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subject:"Germany"
~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~subject:"ARCH-Modell"
~type:"article"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Estimation theory"
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Germany
ARCH-Modell
Estimation theory
72
Schätztheorie
72
Time series analysis
19
Zeitreihenanalyse
19
Volatility
16
Volatilität
16
Estimation
15
Schätzung
15
ARCH model
11
Capital income
9
Kapitaleinkommen
9
Market microstructure
9
Marktmikrostruktur
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Nichtparametrisches Verfahren
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Nonparametric statistics
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Theorie
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Börsenkurs
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Aufsatz in Zeitschrift
Article in journal
11
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English
11
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Francq, Christian
2
Horváth, Lajos
2
Zakoïan, Jean-Michel
2
Audrino, Francesco
1
Caldeira, João F.
1
Chen, Yi-ting
1
Christoffersen, Peter F.
1
Conrad, Christian A.
1
Di, Jianing
1
Engle, Robert F.
1
Gangopadhyay, Ashis
1
Haag, Berthold R.
1
Moura, Guilherme Valle
1
Nogales, Francisco J.
1
Pelletier, Denis
1
Santos, André A. P.
1
Suto, Nobuyuki
1
Taniai, Hiroyuki
1
Taniguchi, Masanobu
1
Trojani, Fabio
1
Usami, Takashi
1
Visser, Marcel P.
1
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
Journal of econometrics
53
Econometric theory
36
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
36
Economics letters
24
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
17
Econometric reviews
15
International journal of forecasting
15
The econometrics journal
14
Journal of empirical finance
13
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
12
Finance research letters
12
Journal of risk
12
Applied economics
11
International journal of economics and financial issues : IJEFI
11
Journal of forecasting
11
Economic modelling
10
Journal of time series econometrics
10
Applied economics letters
9
Journal of banking & finance
9
Journal of risk and financial management : JRFM
9
The North American journal of economics and finance : a journal of financial economics studies
9
Econometrics : open access journal
8
Journal of financial econometrics
8
Journal of mathematical finance
7
Computational economics
6
International Journal of Energy Economics and Policy : IJEEP
6
The European journal of finance
6
Annals of financial economics
5
CBN journal of applied statistics
5
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
5
Jahrbücher für Nationalökonomie und Statistik
5
Journal of economic dynamics & control
5
Journal of international money and finance
5
The journal of risk model validation
5
International journal of economics and finance
4
Journal of the American Statistical Association : JASA
4
Kredit und Kapital
4
Labour economics : official journal of the European Association of Labour Economists
4
Macroeconomic dynamics
4
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ECONIS (ZBW)
11
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1
Combining multivariate volatility forecasts: an economic-based approach
Caldeira, João F.
;
Moura, Guilherme Valle
;
Nogales, …
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
2
,
pp. 247-285
Persistent link: https://www.econbiz.de/10011987429
Saved in:
2
Dynamic conditional beta
Engle, Robert F.
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
4
,
pp. 643-667
Persistent link: https://www.econbiz.de/10011623818
Saved in:
3
Variance targeting estimation of multivariate GARCH models
Francq, Christian
;
Horváth, Lajos
;
Zakoïan, Jean-Michel
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
2
,
pp. 353-382
Persistent link: https://www.econbiz.de/10011589013
Saved in:
4
On the optimal estimating function method for conditional correlation models
Chen, Yi-ting
- In:
Journal of financial econometrics : official journal of …
13
(
2015
)
1
,
pp. 83-125
Persistent link: https://www.econbiz.de/10010519661
Saved in:
5
One-step semiparametric estimation of the GARCH model
Di, Jianing
;
Gangopadhyay, Ashis
- In:
Journal of financial econometrics : official journal of …
12
(
2014
)
2
,
pp. 382-407
Persistent link: https://www.econbiz.de/10010351543
Saved in:
6
Asymptotics of realized volatility with non-Gaussian ARCH(∞) Microstructure noise
Taniai, Hiroyuki
;
Usami, Takashi
;
Suto, Nobuyuki
; …
- In:
Journal of financial econometrics : official journal of …
10
(
2012
)
4
,
pp. 617-636
Persistent link: https://www.econbiz.de/10009671895
Saved in:
7
GARCH parameter estimation using high-frequency data
Visser, Marcel P.
- In:
Journal of financial econometrics : official journal of …
9
(
2011
)
1
,
pp. 162-197
Persistent link: https://www.econbiz.de/10009125144
Saved in:
8
Merits and drawbacks of variance targeting in GARCH models
Francq, Christian
;
Horváth, Lajos
;
Zakoïan, Jean-Michel
- In:
Journal of financial econometrics : official journal of …
9
(
2011
)
4
,
pp. 619-656
Persistent link: https://www.econbiz.de/10009407372
Saved in:
9
Accurate short-term yield curve forecasting using functional gradient descent
Audrino, Francesco
;
Trojani, Fabio
- In:
Journal of financial econometrics : official journal of …
5
(
2007
)
4
,
pp. 591-623
Persistent link: https://www.econbiz.de/10003570734
Saved in:
10
Inequality constraints in the fractionally integrated GARCH model
Conrad, Christian A.
;
Haag, Berthold R.
- In:
Journal of financial econometrics : official journal of …
4
(
2006
)
3
,
pp. 413-449
Persistent link: https://www.econbiz.de/10003354107
Saved in:
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