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source:"econis"
subject:"Schätztheorie"
~person:"Franses, Philip Hans"
~person:"Giles, David E. A."
~subject:"Volatility"
~type_genre:"Aufsatz in Zeitschrift"
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Schätztheorie
Volatility
Theorie
130
Theory
130
Time series analysis
57
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57
Forecasting model
32
Prognoseverfahren
32
Estimation theory
31
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Aufsatz in Zeitschrift
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47
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35
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Franses, Philip Hans
Giles, David E. A.
McAleer, Michael
41
Phillips, Peter C. B.
31
Andrews, Donald W. K.
30
Newey, Whitney K.
27
Bollerslev, Tim
26
Li, Qi
26
Baltagi, Badi H.
23
Gouriéroux, Christian
21
Gupta, Rangan
21
Ohtani, Kazuhiro
21
Pesaran, M. Hashem
21
Ghysels, Eric
20
Granger, C. W. J.
20
Krämer, Walter
19
Horowitz, Joel
18
Perron, Pierre
18
Diebold, Francis X.
17
King, Maxwell L.
17
Lee, Lung-fei
17
Robinson, Peter M.
17
Ullah, Aman
17
Linton, Oliver
16
Lütkepohl, Helmut
16
Srivastava, Virendra K.
16
Tauchen, George Eugene
16
Wooldridge, Jeffrey M.
16
Andersen, Torben
15
Asai, Manabu
15
Bekaert, Geert
15
Caporale, Guglielmo Maria
15
Hahn, Jinyong
15
Schmidt, Peter
15
Aït-Sahalia, Yacine
14
Bera, Anil K.
14
Engle, Robert F.
14
Kelejian, Harry H.
14
Renault, Eric
14
Bai, Jushan
13
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Economics letters
9
Journal of quantitative economics : official journal of the Indian Econometric Society
6
Oxford bulletin of economics and statistics
4
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Journal of econometrics
3
Econometric reviews
2
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2
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1
Applied mathematical finance
1
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International journal of forecasting
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ECONIS (ZBW)
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1
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:
2
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
Saved in:
3
Special issue Modelling and forecasting financial volatility
Franses, Philip Hans
(
contributor
)
-
2002
Persistent link: https://www.econbiz.de/10001709308
Saved in:
4
Modelling and forecasting level shifts in absolute returns
Franses, Philip Hans
;
Leij, Marco van der
;
Paap, Richard
- In:
Journal of applied econometrics
17
(
2002
)
5
,
pp. 601-616
Persistent link: https://www.econbiz.de/10001709318
Saved in:
5
Estimating volatility on overlapping returns when returns are autocorrelated
Kluitman, Roy
;
Franses, Philip Hans
- In:
Applied mathematical finance
9
(
2002
)
3
,
pp. 179-188
Persistent link: https://www.econbiz.de/10001718679
Saved in:
6
Additive outliers, GARCH and forecasting volatility
Franses, Philip Hans
;
Ghijsels, Hendrik
- In:
International journal of forecasting
15
(
1999
)
1
,
pp. 1-9
Persistent link: https://www.econbiz.de/10001428359
Saved in:
7
On Phillips-Perron-type tests for seasonal unit roots
Breitung, Jörg
- In:
Econometric theory
14
(
1998
)
2
,
pp. 200-221
Persistent link: https://www.econbiz.de/10001245309
Saved in:
8
Outlier detection in cointegration analysis
Franses, Philip Hans
- In:
Journal of business & economic statistics : JBES ; a …
16
(
1998
)
4
,
pp. 459-468
Persistent link: https://www.econbiz.de/10001251800
Saved in:
9
Recognizing changing seasonal patterns using artificial neural networks
Franses, Philip Hans
- In:
Journal of econometrics
81
(
1997
)
1
,
pp. 273-280
Persistent link: https://www.econbiz.de/10001336794
Saved in:
10
Multiple unit roots in periodic autoregression
Boswijk, Herman Peter
- In:
Journal of econometrics
80
(
1997
)
1
,
pp. 167-193
Persistent link: https://www.econbiz.de/10001223460
Saved in:
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