GARCH-M models
Smallwood, Aaron D.
- In:
Oxford bulletin of economics and statistics
84
(
2022
)
2
,
pp. 334-355
Persistent link: https://www.econbiz.de/10013188544
Saved in:
5
Choosing between different time-varying volatility models for structural vector autoregressive analysis
Lütkepohl, Helmut
;
Schlaak, Thore
- In:
Oxford bulletin of economics and statistics
80
(
2018
)
4
,
pp. 715-735
Persistent link: https://www.econbiz.de/10011969506
Saved in:
6
Measuring spot variance spillovers when (co)variances are time-varying : the case of multivariate GARCH models
Fengler, Matthias
;
Herwartz, Helmut
- In:
Oxford bulletin of economics and statistics
80
(
2018
)
1
,
pp. 135-159
Persistent link: https://www.econbiz.de/10011969544
Saved in:
7
Simulation evidence on theory-based and statistical identification under volatility breaks
Herwartz, Helmut
;
Plödt, Martin
- In:
Oxford bulletin of economics and statistics
78
(
2016
)
1
,
pp. 94-112
Persistent link: https://www.econbiz.de/10011494636
Saved in:
8
Outlier detection in the lognormal logarithmic conditional autoregressive range model
Chiang, Min-Hsien
;
Chou, Ray Yeutien
;
Wang, Li-Min
- In:
Oxford bulletin of economics and statistics
78
(
2016
)
1
,
pp. 126-144
Persistent link: https://www.econbiz.de/10011494656
Saved in:
9
On the applicability of the sieve bootstrap in time series panels
Smeekes, Stephan
;
Urbain, Jean-Pierre
- In:
Oxford bulletin of economics and statistics
76
(
2014
)
1
,
pp. 139-151
Persistent link: https://www.econbiz.de/10010439608
Saved in:
10
Quantile autoregressive distributed lag model with an application to house price returns
Galvão Júnior, Antônio Fialho
;
Montes-Rojas, Gabriel
; …
- In:
Oxford bulletin of economics and statistics
75
(
2013
)
2
,
pp. 307-321
Persistent link: https://www.econbiz.de/10009754614
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