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isPartOf:"Faculty & research / Insead : working paper series"
subject:"Prognoseverfahren"
~isPartOf:"Journal of empirical finance"
~subject:"Regressionsanalyse"
~subject:"USA"
~type:"article"
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Search: subject_exact:"Estimation theory"
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Prognoseverfahren
Regressionsanalyse
USA
Estimation theory
73
Schätztheorie
73
Time series analysis
24
Zeitreihenanalyse
24
Estimation
22
Schätzung
22
Volatility
20
Volatilität
20
Capital income
18
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18
Theorie
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Forecasting model
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Nichtparametrisches Verfahren
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United States
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16
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Baillie, Richard
2
Kim, Chang-Jin
2
Nelson, Charles R.
2
Amihud, Yakov
1
Bauwens, Luc
1
Berens, Tobias
1
Chiang, I-Hsuan Ethan
1
Cho, Dooyeon
1
Daníelsson, Jón
1
Dark, Jonathan
1
De Backer, Bruno
1
Dufays, Arnaud
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Granger, C. W. J.
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Hurvich, Clifford M.
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Hyung, Namwon
1
Jayetileke, Harshanie L.
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Kapetanios, George
1
Liao, Yin
1
MacDonald, Ronald
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
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Faculty & research / Insead : working paper series
Journal of empirical finance
Journal of econometrics
345
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
211
Economics letters
126
International journal of forecasting
118
Journal of the American Statistical Association : JASA
101
Econometric theory
100
Econometric reviews
79
Journal of forecasting
79
The econometrics journal
67
The review of economics and statistics
48
Journal of applied econometrics
44
European journal of operational research : EJOR
39
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
38
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
34
Applied economics
30
Econometrics : open access journal
30
Insurance / Mathematics & economics
30
Applied economics letters
29
Economic modelling
28
Computational economics
27
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
26
Oxford bulletin of economics and statistics
24
Journal of risk and financial management : JRFM
23
Empirical economics : a quarterly journal of the Institute for Advanced Studies
22
Quantitative economics : QE ; journal of the Econometric Society
22
American journal of agricultural economics
20
Journal of banking & finance
19
Journal of financial and quantitative analysis : JFQA
18
The empirical economics letters : a monthly international journal of economics
18
Risks : open access journal
17
Statistics in transition : an international journal of the Polish Statistical Association
17
Journal of macroeconomics
16
Finance research letters
15
The journal of finance : the journal of the American Finance Association
15
The journal of futures markets
15
The review of economic studies
15
Journal of econometric methods
14
Journal of financial econometrics : official journal of the Society for Financial Econometrics
14
Journal of quantitative economics
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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
Time variation in the standard forward premium regression : some new models and tests
Baillie, Richard
;
Cho, Dooyeon
- In:
Journal of empirical finance
29
(
2014
),
pp. 52-63
Persistent link: https://www.econbiz.de/10011300505
Saved in:
9
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:
10
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:
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