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type_genre:"Mehrbändiges Werk"
type_genre:"Working Paper"
~isPartOf:"Journal of empirical finance"
~subject:"Statistische Verteilung"
~subject:"USA"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Estimation theory"
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Statistische Verteilung
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Estimation theory
74
Schätztheorie
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Time series analysis
23
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23
Estimation
21
Schätzung
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Mehrbändiges Werk
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Chen, Yi-ting
1
Cheng, Wan-hsiu
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Creel, Michael D.
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Daníelsson, Jón
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Mele, Antonio
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Journal of empirical finance
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
116
Journal of econometrics
92
The review of economics and statistics
44
Insurance / Mathematics & economics
43
Economics letters
42
Working paper / National Bureau of Economic Research, Inc.
35
Econometric theory
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Econometric reviews
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CEMMAP working papers / Centre for Microdata Methods and Practice
26
Discussion paper / Tinbergen Institute
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Statistics in transition : an international journal of the Polish Statistical Association
25
Journal of applied econometrics
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
23
Journal of the American Statistical Association : JASA
21
American journal of agricultural economics
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Discussion paper series / IZA
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International journal of forecasting
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Discussion paper / Center for Economic Research, Tilburg University
19
The econometrics journal
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Applied economics
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The journal of futures markets
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Journal of financial and quantitative analysis : JFQA
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The review of financial studies
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CREATES research paper
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Journal of banking & finance
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The journal of finance : the journal of the American Finance Association
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European journal of operational research : EJOR
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Journal of forecasting
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Journal of macroeconomics
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
13
Technical working paper / National Bureau of Economic Research
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Applied economics letters
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Statistical papers
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Série des documents de travail / Centre de Recherche en Économie et Statistique
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
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Discussion papers of interdisciplinary research project 373
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ECARES working paper
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ECONIS (ZBW)
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1
Estimating and testing skewness in a stochastic volatility model
Lee, Cheol Woo
;
Kang, Kyu Ho
- In:
Journal of empirical finance
72
(
2023
),
pp. 445-467
Persistent link: https://www.econbiz.de/10014476881
Saved in:
2
Testing of a market fraction model and power-law behaviour in the DAX 30
He, Xue-zhong
;
Li, Youwei
- In:
Journal of empirical finance
31
(
2015
),
pp. 1-17
Persistent link: https://www.econbiz.de/10011489318
Saved in:
3
ABC of SV: limited information likelihood inference in stochastic volatility jump-diffusion models
Creel, Michael D.
;
Kristensen, Dennis
- In:
Journal of empirical finance
31
(
2015
),
pp. 85-108
Persistent link: https://www.econbiz.de/10011489408
Saved in:
4
Nonparametric estimation of scalar diffusion models of interest rates using asymmetric kernels
Gospodinov, Nikolaj
;
Hirukawa, Masayuki
- In:
Journal of empirical finance
19
(
2012
)
4
,
pp. 595-609
Persistent link: https://www.econbiz.de/10009615659
Saved in:
5
A simple approach to standardized-residuals-based higher-moment tests
Chen, Yi-ting
- In:
Journal of empirical finance
19
(
2012
)
4
,
pp. 427-453
Persistent link: https://www.econbiz.de/10009615672
Saved in:
6
Skewness and leptokurtosis in GARCH-typed VaR estimation of petroleum and metal asset returns
Cheng, Wan-hsiu
;
Hung, Jui-cheng
- In:
Journal of empirical finance
18
(
2011
)
1
,
pp. 160-173
Persistent link: https://www.econbiz.de/10009301140
Saved in:
7
Measuring tail thickness under GARCH and an application to extreme exchange rate changes
Wagner, Niklas F.
;
Marsh, Terry Alan
- In:
Journal of empirical finance
12
(
2005
)
1
,
pp. 165-185
Persistent link: https://www.econbiz.de/10002644047
Saved in:
8
Regime shifts in interest rate volatility
Sun, Licheng
- In:
Journal of empirical finance
12
(
2005
)
3
,
pp. 418-434
Persistent link: https://www.econbiz.de/10002900508
Saved in:
9
Occasional structural breaks and long memory with an application to the S&P 500 absolute stock returns
Granger, C. W. J.
;
Hyung, Namwon
- In:
Journal of empirical finance
11
(
2004
)
3
,
pp. 399-421
Persistent link: https://www.econbiz.de/10002050373
Saved in:
10
Recovering the probability density function of asset prices using garch as diffusion approximations
Fornari, Fabio
;
Mele, Antonio
- In:
Journal of empirical finance
8
(
2001
)
1
,
pp. 83-110
Persistent link: https://www.econbiz.de/10001568294
Saved in:
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