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subject:"USA"
subject:"Risiko"
~subject:"ARCH model"
~isPartOf:"The econometrics journal"
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USA
Risiko
ARCH model
Estimation theory
268
Schätztheorie
268
Nichtparametrisches Verfahren
59
Nonparametric statistics
59
Regression analysis
55
Regressionsanalyse
55
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39
Panel study
39
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37
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37
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36
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28
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19
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16
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16
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15
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15
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15
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15
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14
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14
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13
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13
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13
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13
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12
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11
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Čížek, Pavel
2
Abadir, Karim Maher
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Arvanitis, Stelios
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Coudin, Elise
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Deb, Partha
1
Du, Zaichao
1
Dufour, Jean-Marie
1
Dēmos, Antōnēs A.
1
Hafner, Christian M.
1
Hoderlein, Stefan
1
Huang, Da
1
Hubner, Stefan
1
Härdle, Wolfgang
1
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1
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1
Koop, Gary
1
Liu, Hang
1
Magnac, Thierry
1
Mammen, Enno
1
Mukherjee, Kanchan
1
Pedersen, Rasmus Søndergaard
1
Pong, Shiuyan
1
Potter, Simon M.
1
Preminger, Arie
1
Rahbek, Anders
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Shackleton, Mark B.
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Taylor, Stephen
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Trivedi, Pravin K.
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1
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1
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The econometrics journal
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
125
Journal of econometrics
85
The review of economics and statistics
45
Econometric theory
40
Economics letters
39
Working paper / National Bureau of Economic Research, Inc.
37
International journal of forecasting
27
Journal of applied econometrics
27
Applied economics
25
Discussion paper / Tinbergen Institute
25
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
25
American journal of agricultural economics
23
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
23
CREATES research paper
21
Econometric reviews
21
Journal of banking & finance
21
Journal of empirical finance
20
Journal of forecasting
20
Insurance / Mathematics & economics
18
Journal of financial and quantitative analysis : JFQA
18
Finance research letters
16
NBER working paper series
16
The journal of futures markets
16
Journal of financial econometrics : official journal of the Society for Financial Econometrics
15
Journal of risk
15
Série des documents de travail / Centre de Recherche en Économie et Statistique
15
The review of financial studies
15
Applied economics letters
14
Discussion paper / Centre for Economic Policy Research
14
The journal of finance : the journal of the American Finance Association
14
Journal of macroeconomics
13
Discussion paper series / IZA
12
Fuzzy optimization and decision making : a journal of modeling and computation under uncertainty
12
Technical working paper / National Bureau of Economic Research
12
CORE discussion papers : DP
11
International journal of economics and financial issues : IJEFI
11
The review of economic studies
11
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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
R-estimators in GARCH models : asymptotics and applications
Liu, Hang
;
Mukherjee, Kanchan
- In:
The econometrics journal
25
(
2022
)
1
,
pp. 98-113
Persistent link: https://www.econbiz.de/10012878893
Saved in:
3
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:
4
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:
5
Least-squares estimation of GARCH(1,1) models with heavy-tailed errors
Preminger, Arie
;
Storti, Giuseppe
- In:
The econometrics journal
20
(
2017
)
2
,
pp. 221-258
Persistent link: https://www.econbiz.de/10011757387
Saved in:
6
A note on sufficiency in binary panel models
Jochmans, Koen
;
Magnac, Thierry
- In:
The econometrics journal
20
(
2017
)
2
,
pp. 259-269
Persistent link: https://www.econbiz.de/10011757406
Saved in:
7
Nonparametric bootstrap tests for independence of generalized errors
Du, Zaichao
- In:
The econometrics journal
19
(
2016
)
1
,
pp. 55-83
Persistent link: https://www.econbiz.de/10011487609
Saved in:
8
A class of indirect inference estimators : higher-order asymptotics and approximate bias correction
Arvanitis, Stelios
;
Dēmos, Antōnēs A.
- In:
The econometrics journal
18
(
2015
)
2
,
pp. 200-241
Persistent link: https://www.econbiz.de/10011378482
Saved in:
9
Specification tests for nonlinear dynamic models
Kheifets, Igor L.
- In:
The econometrics journal
18
(
2015
)
1
,
pp. 67-94
Persistent link: https://www.econbiz.de/10011345998
Saved in:
10
Multivariate variance targeting in the BEKK–GARCH model
Pedersen, Rasmus Søndergaard
;
Rahbek, Anders
- In:
The econometrics journal
17
(
2014
)
1
,
pp. 24-55
Persistent link: https://www.econbiz.de/10010498760
Saved in:
11
Non-parametric models in binary choice fixed effects panel data
Hoderlein, Stefan
;
Mammen, Enno
;
Yu, Kyusang
- In:
The econometrics journal
14
(
2011
)
3
,
pp. 351-367
Persistent link: https://www.econbiz.de/10009382601
Saved in:
12
Causality and forecasting in temporally aggregated multivariate GARCH processes
Hafner, Christian M.
- In:
The econometrics journal
12
(
2009
)
1
,
pp. 127-146
Persistent link: https://www.econbiz.de/10003841978
Saved in:
13
Adaptive pointwise estimation in time-inhomogeneous conditional heteroscedasticity models
Čížek, Pavel
;
Härdle, Wolfgang
;
Spokojnyj, Vladimir G.
- In:
The econometrics journal
12
(
2009
)
2
,
pp. 248-271
Persistent link: https://www.econbiz.de/10003875660
Saved in:
14
Finite-sample distribution-free inference in linear median regressions under heteroscedasticity and non-linear dependence of unknown form
Coudin, Elise
;
Dufour, Jean-Marie
- In:
The econometrics journal
12
(
2009
),
pp. 19-49
Persistent link: https://www.econbiz.de/10003876273
Saved in:
15
Distinguishing short and long memory volatility specifications
Pong, Shiuyan
;
Shackleton, Mark B.
;
Taylor, Stephen
- In:
The econometrics journal
11
(
2008
)
3
,
pp. 617-637
Persistent link: https://www.econbiz.de/10003802446
Saved in:
16
Estimating GARCH models : when to use what?
Huang, Da
;
Wang, Hansheng
;
Yao, Qiwei
- In:
The econometrics journal
11
(
2008
)
1
,
pp. 27-38
Persistent link: https://www.econbiz.de/10003648603
Saved in:
17
Specification and simulated likelihood estimation of a non-normal treatment-outcome model with selection : application to health care utilization
Deb, Partha
;
Trivedi, Pravin K.
- In:
The econometrics journal
9
(
2006
)
2
,
pp. 307-331
Persistent link: https://www.econbiz.de/10003352048
Saved in:
18
Are apparent findings of nonlinearity due to structural instability in economic time series?
Koop, Gary
;
Potter, Simon M.
- In:
The econometrics journal
4
(
2001
)
1
,
pp. 37-55
Persistent link: https://www.econbiz.de/10001612280
Saved in:
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