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subject:"Theorie"
subject:"Zeitreihenanalyse"
~accessRights:"restricted"
~isPartOf:"European economic review : EER"
~isPartOf:"International journal of forecasting"
~isPartOf:"Journal of financial econometrics"
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Search: subject_exact:"Estimation"
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Theorie
Zeitreihenanalyse
Estimation
298
Schätzung
298
Forecasting model
120
Prognoseverfahren
120
Theory
110
Time series analysis
76
Volatility
70
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70
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52
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143
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Koopman, Siem Jan
4
Huber, Florian
3
Lucas, André
3
Bekierman, Jeremias
2
Blasques, Francisco
2
Gerlach, Richard
2
Guérin, Pierre
2
Kang, Kyu Ho
2
Massacci, Daniele
2
Opschoor, Anne
2
Rua, António
2
Tomasi, Chiara
2
Tsionas, Efthymios G.
2
Vahid, Farshid
2
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2
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1
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1
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1
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1
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Antonecchia, Gianluca
1
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1
Athanasopoulos, George
1
Audrino, Francesco
1
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1
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1
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1
Bas, Maria
1
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1
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1
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1
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1
Bilir, L. Kamran
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1
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1
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European economic review : EER
International journal of forecasting
Journal of financial econometrics
Discussion paper / Centre for Economic Policy Research
274
Economic modelling
161
Working paper / National Bureau of Economic Research, Inc.
157
Applied economics
129
Discussion papers / CEPR
126
Journal of econometrics
126
Economics letters
123
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
104
International review of economics & finance : IREF
101
Applied economics letters
100
SpringerLink / Bücher
100
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
91
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
86
Energy economics
85
Journal of economic dynamics & control
84
Finance research letters
77
The North American journal of economics and finance : a journal of financial economics studies
70
Journal of empirical finance
68
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67
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63
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63
Journal of international money and finance
60
International review of financial analysis
53
Econometric reviews
44
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44
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39
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36
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34
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33
Empirical economics : a quarterly journal of the Institute for Advanced Studies
33
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33
Springer eBook Collection / Business and Economics
32
International journal of finance & economics : IJFE
31
Research in international business and finance
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Review of economic dynamics
31
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ECONIS (ZBW)
143
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1
Forecasting in factor augmented regressions under structural change
Massacci, Daniele
;
Kapetanios, George
- In:
International journal of forecasting
40
(
2024
)
1
,
pp. 62-76
Persistent link: https://www.econbiz.de/10014450259
Saved in:
2
A time-varying skewness model for Growth-at-Risk
Iseringhausen, Martin
- In:
International journal of forecasting
40
(
2024
)
1
,
pp. 229-246
Persistent link: https://www.econbiz.de/10014450268
Saved in:
3
Estimation and inference of quantile impulse response functions by local projections : with applications to VaR dynamics
Han, Heejoon
;
Jung, Whayoung
;
Lee, Ji Hyung
- In:
Journal of financial econometrics
22
(
2024
)
1
,
pp. 1-29
Persistent link: https://www.econbiz.de/10014526299
Saved in:
4
Volatility of volatility estimation : central limit theorems for the fourier transform estimator and empirical study of the daily time series stylized facts
Toscano, Giacomo
;
Livieri, Giulia
;
Mancino, Maria Elvira
; …
- In:
Journal of financial econometrics
22
(
2024
)
1
,
pp. 252-296
Persistent link: https://www.econbiz.de/10014526318
Saved in:
5
Dynamic covariance matrix estimation and portfolio analysis with high-frequency data
Jiang, Binyan
;
Liu, Cheng
;
Tang, Cheng Yong
- In:
Journal of financial econometrics
22
(
2024
)
2
,
pp. 461-491
Persistent link: https://www.econbiz.de/10014526333
Saved in:
6
Heterogeneous expectations, forecast accuracy and firms' credit demand
Antonecchia, Gianluca
- In:
European economic review : EER
154
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014438331
Saved in:
7
Expectation dispersion, uncertainty, and the reaction to news
Born, Benjamin
;
Dovern, Jonas
;
Enders, Zeno
- In:
European economic review : EER
154
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014438439
Saved in:
8
The macroeconomic effects of uncertainty and risk aversion shocks
Berthold, Brendan
- In:
European economic review : EER
154
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014438440
Saved in:
9
Testing hypotheses on the innovations distribution in semi-parametric conditional volatility models
Francq, Christian
;
Zakoïan, Jean-Michel
- In:
Journal of financial econometrics
21
(
2023
)
5
,
pp. 1443-1482
Persistent link: https://www.econbiz.de/10014444685
Saved in:
10
News arrival, time-varying jump intensity, and realized volatility : conditional testing approach
Erdemlioglu, Deniz
;
Yang, Xiye
- In:
Journal of financial econometrics
21
(
2023
)
5
,
pp. 1519-1556
Persistent link: https://www.econbiz.de/10014444697
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