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subject:"India"
~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~subject:"ARCH-Modell"
~subject:"Kapitaleinkommen"
~subject:"Stochastic process"
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India
ARCH-Modell
Kapitaleinkommen
Stochastic process
Estimation theory
73
Schätztheorie
73
Time series analysis
20
Zeitreihenanalyse
20
Volatility
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Estimation
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Francq, Christian
2
Horváth, Lajos
2
Zakoïan, Jean-Michel
2
Ahlgren, Niklas
1
Antell, Jan
1
Audrino, Francesco
1
Bu, Ruijun
1
Caldeira, João F.
1
Chen, Jiaqin
1
Chen, Yi-ting
1
Christoffersen, Peter F.
1
Conrad, Christian A.
1
Corsi, Fulvio
1
Di, Jianing
1
Engle, Robert F.
1
Feng, Dingan
1
Frederiksen, Per
1
Galbraith, John W.
1
Gangopadhyay, Ashis
1
Giet, Ludovic
1
Haag, Berthold R.
1
Hadri, Kaddour
1
Herwartz, Helmut
1
Hurn, Stan
1
Härdle, Wolfgang
1
Jeisman, J. I.
1
Jiang, George J.
1
Kokoszka, Piotr
1
Lindsay, Kenneth A.
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Lubrano, Michel
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Miao, Hong
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Mira, Antonietta
1
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1
Moura, Guilherme Valle
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Nielsen, Morten Ørregaard
1
Nogales, Francisco J.
1
Pelletier, Denis
1
Peluso, Stefano
1
Reimherr, Matthew
1
Santos, André A. P.
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
Journal of econometrics
135
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
63
Econometric theory
49
Economics letters
41
Discussion paper / Tinbergen Institute
37
Journal of empirical finance
36
The Indian economic journal
32
Econometric reviews
30
CREATES research paper
29
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
29
Journal of quantitative economics : official journal of the Indian Econometric Society
27
Finance research letters
26
Economic modelling
23
The Indian journal of economics
23
The econometrics journal
21
Journal of banking & finance
19
Journal of forecasting
19
Journal of risk and financial management : JRFM
19
Computational economics
18
International journal of forecasting
18
Econometrics : open access journal
17
Journal of financial econometrics
16
Journal of mathematical finance
16
Journal of risk
16
Working paper
16
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
15
European journal of operational research : EJOR
15
Applied economics
14
Insurance / Mathematics & economics
14
Journal of time series econometrics
14
SFB 649 discussion paper
14
Applied economics letters
13
Cowles Foundation discussion paper
13
Discussion papers of interdisciplinary research project 373
13
International journal of economics and financial issues : IJEFI
13
Série des documents de travail / Centre de Recherche en Économie et Statistique
13
Discussion paper / Department of Economics, University of California San Diego
12
Indian journal of agricultural economics
12
Journal of Indian School of Political Economy : a journal devoted to the study of Indian economy, polity, and society
12
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ECONIS (ZBW)
23
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1
Dynamic functional regression with application to the cross-section of returns
Kokoszka, Piotr
;
Miao, Hong
;
Reimherr, Matthew
; …
- In:
Journal of financial econometrics : official journal of …
16
(
2018
)
3
,
pp. 461-485
Persistent link: https://www.econbiz.de/10011987795
Saved in:
2
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:
3
Tests for abnormal returns in the presence of event-induced cross-sectional correlation
Ahlgren, Niklas
;
Antell, Jan
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
2
,
pp. 286-301
Persistent link: https://www.econbiz.de/10011987446
Saved in:
4
Efficient portfolio selection in a large market
Chen, Jiaqin
;
Yuan, Ming
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
3
,
pp. 496-524
Persistent link: https://www.econbiz.de/10011623668
Saved in:
5
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:
6
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:
7
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:
8
A Bayesian high-frequency estimator of the multivariate covariance of noisy and asynchronous returns
Peluso, Stefano
;
Corsi, Fulvio
;
Mira, Antonietta
- In:
Journal of financial econometrics : official journal of …
13
(
2015
)
3
,
pp. 665-697
Persistent link: https://www.econbiz.de/10011339256
Saved in:
9
Estimation of distortion risk measures
Tsukahara, Hideatsu
- In:
Journal of financial econometrics : official journal of …
12
(
2014
)
1
,
pp. 213-235
Persistent link: https://www.econbiz.de/10010233598
Saved in:
10
On the properties of regression test of stock returns predictability using dividend-price ratios
Moon, Seongman
;
Velasco, Carlos
- In:
Journal of financial econometrics : official journal of …
12
(
2014
)
1
,
pp. 151-173
Persistent link: https://www.econbiz.de/10010233601
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