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isPartOf:"Faculty & research / Insead : working paper series"
subject:"Prognoseverfahren"
~isPartOf:"Discussion paper series / IZA"
~isPartOf:"Journal of empirical finance"
~subject:"USA"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Estimation theory"
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Prognoseverfahren
USA
Estimation theory
74
Schätztheorie
74
Time series analysis
23
Zeitreihenanalyse
23
Estimation
21
Schätzung
21
Volatility
20
Volatilität
20
Capital income
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Kapitaleinkommen
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Theorie
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Theory
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Stochastic process
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Autokorrelation
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Nichtparametrisches Verfahren
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Nonparametric statistics
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Regression analysis
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Regressionsanalyse
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14
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Aufsatz in Zeitschrift
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Graue Literatur
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Baillie, Richard
2
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Bauwens, Luc
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1
Berens, Tobias
1
Chiang, I-Hsuan Ethan
1
Dacorogna, Michel M.
1
Daníelsson, Jón
1
Dark, Jonathan
1
De Backer, Bruno
1
Dufays, Arnaud
1
Granger, C. W. J.
1
Hurvich, Clifford M.
1
Hyung, Namwon
1
Jayetileke, Harshanie L.
1
Kapetanios, George
1
Kim, Chang-Jin
1
Liao, Yin
1
MacDonald, Ronald
1
Nelson, Charles R.
1
Papailias, Fotis
1
Power, David M.
1
Ren, Yu
1
Sizova, Natalia
1
Startz, Richard
1
Sun, Licheng
1
Tu, Yundong
1
Wang, Yi
1
Wang, You-Gan
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Weiß, Gregor
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Wied, Dominik
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Yi, Yanping
1
Zhou, Qing
1
Zhu, Min
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HFDF <1, 1995, Zürich>
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Faculty & research / Insead : working paper series
Discussion paper series / IZA
Journal of empirical finance
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
130
International journal of forecasting
116
Journal of econometrics
106
Journal of forecasting
75
The review of economics and statistics
45
Economics letters
40
Journal of applied econometrics
29
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
23
American journal of agricultural economics
19
Applied economics
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Journal of financial and quantitative analysis : JFQA
17
Journal of banking & finance
16
Journal of the American Statistical Association : JASA
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The econometrics journal
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Econometric reviews
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Econometric theory
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The journal of futures markets
15
Journal of macroeconomics
14
Oxford bulletin of economics and statistics
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The journal of finance : the journal of the American Finance Association
14
The review of financial studies
14
Finance research letters
12
Insurance / Mathematics & economics
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
12
Applied economics letters
11
International economic review
11
Journal of money, credit and banking : JMCB
11
Empirical economics : a quarterly journal of the Institute for Advanced Studies
10
European journal of operational research : EJOR
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Journal of financial economics
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Journal of monetary economics
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Computational economics
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Quantitative finance
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The review of economic studies
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Astin bulletin : the journal of the International Actuarial Association
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ECONIS (ZBW)
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1
An adaptive long memory conditional correlation model
Dark, Jonathan
- In:
Journal of empirical finance
75
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014491877
Saved in:
2
Modeling the cross-section of stock returns using sensible models in a model pool
Chiang, I-Hsuan Ethan
;
Liao, Yin
;
Zhou, Qing
- In:
Journal of empirical finance
60
(
2021
),
pp. 56-73
Persistent link: https://www.econbiz.de/10012692977
Saved in:
3
Predictive regression with p-lags and order-q autoregressive predictors
Jayetileke, Harshanie L.
;
Wang, You-Gan
;
Zhu, Min
- In:
Journal of empirical finance
62
(
2021
),
pp. 282-293
Persistent link: https://www.econbiz.de/10012693434
Saved in:
4
Balanced predictive regressions
Ren, Yu
;
Tu, Yundong
;
Yi, Yanping
- In:
Journal of empirical finance
54
(
2019
),
pp. 118-142
Persistent link: https://www.econbiz.de/10012174812
Saved in:
5
Testing for structural breaks in correlations : does it improve Value-at-Risk forecasting?
Berens, Tobias
;
Weiß, Gregor
;
Wied, Dominik
- In:
Journal of empirical finance
32
(
2015
),
pp. 135-152
Persistent link: https://www.econbiz.de/10011556809
Saved in:
6
A Bayesian method of change-point estimation with recurrent regimes : application to GARCH models
Bauwens, Luc
;
De Backer, Bruno
;
Dufays, Arnaud
- In:
Journal of empirical finance
29
(
2014
),
pp. 207-229
Persistent link: https://www.econbiz.de/10011300484
Saved in:
7
Bandwidth selection by cross-validation for forecasting long memory financial time series
Baillie, Richard
;
Kapetanios, George
;
Papailias, Fotis
- In:
Journal of empirical finance
29
(
2014
),
pp. 129-143
Persistent link: https://www.econbiz.de/10011300500
Saved in:
8
A frequency-domain alternative to long-horizon regressions with application to return predictability
Sizova, Natalia
- In:
Journal of empirical finance
28
(
2014
),
pp. 261-272
Persistent link: https://www.econbiz.de/10011285632
Saved in:
9
Predictive regression with order-p autoregressive predictors
Amihud, Yakov
;
Hurvich, Clifford M.
;
Wang, Yi
- In:
Journal of empirical finance
17
(
2010
)
3
,
pp. 513-525
Persistent link: https://www.econbiz.de/10009267284
Saved in:
10
Regime shifts in interest rate volatility
Sun, Licheng
- In:
Journal of empirical finance
12
(
2005
)
3
,
pp. 418-434
Persistent link: https://www.econbiz.de/10002900508
Saved in:
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