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isPartOf:"Advances in quantitative analysis of finance and accounting : a research annual"
subject:"Börsenkurs"
~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~isPartOf:"Journal of time series econometrics"
~subject:"ARCH-Modell"
~subject:"Kapitaleinkommen"
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Börsenkurs
ARCH-Modell
Kapitaleinkommen
Estimation theory
139
Schätztheorie
139
Time series analysis
59
Zeitreihenanalyse
59
ARCH model
21
Estimation
21
Schätzung
21
Volatility
19
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Statistical test
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Arvanitis, Stelios
2
Asai, Manabu
2
Francq, Christian
2
Horváth, Lajos
2
Zakoïan, Jean-Michel
2
Ahlgren, Niklas
1
Antell, Jan
1
Ardia, David
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Conrad, Christian A.
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Di, Jianing
1
Dēmos, Antōnēs A.
1
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Advances in quantitative analysis of finance and accounting : a research annual
Journal of financial econometrics : official journal of the Society for Financial Econometrics
Journal of time series econometrics
Journal of econometrics
108
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
59
Econometric theory
37
Economics letters
32
Journal of empirical finance
30
Discussion paper / Tinbergen Institute
27
Finance research letters
25
Journal of banking & finance
23
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
23
Journal of forecasting
20
Econometric reviews
18
CREATES research paper
16
Economic modelling
16
International journal of forecasting
16
The econometrics journal
16
Journal of financial and quantitative analysis : JFQA
15
Journal of risk
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Journal of risk and financial management : JRFM
15
International journal of economics and financial issues : IJEFI
14
Journal of financial econometrics
14
Econometrics : open access journal
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NBER Working Paper
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Working paper
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Applied economics
12
NBER working paper series
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The North American journal of economics and finance : a journal of financial economics studies
12
The journal of finance : the journal of the American Finance Association
12
Computational economics
11
Journal of mathematical finance
11
Quantitative finance
11
Série des documents de travail / Centre de Recherche en Économie et Statistique
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The European journal of finance
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The review of financial studies
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Applied economics letters
10
CORE discussion papers : DP
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Cambridge working papers in economics
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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
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International review of financial analysis
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1
Realized BEKK-CAW models
Asai, Manabu
;
So, Mike Ka-pui
- In:
Journal of time series econometrics
15
(
2023
)
1
,
pp. 49-77
Persistent link: https://www.econbiz.de/10014288366
Saved in:
2
Multivariate hyper-rotated GARCH-BEKK
Asai, Manabu
;
McAleer, Michael
- In:
Journal of time series econometrics
14
(
2022
)
2
,
pp. 175-198
Persistent link: https://www.econbiz.de/10013260190
Saved in:
3
Consumption, aggregate wealth and expected stock returns : an FCVAR approach
Quineche, Ricardo
- In:
Journal of time series econometrics
13
(
2021
)
1
,
pp. 21-42
Persistent link: https://www.econbiz.de/10012437824
Saved in:
4
Time-varying NoVaS versus GARCH : point prediction, volatility estimation and prediction intervals
Chen, Jie
;
Politis, Dimitris N.
- In:
Journal of time series econometrics
12
(
2020
)
2
,
pp. 1-36
Persistent link: https://www.econbiz.de/10012300649
Saved in:
5
Dynamic functional regression with application to the cross-section of returns
Kokoszka, Piotr
;
Miao, Hong
;
Reimherr, Matthew
; …
- In:
Journal of financial econometrics : official journal of …
16
(
2018
)
3
,
pp. 461-485
Persistent link: https://www.econbiz.de/10011987795
Saved in:
6
A generalized ARFIMA model with smooth transition fractional integration parameter
Boubaker, Heni
- In:
Journal of time series econometrics
10
(
2018
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10011817682
Saved in:
7
Methods for computing numerical standard errors : review and application to value-at-risk estimation
Ardia, David
;
Bluteau, Keven
;
Hoogerheide, Lennart
- In:
Journal of time series econometrics
10
(
2018
)
2
,
pp. 1-9
Persistent link: https://www.econbiz.de/10011898020
Saved in:
8
Combining multivariate volatility forecasts: an economic-based approach
Caldeira, João F.
;
Moura, Guilherme Valle
;
Nogales, …
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
2
,
pp. 247-285
Persistent link: https://www.econbiz.de/10011987429
Saved in:
9
Tests for abnormal returns in the presence of event-induced cross-sectional correlation
Ahlgren, Niklas
;
Antell, Jan
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
2
,
pp. 286-301
Persistent link: https://www.econbiz.de/10011987446
Saved in:
10
Testing for nonlinearity in conditional covariances
Sanhaji, Bilel
- In:
Journal of time series econometrics
9
(
2017
)
2
,
pp. 1-22
Persistent link: https://www.econbiz.de/10011701865
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