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subject:"Stochastischer Prozess"
subject:"Volatility"
~isPartOf:"The econometrics journal"
~subject:"Heteroscedasticity"
~subject:"Statistical distribution"
~type:"article"
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Stochastischer Prozess
Volatility
Heteroscedasticity
Statistical distribution
Estimation theory
267
Schätztheorie
267
Nichtparametrisches Verfahren
59
Nonparametric statistics
59
Regression analysis
55
Regressionsanalyse
55
Panel
39
Panel study
39
Time series analysis
37
Zeitreihenanalyse
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Statistischer Test
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Theorie
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Autokorrelation
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Method of moments
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Monte Carlo simulation
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Sun, Yixiao
2
Wu, Ximing
2
Zhang, Zhengyu
2
Čížek, Pavel
2
Abadir, Karim Maher
1
Adams, Christopher P.
1
Bao, Yong
1
Berger, Yves G.
1
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1
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1
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1
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1
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1
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1
Doukali, Mohamed
1
Du, Zaichao
1
Dufour, Jean-Marie
1
Elliott, Robert J.
1
Fabozzi, Frank J.
1
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1
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1
Gao, Jiti
1
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Jiang, Jiancheng
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Kim, Kyoo Il
1
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1
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The econometrics journal
Journal of econometrics
225
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
85
Economics letters
70
Econometric theory
59
Econometric reviews
57
Insurance / Mathematics & economics
51
Economic modelling
32
Econometrics : open access journal
27
International journal of forecasting
27
Journal of empirical finance
27
European journal of operational research : EJOR
26
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
26
Journal of the American Statistical Association : JASA
25
Statistics in transition : an international journal of the Polish Statistical Association
24
Finance research letters
21
Journal of financial econometrics
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Journal of risk and financial management : JRFM
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Journal of forecasting
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Applied economics letters
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Computational economics
17
International journal of theoretical and applied finance
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Risks : open access journal
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16
Journal of mathematical finance
16
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
15
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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The North American journal of economics and finance : a journal of financial economics studies
14
Journal of risk
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Operations research
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Mathematics of operations research
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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Journal of productivity analysis
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Operations research letters
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ECONIS (ZBW)
41
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1
Explicit minimal representation of variance matrices, and its implication for dynamic volatility models
Abadir, Karim Maher
- In:
The econometrics journal
26
(
2023
)
1
,
pp. 88-104
Persistent link: https://www.econbiz.de/10013543279
Saved in:
2
Testing conditional moment restriction models using empirical likelihood
Berger, Yves G.
- In:
The econometrics journal
25
(
2022
)
2
,
pp. 384-403
Persistent link: https://www.econbiz.de/10013253841
Saved in:
3
Distributional robustness of K-class estimators and the PULSE
Jakobsen, Martin Emil
;
Peters, Jonas
- In:
The econometrics journal
25
(
2022
)
2
,
pp. 404-432
Persistent link: https://www.econbiz.de/10013253842
Saved in:
4
Testing overidentifying restrictions with many instruments and heteroscedasticity using regularised jackknife IV
Carrasco, Marine
;
Doukali, Mohamed
- In:
The econometrics journal
25
(
2022
)
1
,
pp. 71-97
Persistent link: https://www.econbiz.de/10012878896
Saved in:
5
Distribution regression in duration analysis : an application to unemployment spells
Delgado, Miguel A.
;
García, Andrés
;
Sant'Anna, Pedro H. C.
- In:
The econometrics journal
25
(
2022
)
3
,
pp. 675-698
Persistent link: https://www.econbiz.de/10013399857
Saved in:
6
Testing identification via heteroskedasticity in structural vector autoregressive models
Lütkepohl, Helmut
;
Meitz, Mika
;
Netšunajev, Aleksei
; …
- In:
The econometrics journal
24
(
2021
)
1
,
pp. 1-22
Persistent link: https://www.econbiz.de/10012504441
Saved in:
7
Large mixed-frequency VARs with a parsimonious time-varying parameter structure
Götz, Thomas B.
;
Hauzenberger, Klemens
- In:
The econometrics journal
24
(
2021
)
3
,
pp. 442-461
Persistent link: https://www.econbiz.de/10012620715
Saved in:
8
Testing for moderate explosiveness
Guo, Gangzheng
;
Sun, Yixiao
;
Wang, Shaoping
- In:
The econometrics journal
22
(
2019
)
1
,
pp. 73-95
Persistent link: https://www.econbiz.de/10012166654
Saved in:
9
A guided nonparametric goodness-of-fit test with application to income distributions
Wen, Kuangyu
;
Wu, Ximing
- In:
The econometrics journal
22
(
2019
)
3
,
pp. 207-222
Persistent link: https://www.econbiz.de/10012166735
Saved in:
10
Quantile-based smooth transition value at risk estimation
Hubner, Stefan
;
Čížek, Pavel
- In:
The econometrics journal
22
(
2019
)
3
,
pp. 241-261
Persistent link: https://www.econbiz.de/10012166749
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