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source:"econis"
subject:"Schätztheorie"
~person:"Franses, Philip Hans"
~person:"Giles, David E. A."
~subject:"USA"
~subject:"Volatility"
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Schätztheorie
USA
Volatility
Theorie
349
Theory
349
Time series analysis
144
Zeitreihenanalyse
144
Forecasting model
91
Prognoseverfahren
91
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77
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64
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64
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18
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18
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17
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16
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101
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Franses, Philip Hans
Giles, David E. A.
Diebold, Francis X.
110
Härdle, Wolfgang
107
Bollerslev, Tim
93
Heckman, James J.
93
McAleer, Michael
91
Pesaran, M. Hashem
87
Phillips, Peter C. B.
70
Christiano, Lawrence J.
63
Acemoglu, Daron
61
Gouriéroux, Christian
60
Engle, Robert F.
59
Fabozzi, Frank J.
59
Koopman, Siem Jan
59
Caporale, Guglielmo Maria
58
Mankiw, Nicholas Gregory
56
Caballero, Ricardo J.
54
Swanson, Norman R.
54
Bekaert, Geert
53
Glaeser, Edward L.
52
Stock, James H.
49
Hall, Robert Ernest
48
Andrews, Donald W. K.
46
Lütkepohl, Helmut
46
Andersen, Torben
45
Campbell, John Y.
45
Lucas, André
45
Newey, Whitney K.
45
Ghysels, Eric
44
Gil-Alaña, Luis A.
43
Mishkin, Frederic S.
43
Granger, C. W. J.
42
Gupta, Rangan
42
Imbens, Guido
42
Hautsch, Nikolaus
41
Chiarella, Carl
40
Eichenbaum, Martin S.
40
Timmermann, Allan
40
Aizenman, Joshua
39
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European University Institute / Department of Economics
1
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Report / Econometric Institute, Erasmus University Rotterdam
15
Discussion paper / Department of Economics, University of Canterbury
11
Economics letters
9
Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam
8
Discussion paper / Tinbergen Institute
6
Journal of quantitative economics : official journal of the Indian Econometric Society
6
Discussion paper / Tinbergen Institute / Tinbergen Institute
5
Journal of econometrics
5
Discussion paper
4
Journal of applied econometrics
4
Oxford bulletin of economics and statistics
4
Report / Erasmus Center for Financial Research, Erasmus University
4
Econometric Institute research papers
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Rotterdams Instituut voor Bedrijfseconomische Studies : RIBES
3
Econometric reviews
2
Macroeconomic dynamics
2
Report / Econometric Institute, Erasmus University, Rotterdam / Econometric Institute, Erasmus University Rotterdam
2
The journal of international trade & economic development
2
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1
Applied financial economics letters
1
Applied mathematical finance
1
Discussion paper / Center for Economic Research, Tilburg University
1
ERIM report series research in management
1
EUI working paper / ECO
1
Econometric analysis of financial and economic time series ; part a
1
Econometric theory
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
International journal of forecasting
1
Journal of economic psychology : research in economic psychology and behavioral economics
1
Journal of economic surveys
1
Journal of macroeconomics
1
Nonparametric dynamic modelling
1
Rotterdams Instituut voor Bedrijfseconomische Studies
1
Statistics : textbooks and monographs
1
TRACE discussion papers / Tinbergen Institute
1
Testing integration and cointegration
1
The review of economics and statistics
1
Working paper / Department of Econometrics and Operations Research, Monash University
1
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ECONIS (ZBW)
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1
Confidence intervals for maximal reliability of probability judgments
Lam, Kar Yin
(
contributor
);
Koning, Alex J.
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003484019
Saved in:
2
Semi-parametric modelling of correlation dynamics
Hafner, Christian M.
(
contributor
); …
-
2005
Persistent link: https://www.econbiz.de/10003010850
Saved in:
3
A simple test of GARCH against a stochastic volatility model
Franses, Philip Hans
(
contributor
); …
-
2005
Persistent link: https://www.econbiz.de/10003179654
Saved in:
4
A survival analysis of the approval of US patent applications
Xie, Ying
;
Giles, David E. A.
- In:
Applied economics
43
(
2011
)
10/12
,
pp. 1375-1384
Persistent link: https://www.econbiz.de/10009239417
Saved in:
5
Econometric analysis of the market share attraction model
Fok, Dennis
;
Franses, Philip Hans
;
Paap, Richard
-
2001
Persistent link: https://www.econbiz.de/10001600632
Saved in:
6
Some properties of absolute returns as a proxy for volatility
Giles, David E. A.
- In:
Applied financial economics letters
4
(
2008
)
4/6
,
pp. 347-350
Persistent link: https://www.econbiz.de/10003807778
Saved in:
7
Measuring changes in consumer confidence
Oest, Rutger van
;
Franses, Philip Hans
- In:
Journal of economic psychology : research in economic …
29
(
2008
)
3
,
pp. 255-275
Persistent link: https://www.econbiz.de/10003755137
Saved in:
8
Modeling the diffusion of scientific publications
Fok, Dennis
;
Franses, Philip Hans
- In:
Journal of econometrics
139
(
2007
)
2
,
pp. 376-390
Persistent link: https://www.econbiz.de/10003485373
Saved in:
9
Semi-parametric modelling of correlation dynamics
Hafner, Christian M.
;
Dijk, Dick van
;
Franses, Philip Hans
-
2006
Persistent link: https://www.econbiz.de/10003331369
Saved in:
10
Calculating a standard error for the Gini coefficient : some further results
Giles, David E. A.
- In:
Oxford bulletin of economics and statistics
66
(
2004
)
3
,
pp. 425-433
Persistent link: https://www.econbiz.de/10002139187
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