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isPartOf:"Econometric reviews"
subject:"Zeitreihenanalyse"
~subject:"Modellierung"
~subject:"Volatilität"
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Zeitreihenanalyse
Modellierung
Volatilität
Estimation
141
Schätzung
141
Theorie
72
Theory
72
Estimation theory
54
Schätztheorie
54
Time series analysis
41
Stochastic process
27
Stochastischer Prozess
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27
Panel
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Panel study
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Nichtparametrisches Verfahren
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Nonparametric statistics
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Bayesian inference
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Regressionsanalyse
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Capital income
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panel data
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Markov chain
9
Markov-Kette
9
Nichtlineare Regression
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McAleer, Michael
4
Asai, Manabu
3
Chan, Joshua
3
Eisenstat, Eric
2
Jawadi, Fredj
2
Maasoumi, Esfandiar
2
Meyer, Renate
2
Teräsvirta, Timo
2
Abaye, A.
1
Alghalith, Moawia
1
Allen, David E.
1
Amado, Cristina
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1
Andreou, Panayiotis C.
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1
Anyfantaki, Sofia
1
Armah, Nii Ayi
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Astill, Sam
1
Audrino, Francesco
1
Belotti, Federico
1
Bennedsen, Mikkel
1
Bermudez, P. de Zea
1
Bessec, Marie
1
Bewley, Ronald A.
1
Bohn Nielsen, Heino
1
Bos, Charles S.
1
Brownlees, Christian
1
Brune, Barbara
1
Bu, Ruijun
1
Bura, Efstathia
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1
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1
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1
Dimitrakopoulos, Stefanos
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Econometric reviews
Applied economics
211
Economic modelling
197
Journal of econometrics
175
Energy economics
173
Applied economics letters
147
International review of economics & finance : IREF
135
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
134
Finance research letters
129
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
123
Economics letters
121
Working paper
119
CESifo working papers
116
International review of financial analysis
112
The North American journal of economics and finance : a journal of financial economics studies
111
International journal of forecasting
102
Journal of banking & finance
98
Discussion paper / Tinbergen Institute
96
Journal of empirical finance
96
Working paper / National Bureau of Economic Research, Inc.
96
Applied financial economics
95
NBER working paper series
91
NBER Working Paper
90
Journal of international money and finance
89
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
88
Journal of international financial markets, institutions & money
80
Research in international business and finance
80
Discussion paper / Centre for Economic Policy Research
70
Journal of applied econometrics
69
Journal of forecasting
69
Journal of risk and financial management : JRFM
68
The journal of futures markets
65
International journal of finance & economics : IJFE
60
Journal of economic dynamics & control
51
The European journal of finance
50
International Journal of Energy Economics and Policy : IJEEP
49
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
49
International journal of economics and finance
46
International journal of economics and financial issues : IJEFI
46
Macroeconomic dynamics
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ECONIS (ZBW)
61
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1
Forecasting levels in loglinear unit root models
VanGarderen, Kees Jan
- In:
Econometric reviews
42
(
2023
)
9/10
,
pp. 780-805
Persistent link: https://www.econbiz.de/10014420346
Saved in:
2
Extremal quantiles and stock price crashes
Andreou, Panayiotis C.
;
Anyfantaki, Sofia
;
Maasoumi, …
- In:
Econometric reviews
42
(
2023
)
9/10
,
pp. 703-724
Persistent link: https://www.econbiz.de/10014420354
Saved in:
3
Panel data nowcasting
Fosten, Jack
;
Greenaway-McGrevy, Ryan
- In:
Econometric reviews
41
(
2022
)
7
,
pp. 675-696
Persistent link: https://www.econbiz.de/10013364902
Saved in:
4
A new Bayesian model for contagion and interdependence
Poon, Aubrey
;
Zhu, Dan
- In:
Econometric reviews
41
(
2022
)
7
,
pp. 806-826
Persistent link: https://www.econbiz.de/10013364908
Saved in:
5
A state-space approach to time-varying reduced-rank regression
Brune, Barbara
;
Scherrer, Wolfgang
;
Bura, Efstathia
- In:
Econometric reviews
41
(
2022
)
8
,
pp. 895-917
Persistent link: https://www.econbiz.de/10013364916
Saved in:
6
Simultaneous bandwidths determination for DK-HAC estimators and long-run variance estimation in nonparametric settings
Belotti, Federico
;
Casini, Alessandro
;
Catania, Leopoldo
; …
- In:
Econometric reviews
42
(
2023
)
3
,
pp. 281-306
Persistent link: https://www.econbiz.de/10014305507
Saved in:
7
Dynamic factor, leverage and realized covariances in multivariate stochastic volatility
Yamauchi, Yuta
;
Omori, Yasuhiro
- In:
Econometric reviews
42
(
2023
)
6
,
pp. 513-539
Persistent link: https://www.econbiz.de/10014305574
Saved in:
8
Approximate state space modelling of unobserved fractional components
Hartl, Tobias
;
Jucknewitz, Roland
- In:
Econometric reviews
41
(
2022
)
1
,
pp. 75-98
Persistent link: https://www.econbiz.de/10013167584
Saved in:
9
Large dimensional portfolio allocation based on a mixed frequency dynamic factor model
Peng, Siyang
;
Shaojun, Guo
;
Long, Yonghong
- In:
Econometric reviews
41
(
2022
)
5
,
pp. 539-563
Persistent link: https://www.econbiz.de/10013364893
Saved in:
10
Testing for time-varying factor loadings in high-dimensional factor models
Xu, Wen
- In:
Econometric reviews
41
(
2022
)
8
,
pp. 918-965
Persistent link: https://www.econbiz.de/10013364920
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