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subject:"Prognoseverfahren"
~person:"Bollerslev, Tim"
~person:"Lee, Tae-hwy"
~subject:"Autocorrelation"
~subject:"High-frequency data"
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Search: subject_exact:"Estimation theory"
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Prognoseverfahren
Autocorrelation
High-frequency data
Estimation theory
50
Schätztheorie
50
Theorie
19
Theory
19
Time series analysis
17
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17
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8
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Bollerslev, Tim
Lee, Tae-hwy
Phillips, Peter C. B.
38
Swanson, Norman R.
31
Lee, Lung-fei
28
Sun, Yixiao
24
Koopman, Siem Jan
20
Baltagi, Badi H.
19
Corradi, Valentina
18
Marcellino, Massimiliano
18
Koop, Gary
17
McCracken, Michael W.
16
Cai, Zongwu
15
Hyndman, Rob J.
15
Kapetanios, George
15
Clark, Todd E.
14
Huber, Florian
14
Diebold, Francis X.
13
Gao, Jiti
13
Rossi, Barbara
13
Teräsvirta, Timo
12
Chevillon, Guillaume
11
Hendry, David F.
11
Jin, Fei
11
Pesaran, M. Hashem
11
West, Kenneth D.
11
Xu, Ke-Li
11
Athanasopoulos, George
10
Jordà, Òscar
10
Knüppel, Malte
10
Kumar, Dilip
10
Lucas, André
10
Prucha, Ingmar R.
10
Sekhposyan, Tatevik
10
Vahid, Farshid
10
Andrews, Donald W. K.
9
Audrino, Francesco
9
Harvey, David I.
9
Kelejian, Harry H.
9
Lahiri, Kajal
9
Stock, James H.
9
Tu, Yundong
9
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Journal of econometrics
4
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2
30th anniversary edition
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1
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1
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Memo / Økonomisk Institut, Aarhus Universitet
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ECONIS (ZBW)
14
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1
Forecasting under structural breaks using improved weighted estimation
Lee, Tae-hwy
;
Parsaeian, Shahnaz
;
Ullah, Aman
-
2022
Persistent link: https://www.econbiz.de/10013284029
Saved in:
2
Forecasting under structural breaks using improved weighted estimation
Lee, Tae-hwy
;
Parsaeian, Shahnaz
;
Ullah, Aman
- In:
Oxford bulletin of economics and statistics
84
(
2022
)
6
,
pp. 1485-1501
Persistent link: https://www.econbiz.de/10013468610
Saved in:
3
Occupation density estimation for noisy high-frequency data
Zhang, Congshan
;
Li, Jia
;
Bollerslev, Tim
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 189-211
Persistent link: https://www.econbiz.de/10013441646
Saved in:
4
Generalized jump regressions for local moments
Bollerslev, Tim
;
Li, Jia
;
Chaves, Leonardo Salim Saker
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
4
,
pp. 1015-1025
Persistent link: https://www.econbiz.de/10012653221
Saved in:
5
Evaluation of the survey of professional forecasters in the Greenbook's loss function
Lee, Tae-hwy
;
Wang, Yiyao
- In:
Journal of quantitative economics
17
(
2019
)
2
,
pp. 345-360
Persistent link: https://www.econbiz.de/10012418673
Saved in:
6
High-dimensional multivariate realized volatility estimation
Bollerslev, Tim
;
Meddahi, Nour
;
Nyawa, Serge
- In:
Journal of econometrics
212
(
2019
)
1
,
pp. 116-136
Persistent link: https://www.econbiz.de/10012303903
Saved in:
7
Stein-Rule estimation and generalized shrinkage methods for forecasting using many predictors
Hillebrand, Eric
;
Lee, Tae-hwy
-
2012
Persistent link: https://www.econbiz.de/10009627569
Saved in:
8
Stein-rule estimation and generalized shrinkage methods for forecasting using many predictors
Hillebrand, Eric
;
Lee, Tae-hwy
-
2012
Persistent link: https://www.econbiz.de/10009531575
Saved in:
9
Exploiting the errors : a simple approach for improved volatility forecasting
Bollerslev, Tim
;
Patton, Andrew J.
;
Quaedvlieg, Rogier
- In:
Journal of econometrics
192
(
2016
)
1
,
pp. 1-18
Persistent link: https://www.econbiz.de/10011610646
Saved in:
10
Nonparametric and semiparametric regressions subject to monotonicity constraints : estimation and forecasting
Lee, Tae-hwy
;
Tu, Yundong
;
Ullah, Aman
- In:
Journal of econometrics
182
(
2014
)
1
,
pp. 196-210
Persistent link: https://www.econbiz.de/10010497090
Saved in:
1
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