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subject:"Stichprobenerhebung"
~isPartOf:"Journal of empirical finance"
~subject:"Bayesian inference"
~subject:"Heteroscedasticity"
~subject:"Stochastic process"
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Stichprobenerhebung
Bayesian inference
Heteroscedasticity
Stochastic process
Estimation theory
76
Schätztheorie
76
Time series analysis
24
Zeitreihenanalyse
24
Estimation
22
Schätzung
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Volatilität
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Capital income
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Autokorrelation
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Statistical distribution
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Statistische Verteilung
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Nichtparametrisches Verfahren
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Nonparametric statistics
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CAPM
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Kristensen, Dennis
2
Agosto, Arianna
1
Ahern, Kenneth R.
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Asai, Manabu
1
Bauwens, Luc
1
Campbell, Randall C.
1
Candelon, Bertrand
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Cavaliere, Giuseppe
1
Chan, Chia-ying
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Creel, Michael D.
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Dalla, Violetta
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Daníelsson, Jón
1
De Backer, Bruno
1
Dufays, Arnaud
1
Fuhrer, Adrian
1
Gillen, Benjamin J.
1
Hock, Thorsten
1
Hurlin, Christophe
1
Kang, Kyu Ho
1
King, Maxwell L.
1
Lee, Cheol Woo
1
Lee, Kyungsub
1
Nagel, Gregory L.
1
Peretti, Christian de
1
Qiao, Zhuo
1
Rahbek, Anders
1
Seo, Byoung Ki
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Tokpavi, S.
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Wong, Wing Keung
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Journal of empirical finance
Journal of econometrics
186
Economics letters
71
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
67
Econometric reviews
50
Discussion paper / Tinbergen Institute
42
Journal of the American Statistical Association : JASA
42
Statistics in transition : an international journal of the Polish Statistical Association
39
Econometric theory
33
Economic modelling
32
The econometrics journal
32
Econometrics : open access journal
29
Working paper / Department of Econometrics and Business Statistics, Monash University
29
Cowles Foundation discussion paper
27
NBER Working Paper
27
European journal of operational research : EJOR
26
Discussion paper series / IZA
25
CREATES research paper
23
Journal of applied econometrics
23
Discussion paper / Center for Economic Research, Tilburg University
21
Computational economics
20
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
20
International journal of forecasting
20
Working paper
20
Discussion papers of interdisciplinary research project 373
19
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
19
Série des documents de travail / Centre de Recherche en Économie et Statistique
19
Applied economics letters
18
CEMMAP working papers / Centre for Microdata Methods and Practice
18
Insurance / Mathematics & economics
18
Operations research
18
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
18
Working paper series
18
Quantitative economics : QE ; journal of the Econometric Society
17
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
17
International journal of production research
16
NBER working paper series
16
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
15
Discussion papers / CEPR
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Mathematics of operations research
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ECONIS (ZBW)
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1
Uncertainty in the Black-Litterman model : empirical estimation of the equilibrium
Fuhrer, Adrian
;
Hock, Thorsten
- In:
Journal of empirical finance
72
(
2023
),
pp. 251-275
Persistent link: https://www.econbiz.de/10014476878
Saved in:
2
Estimating and testing skewness in a stochastic volatility model
Lee, Cheol Woo
;
Kang, Kyu Ho
- In:
Journal of empirical finance
72
(
2023
),
pp. 445-467
Persistent link: https://www.econbiz.de/10014476881
Saved in:
3
Bond and option prices with permanent shocks
Zoubi, Haitham al-
- In:
Journal of empirical finance
53
(
2019
),
pp. 272-290
Persistent link: https://www.econbiz.de/10012171645
Saved in:
4
Marked Hawkes process modeling of price dynamics and volatility estimation
Lee, Kyungsub
;
Seo, Byoung Ki
- In:
Journal of empirical finance
40
(
2017
),
pp. 174-200
Persistent link: https://www.econbiz.de/10011745018
Saved in:
5
Private information and limitations of Heckman's estimator in banking and corporate finance research
Campbell, Randall C.
;
Nagel, Gregory L.
- In:
Journal of empirical finance
37
(
2016
),
pp. 186-195
Persistent link: https://www.econbiz.de/10011663021
Saved in:
6
Modeling corporate defaults : poisson autoregressions with exogenous covariates (PARX)
Agosto, Arianna
;
Cavaliere, Giuseppe
;
Kristensen, Dennis
; …
- In:
Journal of empirical finance
38
(
2016
),
pp. 640-663
Persistent link: https://www.econbiz.de/10011663393
Saved in:
7
Power transformations of absolute returns and long memory estimation
Dalla, Violetta
- In:
Journal of empirical finance
33
(
2015
),
pp. 1-18
Persistent link: https://www.econbiz.de/10011556833
Saved in:
8
ABC of SV: limited information likelihood inference in stochastic volatility jump-diffusion models
Creel, Michael D.
;
Kristensen, Dennis
- In:
Journal of empirical finance
31
(
2015
),
pp. 85-108
Persistent link: https://www.econbiz.de/10011489408
Saved in:
9
An empirical Bayesian approach to stein-optimal covariance matrix estimation
Gillen, Benjamin J.
- In:
Journal of empirical finance
29
(
2014
),
pp. 402-420
Persistent link: https://www.econbiz.de/10011300451
Saved in:
10
A Bayesian method of change-point estimation with recurrent regimes : application to GARCH models
Bauwens, Luc
;
De Backer, Bruno
;
Dufays, Arnaud
- In:
Journal of empirical finance
29
(
2014
),
pp. 207-229
Persistent link: https://www.econbiz.de/10011300484
Saved in:
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