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subject:"Prognoseverfahren"
person:"Bollerslev, Tim"
~subject:"Estimation"
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Search: subject_exact:"Estimation theory"
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Prognoseverfahren
Estimation
Estimation theory
27
Schätztheorie
27
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12
Time series analysis
12
Zeitreihenanalyse
12
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Bollerslev, Tim
Pesaran, M. Hashem
48
Gao, Jiti
46
Kapetanios, George
38
Cai, Zongwu
36
Linton, Oliver
34
Swanson, Norman R.
33
Diebold, Francis X.
28
Koop, Gary
28
Marcellino, Massimiliano
26
Phillips, Peter C. B.
25
Koopman, Siem Jan
23
Baltagi, Badi H.
20
Corradi, Valentina
20
Winkelmann, Rainer
20
Hsu, Yu-Chin
19
Lütkepohl, Helmut
19
Chudik, Alexander
18
Härdle, Wolfgang
16
Kumbhakar, Subal
16
McCracken, Michael W.
16
Su, Liangjun
16
Tauchen, George Eugene
16
Heckman, James J.
15
Hsiao, Cheng
15
Huber, Florian
15
Lechner, Michael
15
White, Halbert
15
Clark, Todd E.
14
Hoderlein, Stefan
14
Hyndman, Rob J.
14
Kim, Donggyu
14
Pei, Zhuan
14
Todorov, Viktor
14
Weidner, Martin
14
West, Kenneth D.
14
Xu, Ke-Li
14
Caporale, Guglielmo Maria
13
Croux, Christophe
13
Jochmans, Koen
13
Pittis, Nikitas
13
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Journal of econometrics
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
International finance discussion papers
1
The journal of finance : the journal of the American Finance Association
1
The review of economics and statistics
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ECONIS (ZBW)
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1
Occupation density estimation for noisy high-frequency data
Zhang, Congshan
;
Li, Jia
;
Bollerslev, Tim
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 189-211
Persistent link: https://www.econbiz.de/10013441646
Saved in:
2
Generalized jump regressions for local moments
Bollerslev, Tim
;
Li, Jia
;
Chaves, Leonardo Salim Saker
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
4
,
pp. 1015-1025
Persistent link: https://www.econbiz.de/10012653221
Saved in:
3
High-dimensional multivariate realized volatility estimation
Bollerslev, Tim
;
Meddahi, Nour
;
Nyawa, Serge
- In:
Journal of econometrics
212
(
2019
)
1
,
pp. 116-136
Persistent link: https://www.econbiz.de/10012303903
Saved in:
4
Exploiting the errors : a simple approach for improved volatility forecasting
Bollerslev, Tim
;
Patton, Andrew J.
;
Quaedvlieg, Rogier
- In:
Journal of econometrics
192
(
2016
)
1
,
pp. 1-18
Persistent link: https://www.econbiz.de/10011610646
Saved in:
5
High frequency data, frequency domain inference and volatility forecasting
Wright, Jonathan H.
;
Bollerslev, Tim
-
1999
Persistent link: https://www.econbiz.de/10001433207
Saved in:
6
High-frequency data, frequency domain inference, and volatility forecasting
Bollerslev, Tim
;
Wright, Jonathan H.
- In:
The review of economics and statistics
83
(
2001
)
4
,
pp. 596-602
Persistent link: https://www.econbiz.de/10001627219
Saved in:
7
Periodic autoregressive conditional heteroscedasticity
Bollerslev, Tim
- In:
Journal of business & economic statistics : JBES ; a …
14
(
1996
)
2
,
pp. 139-160
Persistent link: https://www.econbiz.de/10001203173
Saved in:
8
Cointegration, fractional cointegration, and exchange rate dynamics
Baillie, Richard
- In:
The journal of finance : the journal of the American …
49
(
1994
)
2
,
pp. 737-745
Persistent link: https://www.econbiz.de/10001169038
Saved in:
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