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subject:"Prognoseverfahren"
subject:"USA"
~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~subject:"ARCH-Modell"
~subject:"Time series analysis"
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Prognoseverfahren
USA
ARCH-Modell
Time series analysis
Estimation theory
103
Schätztheorie
103
Zeitreihenanalyse
50
Estimation
33
Schätzung
33
ARCH model
17
Volatility
17
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17
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Regressionsanalyse
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cointegration
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7
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Enders, Walter
2
Li, Jing
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Teräsvirta, Timo
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Abbara, Omar
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Anatolyev, Stanislav
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Baillie, Richard
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Banerjee, Anurag Narayan
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Baruník, Jozef
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Bekiros, Stelios
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Candelon, Bertrand
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Croux, Christophe
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1
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De Angelis, Luca
1
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1
Dufays, Arnaud
1
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1
Ericsson, Neil R.
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1
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1
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1
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1
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
Journal of econometrics
413
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
241
Econometric theory
198
Economics letters
173
International journal of forecasting
133
Discussion paper / Tinbergen Institute
118
Journal of forecasting
103
Econometric reviews
99
CREATES research paper
75
Working paper / Department of Econometrics and Business Statistics, Monash University
73
Applied economics letters
60
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
56
Journal of applied econometrics
56
The review of economics and statistics
55
The econometrics journal
53
Working paper / National Bureau of Economic Research, Inc.
53
Applied economics
52
Journal of the American Statistical Association : JASA
51
Econometrics : open access journal
50
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
48
Cowles Foundation discussion paper
46
Economic modelling
44
NBER Working Paper
44
Journal of empirical finance
43
Journal of time series econometrics
43
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
42
Computational economics
41
NBER working paper series
40
Oxford bulletin of economics and statistics
37
Série des documents de travail / Centre de Recherche en Économie et Statistique
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34
Journal of financial econometrics : official journal of the Society for Financial Econometrics
33
Technical working paper / National Bureau of Economic Research
33
Discussion paper
32
EUI working paper / ECO
32
Journal of banking & finance
32
SFB 649 discussion paper
30
Discussion paper / Department of Economics, University of California San Diego
29
Discussion paper / Center for Economic Research, Tilburg University
28
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1
Score-driven location plus scale models : asymptotic theory and an application to forecasting Dow Jones volatility
Blazsek, Szabolcs
;
Escribano, Álvaro
;
Licht, Adrian
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
28
(
2024
)
1
,
pp. 61-82
Persistent link: https://www.econbiz.de/10014506888
Saved in:
2
Selecting between causal and noncausal models with quantile autoregressions
Hecq, Alain W. J.
;
Sun, Li
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
25
(
2021
)
5
,
pp. 393-416
Persistent link: https://www.econbiz.de/10012806552
Saved in:
3
Estimation and forecasting of long memory stochastic volatility models
Abbara, Omar
;
Zevallos, Mauricio
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10014288818
Saved in:
4
Unrestricted, restricted, and regularized models for forecasting multivariate volatility
Anatolyev, Stanislav
;
Staněk, Filip
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
2
,
pp. 199-218
Persistent link: https://www.econbiz.de/10014288890
Saved in:
5
Buffered vector error-correction models : an application to the U.S. Treasury bond rates
Lu, Renjie
;
Yu, Philip L. H.
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
25
(
2021
)
5
,
pp. 267-287
Persistent link: https://www.econbiz.de/10012806530
Saved in:
6
Modeling time-varying parameters using artificial neural networks : a GARCH illustration
Donfack, Morvan Nongni
;
Dufays, Arnaud
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
25
(
2021
)
5
,
pp. 311-343
Persistent link: https://www.econbiz.de/10012806535
Saved in:
7
Outliers and misleading leverage effect in asymmetric GARCH-type models
Carnero, M. Angeles
;
Pérez, Ana
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
25
(
2021
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10012437834
Saved in:
8
On the performance of information criteria for model identification of count time series
Weiß, Christian H.
;
Feld, Martin H.-J. M.
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
24
(
2020
)
1
,
pp. 1-16
Persistent link: https://www.econbiz.de/10012198497
Saved in:
9
Trimmed Whittle estimation of the SVAR vs. filtering low-frequency fluctuations : applications to technology shocks
Lovcha, Yuliya
;
Perez-Laborda, Alejandro
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
24
(
2020
)
1
,
pp. 1-18
Persistent link: https://www.econbiz.de/10012198499
Saved in:
10
A threshold mixed count time series model : estimation and application
Dungey, Mardi H.
;
Martin, Vance
;
Tang, Chrismin
; …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
24
(
2020
)
2
,
pp. 1-18
Persistent link: https://www.econbiz.de/10012198537
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