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person:"Kapetanios, George"
~isPartOf:"Journal of econometrics"
~isPartOf:"Working papers / Bank of England"
~person:"Tauchen, George Eugene"
~subject:"Schätzung"
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Search: subject_exact:"Time series analysis"
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Schätzung
Time series analysis
14
Zeitreihenanalyse
14
Estimation
7
Estimation theory
7
Schätztheorie
7
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5
Prognoseverfahren
5
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5
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5
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High-frequency data
3
Stochastic volatility
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Kapetanios, George
Tauchen, George Eugene
Todorov, Viktor
7
Kim, Donggyu
5
Li, Jia
5
Bollerslev, Tim
4
Andersen, Torben
3
Fan, Jianqing
3
Koop, Gary
3
Patton, Andrew J.
3
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3
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3
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3
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2
Barigozzi, Matteo
2
Christensen, Kim
2
Dijk, Dick van
2
Ergemen, Yunus Emre
2
Gouriéroux, Christian
2
Hallin, Marc
2
Han, Xu
2
Hounyo, Ulrich
2
Kao, Chihwa
2
Kong, Xin-Bing
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Koopman, Siem Jan
2
La Vecchia, Davide
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Li, Yingying
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Medeiros, Marcelo C.
2
Mumtaz, Haroon
2
Quaedvlieg, Rogier
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Su, Liangjun
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Theodoridis, Konstantinos
2
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2
Xiu, Dacheng
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Zhang, Congshan
2
Zhang, Zhengjun
2
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1
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Journal of econometrics
Working papers / Bank of England
CESifo working papers
2
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2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
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2
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1
Economics letters
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
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1
IZA Discussion Paper
1
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1
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1
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1
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1
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Oxford bulletin of economics and statistics
1
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ECONIS (ZBW)
7
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1
Variation and efficiency of high-frequency betas
Zhang, Congshan
;
Li, Jia
;
Todorov, Viktor
;
Tauchen, …
- In:
Journal of econometrics
228
(
2022
)
1
,
pp. 156-175
Persistent link: https://www.econbiz.de/10013441735
Saved in:
2
Estimating time-varying DSGE models using minimum distance methods
Giraitis, Liudas
;
Kapetanios, George
;
Theodoridis, …
-
2014
Persistent link: https://www.econbiz.de/10010411466
Saved in:
3
Adaptive estimation of continuous-time regression models using high-frequency data
Li, Jia
;
Todorov, Viktor
;
Tauchen, George Eugene
- In:
Journal of econometrics
200
(
2017
)
1
,
pp. 36-47
Persistent link: https://www.econbiz.de/10011897689
Saved in:
4
Mixed-scale jump regressions with bootstrap inference
Li, Jia
;
Todorov, Viktor
;
Tauchen, George Eugene
;
Chen, Rui
- In:
Journal of econometrics
201
(
2017
)
2
,
pp. 417-432
Persistent link: https://www.econbiz.de/10011920538
Saved in:
5
Inference theory for volatility functional dependencies
Li, Jia
;
Todorov, Viktor
;
Tauchen, George Eugene
- In:
Journal of econometrics
193
(
2016
)
1
,
pp. 17-34
Persistent link: https://www.econbiz.de/10011704756
Saved in:
6
Realized Laplace transforms for estimation of jump diffusive volatility models
Todorov, Viktor
;
Tauchen, George Eugene
;
Grynkiv, Iaryna
- In:
Journal of econometrics
164
(
2011
)
2
,
pp. 367-381
Persistent link: https://www.econbiz.de/10009301899
Saved in:
7
The yen real exchange rate may be stationary after all : evidence from non-linear unit root tests
Chortareas, Georgios E.
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003378760
Saved in:
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