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subject:"Estimation theory"
~isPartOf:"CORE discussion papers : DP"
~isPartOf:"Econometric theory"
~subject:"Schätzung"
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Search: subject_exact:"ARCH-Modell"
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Estimation theory
Schätzung
ARCH model
108
ARCH-Modell
108
Theorie
48
Theory
48
Schätztheorie
44
Volatility
20
Volatilität
20
Time series analysis
18
Zeitreihenanalyse
18
Correlation
10
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10
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9
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9
Estimation
8
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Preminger, Arie
6
Bauwens, Luc
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Hafner, Christian M.
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Linton, Oliver
5
Chan, Ngai Hang
3
Horváth, Lajos
3
Kokoszka, Piotr
3
Storti, Giuseppe
3
Berkes, István
2
Dufays, Arnaud
2
Francq, Christian
2
Saikkonen, Pentti
2
Zaffaroni, Paolo
2
Zakoïan, Jean-Michel
2
Zhang, Rongmao
2
Andrews, Beth
1
Augustyniak, Maciej
1
Avarucci, Marco
1
Bauwensa, Luc
1
Beutner, Eric
1
Bouaddi, Mohammed
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Henze, Norbert
1
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1
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1
Jeong, Minsoo
1
Jiménez-Gamero, M. Dolores
1
Kim, Woocheol
1
Kristensen, Dennis
1
Laurent, Sébastien
1
Li, Degui
1
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CORE discussion papers : DP
Econometric theory
Energy economics
72
Journal of econometrics
69
Applied economics
66
Finance research letters
63
Economic modelling
56
Journal of empirical finance
53
International review of economics & finance : IREF
52
The North American journal of economics and finance : a journal of financial economics studies
48
International review of financial analysis
47
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38
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36
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36
Applied economics letters
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Economics letters
34
International journal of forecasting
33
International journal of economics and financial issues : IJEFI
29
Journal of banking & finance
28
Journal of financial econometrics : official journal of the Society for Financial Econometrics
28
Applied financial economics
26
Econometric reviews
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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23
Working paper
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International journal of economics and finance
22
Journal of risk
22
Journal of forecasting
21
The European journal of finance
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The journal of futures markets
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
21
International Journal of Energy Economics and Policy : IJEEP
20
Econometric Institute research papers
19
Computational economics
18
Journal of financial econometrics
18
Review of quantitative finance and accounting
17
The econometrics journal
17
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ECONIS (ZBW)
51
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1
Least squares and IVX limit theory in systems of predictive regressions with GARCH innovations
Magdalinos, Tassos
- In:
Econometric theory
38
(
2022
)
5
,
pp. 875-912
Persistent link: https://www.econbiz.de/10013469682
Saved in:
2
DCC-HEAVY : a multivariate GARCH model based on realized variances and correlations
Bauwens, Luc
;
Xu, Yongdeng
-
2019
Persistent link: https://www.econbiz.de/10012215175
Saved in:
3
Nonlinearities and regimes in conditional correlations with different dynamics
Bauwens, Luc
;
Otranto, Edoardo
-
2018
Persistent link: https://www.econbiz.de/10011992647
Saved in:
4
Nonstationary linear processes with infinite variance GARCH errors
Zhang, Rongmao
;
Chan, Ngai Hang
- In:
Econometric theory
37
(
2021
)
5
,
pp. 892-925
Persistent link: https://www.econbiz.de/10012656388
Saved in:
5
Least squares estimation for Garch (1,1) model with heavy tailed errors
Preminger, Arie
;
Storti, Giuseppe
-
2017
Persistent link: https://www.econbiz.de/10011990826
Saved in:
6
Weak diffusion limits of dynamic conditional correlation models
Hafner, Christian M.
;
Laurent, Sébastien
;
Violante, …
-
2016
Persistent link: https://www.econbiz.de/10011589493
Saved in:
7
On asymptotic theory for ARCH models
Hafner, Christian M.
;
Preminger, Arie
-
2016
Persistent link: https://www.econbiz.de/10011893997
Saved in:
8
Multiplicative conditional correlation models for realized covariance matrices
Bauwensa, Luc
;
Braione, Manuela
;
Storti, Giuseppe
-
2016
Persistent link: https://www.econbiz.de/10011894432
Saved in:
9
A new approach to volatility modeling : the high-dimensional Markov Model
Augustyniak, Maciej
;
Bauwens, Luc
;
Dufays, Arnaud
-
2016
Persistent link: https://www.econbiz.de/10011894434
Saved in:
10
Characterizations of multinormality and corresponding tests of fit, including for GARCH models
Henze, Norbert
;
Jiménez-Gamero, M. Dolores
;
Meintanis, …
- In:
Econometric theory
35
(
2019
)
3
,
pp. 510-546
Persistent link: https://www.econbiz.de/10012146149
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