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isPartOf:"Discussion paper series / IZA"
~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of empirical finance"
~subject:"Schätzung"
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Search: subject_exact:"ANOVA model"
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Schätzung
Analysis of variance
53
Varianzanalyse
53
Theorie
24
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24
Estimation theory
22
Schätztheorie
22
Correlation
20
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20
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Patton, Andrew J.
2
Adcock, Christopher
1
Amado, Cristina
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Bessler, Wolfgang
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Bollerslev, Tim
1
Bonato, Matteo
1
Caporin, Massimiliano
1
Christensen, Kim
1
Conlon, Thomas
1
Fengler, Matthias
1
Ferrer-i-Carbonell, Ada
1
Francq, Christian
1
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1
Hollstein, Fabian
1
Jing, Bingyi
1
Kong, Xin-Bing
1
Liu, Lily Y.
1
Liu, Zhi
1
Mammen, Enno
1
Martins, Pedro S.
1
Medeiros, Marcelo C.
1
Pelger, Markus
1
Pereira, Pedro Telhado
1
Praag, Bernard M. S. van
1
Quaedvlieg, Rogier
1
Ranaldo, Angelo
1
Sheppard, Kevin
1
Teräsvirta, Timo
1
Thyrsgaard, Martin
1
Veliyev, Bezirgen
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Vogt, Michael
1
Wese Simen, Chardin
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Discussion paper series / IZA
Journal of econometrics
Journal of empirical finance
Discussion paper / Tinbergen Institute
6
Journal of banking & finance
6
Journal of financial econometrics
5
Applied economics letters
4
Journal of financial econometrics : official journal of the Society for Financial Econometrics
4
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4
Finance research letters
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Global COE Hi-Stat discussion paper series
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Reihe Quantitative Ökonomie : Ökon
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Ruhr economic papers
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ECONIS (ZBW)
15
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1
From zero to hero : realized partial (co)variances
Bollerslev, Tim
;
Medeiros, Marcelo C.
;
Patton, Andrew J.
; …
- In:
Journal of econometrics
231
(
2022
)
2
,
pp. 348-360
Persistent link: https://www.econbiz.de/10013464800
Saved in:
2
Characteristic-sorted portfolios and macroeconomic risks : an orthogonal decomposition
Adcock, Christopher
;
Bessler, Wolfgang
;
Conlon, Thomas
- In:
Journal of empirical finance
65
(
2022
),
pp. 24-50
Persistent link: https://www.econbiz.de/10013286399
Saved in:
3
Variance risk : a bird's eye view
Hollstein, Fabian
;
Wese Simen, Chardin
- In:
Journal of econometrics
215
(
2020
)
2
,
pp. 517-535
Persistent link: https://www.econbiz.de/10012439498
Saved in:
4
Large-dimensional factor modeling based on high-frequency observations
Pelger, Markus
- In:
Journal of econometrics
208
(
2019
)
1
,
pp. 23-42
Persistent link: https://www.econbiz.de/10012139775
Saved in:
5
The realized empirical distribution function of stochastic variance with application to goodness-of-fit testing
Christensen, Kim
;
Thyrsgaard, Martin
;
Veliyev, Bezirgen
- In:
Journal of econometrics
212
(
2019
)
2
,
pp. 556-583
Persistent link: https://www.econbiz.de/10012304092
Saved in:
6
Maximal predictability under long-term mean reversion
Hjalmarsson, Erik
- In:
Journal of empirical finance
45
(
2018
),
pp. 269-282
Persistent link: https://www.econbiz.de/10012102446
Saved in:
7
Estimation risk for the VaR of portfolios driven by semi-parametric multivariate models
Francq, Christian
;
Zakoïan, Jean-Michel
- In:
Journal of econometrics
205
(
2018
)
2
,
pp. 381-401
Persistent link: https://www.econbiz.de/10012110307
Saved in:
8
Estimating the integrated volatility using high-frequency data with zero durations
Liu, Zhi
;
Kong, Xin-Bing
;
Jing, Bingyi
- In:
Journal of econometrics
204
(
2018
)
1
,
pp. 18-32
Persistent link: https://www.econbiz.de/10011974707
Saved in:
9
Does anything beat 5-minute RV? : a comparison of realized measures across multiple asset classes
Liu, Lily Y.
;
Patton, Andrew J.
;
Sheppard, Kevin
- In:
Journal of econometrics
187
(
2015
)
1
,
pp. 293-311
Persistent link: https://www.econbiz.de/10011499439
Saved in:
10
Specification and structural break tests for additive models with applications to realized variance data
Fengler, Matthias
;
Mammen, Enno
;
Vogt, Michael
- In:
Journal of econometrics
188
(
2015
)
1
,
pp. 196-218
Persistent link: https://www.econbiz.de/10011500308
Saved in:
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