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accessRights:"free"
type_genre:"Article in journal"
~isPartOf:"Empirical economics : a quarterly journal of the Institute for Advanced Studies"
~isPartOf:"Quantitative finance"
~subject:"Investment strategies"
~subject:"Zeitreihenanalyse"
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Zeitreihenanalyse
Estimation theory
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Bayer, Christian
1
Breneis, Simon
1
Chon, Sora
1
Galakis, John
1
Hartkopf, Jan Patrick
1
Hizmeri, Rodrigo
1
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
Quantitative finance
Econometrics : open access journal
45
Journal of risk and financial management : JRFM
16
International journal of economics and financial issues : IJEFI
10
Quantitative economics : QE ; journal of the Econometric Society
9
CBN journal of applied statistics
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International Journal of Energy Economics and Policy : IJEEP
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Cambridge working papers in economics
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SERIEs : Journal of the Spanish Economic Association
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Central European journal of economic modelling and econometrics
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Econometric theory
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Financial innovation : FIN
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Iranian economic review : journal of University of Tehran
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Risks : open access journal
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Statistics in transition : an international journal of the Polish Statistical Association
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Brazilian review of econometrics : BRE ; the review of the Brazilian Econometric Society
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Business and Economic Research : BER
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Cambridge-INET working papers
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Econometrica : journal of the Econometric Society, an international society for the advancement of economic theory in its relation to statistics and mathematics
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1
Residual-based cointegration and non-cointegration tests for cointegrating polynomial regressions
Wagner, Martin
- In:
Empirical economics : a quarterly journal of the …
65
(
2023
)
1
,
pp. 1-31
Persistent link: https://www.econbiz.de/10014329033
Saved in:
2
Quantile regression version of Hodrick-Prescott filter
Yamada, Hiroshi
- In:
Empirical economics : a quarterly journal of the …
64
(
2023
)
4
,
pp. 1631-1645
Persistent link: https://www.econbiz.de/10014253711
Saved in:
3
Composite forecasting of vast-dimensional realized covariance matrices using factor state-space models
Hartkopf, Jan Patrick
- In:
Empirical economics : a quarterly journal of the …
64
(
2023
)
1
,
pp. 393-436
Persistent link: https://www.econbiz.de/10014226292
Saved in:
4
Markovian approximations of stochastic Volterra equations with the fractional kernel
Bayer, Christian
;
Breneis, Simon
- In:
Quantitative finance
23
(
2023
)
1
,
pp. 53-70
Persistent link: https://www.econbiz.de/10013490954
Saved in:
5
Bayesian estimation of the long-run trend of the US economy
Kim, Jaeho
;
Chon, Sora
- In:
Empirical economics : a quarterly journal of the …
62
(
2022
)
2
,
pp. 461-485
Persistent link: https://www.econbiz.de/10012819475
Saved in:
6
GARCH-UGH : a bias-reduced approach for dynamic extreme Value-at-Risk estimation in financial time series
Kaibuchi, Hibiki
;
Kawasaki, Yoshinori
;
Stupfler, G.
- In:
Quantitative finance
22
(
2022
)
7
,
pp. 1277-1294
Persistent link: https://www.econbiz.de/10013367899
Saved in:
7
A generalized heterogeneous autoregressive model using market information
Hizmeri, Rodrigo
;
Izzeldin, Marwan
;
Nolte, Ingmar
; …
- In:
Quantitative finance
22
(
2022
)
8
,
pp. 1513-1534
Persistent link: https://www.econbiz.de/10013367925
Saved in:
8
Implied volatility directional forecasting : a machine learning approach
Vrontos, Spyridon D.
;
Galakis, John
;
Vrontos, Ioannis D.
- In:
Quantitative finance
21
(
2021
)
10
,
pp. 1687-1706
Persistent link: https://www.econbiz.de/10012653707
Saved in:
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