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language:"eng"
subject:"Zeitreihenanalyse"
~isPartOf:"Journal of empirical finance"
~isPartOf:"Umeå economic studies"
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Search: subject_exact:"Estimation theory"
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Zeitreihenanalyse
Estimation theory
128
Schätztheorie
128
Theorie
48
Theory
48
Time series analysis
45
Estimation
27
Schätzung
27
Volatility
22
Volatilität
22
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19
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19
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18
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18
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15
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Börsenkurs
12
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Brännäs, Kurt
13
DeLuna, Xavier
4
Hellström, Jörgen
4
Johansson, Per-Olov
4
Kim, Chang-Jin
2
McKenzie, Michael D.
2
Nelson, Charles R.
2
Satchell, Stephen
2
Wongwachara, Warapong
2
Abergel, Frédéric
1
Amado, Cristina
1
Astill, Sam
1
Baillie, Richard
1
Ball, Clifford A.
1
Bask, Mikael
1
Berens, Tobias
1
Bohn Nielsen, Heino
1
Broze, Laurence
1
Campbell, John Y.
1
Chambers, Marcus J.
1
Creel, Michael D.
1
Dark, Jonathan
1
Dolatabadi, Sepideh
1
Ghose, Devajyoti
1
Gooijer, Jan G. de
1
Hao, Hong-Xia
1
Harvey, Andrew C.
1
Harvey, David I.
1
He, Xue-zhong
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Huth, Nicolas
1
Jondeau, Eric
1
Kapetanios, George
1
Kinnunen, Jyri
1
Kristensen, Dennis
1
Kroner, Kenneth F.
1
Leybourne, Stephen James
1
Li, Youwei
1
Lin, Jin-Guan
1
Mayer-Foulkes, David
1
Nielsen, Morten Ørregaard
1
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Umeå universitet
12
Umeå Universitet / Institutionen för Nationalekonomi
5
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Journal of empirical finance
Umeå economic studies
Journal of econometrics
309
Econometric theory
159
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
140
Economics letters
135
Discussion paper / Tinbergen Institute
98
Econometric reviews
87
International journal of forecasting
63
Working paper / Department of Econometrics and Business Statistics, Monash University
62
CREATES research paper
59
Journal of forecasting
54
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
50
Applied economics letters
49
Econometrics : open access journal
47
Cowles Foundation discussion paper
40
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
39
Journal of time series econometrics
39
NBER Working Paper
39
The econometrics journal
37
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
36
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35
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34
Journal of the American Statistical Association : JASA
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
33
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31
Journal of applied econometrics
30
EUI working paper / ECO
29
Série des documents de travail / Centre de Recherche en Économie et Statistique
27
NBER working paper series
26
SFB 649 discussion paper
26
Oxford bulletin of economics and statistics
24
Working paper series
24
LSE STICERD Research Paper
23
Discussion paper / Centre for Economic Forecasting
22
Technical working paper / National Bureau of Economic Research
22
Discussion paper / Center for Economic Research, Tilburg University
21
NBER technical working paper series
21
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21
Journal of financial econometrics : official journal of the Society for Financial Econometrics
20
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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
Adaptations of conventional spatial econometric models to count data
Brännäs, Kurt
-
2014
Persistent link: https://www.econbiz.de/10010347058
Saved in:
3
Simultaneity in the multivariate count data autoregressive model
Brännäs, Kurt
-
2013
Persistent link: https://www.econbiz.de/10010227357
Saved in:
4
Dynamic cross-autocorrelation in stock returns
Kinnunen, Jyri
- In:
Journal of empirical finance
40
(
2017
),
pp. 162-173
Persistent link: https://www.econbiz.de/10011744473
Saved in:
5
Testing against changing correlation
Harvey, Andrew C.
;
Thiele, Stephen
- In:
Journal of empirical finance
38
(
2016
),
pp. 575-589
Persistent link: https://www.econbiz.de/10011663373
Saved in:
6
A fractionally cointegrated VAR model with deterministic trends and application to commodity futures markets
Dolatabadi, Sepideh
;
Nielsen, Morten Ørregaard
;
Xu, Ke
- In:
Journal of empirical finance
38
(
2016
),
pp. 623-639
Persistent link: https://www.econbiz.de/10011663388
Saved in:
7
The exact discretisation of CARMA models with applications in finance
Thornton, Michael A.
;
Chambers, Marcus J.
- In:
Journal of empirical finance
38
(
2016
),
pp. 739-761
Persistent link: https://www.econbiz.de/10011663785
Saved in:
8
The dynamics of squared returns under contemporaneous aggregation of GARCH models
Jondeau, Eric
- In:
Journal of empirical finance
32
(
2015
),
pp. 80-93
Persistent link: https://www.econbiz.de/10011556785
Saved in:
9
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:
10
Two-step estimation of the volatility functions in diffusion models with empirical applications
Ye, Xu-Guo
;
Lin, Jin-Guan
;
Zhao, Yan-Yong
;
Hao, Hong-Xia
- In:
Journal of empirical finance
33
(
2015
),
pp. 135-159
Persistent link: https://www.econbiz.de/10011556861
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