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subject:"Time series analysis"
~isPartOf:"Econometric theory"
~isPartOf:"Journal of empirical finance"
~subject:"Statistische Verteilung"
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Time series analysis
Statistische Verteilung
Theorie
1,136
Theory
1,136
Estimation theory
303
Schätztheorie
303
Zeitreihenanalyse
242
Estimation
121
Schätzung
121
Capital income
116
Kapitaleinkommen
116
Portfolio selection
95
Portfolio-Management
95
Volatility
94
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94
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89
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89
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85
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81
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80
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59
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59
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52
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50
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46
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41
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283
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2
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2
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283
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Phillips, Peter C. B.
13
Hong, Yongmiao
7
Saikkonen, Pentti
6
Taylor, Robert
6
Lütkepohl, Helmut
5
Abadir, Karim Maher
4
Chambers, Marcus J.
4
Johansen, Søren
4
Linton, Oliver
4
Park, Joon Y.
4
Robinson, Peter M.
4
Wang, Qiying
4
Bierens, Herman J.
3
Chen, Bin
3
Choi, In
3
Florens, Jean-Pierre
3
Gao, Jiti
3
Grégoir, Stéphane
3
Harris, David
3
Jong, Robert M. de
3
Larsson, Rolf
3
Meitz, Mika
3
Moon, Hyungsik Roger
3
Perron, Pierre
3
Rodrigues, Paulo M. M.
3
Vogelsang, Timothy J.
3
Zakoïan, Jean-Michel
3
Bandi, Federico M.
2
Barrio Castro, Tomás del
2
Bernardi, Mauro
2
Boswijk, Herman Peter
2
Breitung, Jörg
2
Broze, Laurence
2
Cai, Zongwu
2
Cavaliere, Giuseppe
2
Chen Zhou
2
Chong, Terence Tai-Leung
2
Cornea-Madeira, Adriana
2
Corradi, Valentina
2
Francq, Christian
2
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Econometric theory
Journal of empirical finance
Journal of econometrics
393
International journal of forecasting
355
Economics letters
317
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
277
Journal of forecasting
245
Discussion paper / Tinbergen Institute
228
Econometric reviews
164
Insurance / Mathematics & economics
154
Economic modelling
134
Applied economics
125
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
108
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
107
Journal of applied econometrics
106
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
105
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
97
Computational economics
94
Working paper
92
Applied economics letters
91
European journal of operational research : EJOR
91
Risks : open access journal
86
Working paper / Department of Econometrics and Business Statistics, Monash University
85
Journal of economic dynamics & control
84
Working paper / National Bureau of Economic Research, Inc.
83
NBER Working Paper
78
CREATES research paper
76
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
74
NBER working paper series
72
Finance research letters
69
Cowles Foundation discussion paper
63
Discussion paper / Center for Economic Research, Tilburg University
63
SFB 649 discussion paper
63
Energy economics
60
Série des documents de travail / Centre de Recherche en Économie et Statistique
60
CESifo working papers
58
The econometrics journal
58
Journal of banking & finance
55
Oxford bulletin of economics and statistics
54
Discussion paper / Centre for Economic Policy Research
52
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ECONIS (ZBW)
283
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1
Central limit theory for combined cross section and time series with an application to aggregate productivity shocks
Hahn, Jinyong
;
Kuersteiner, Guido M.
;
Mazzocco, Maurizio
- In:
Econometric theory
40
(
2024
)
1
,
pp. 162-212
Persistent link: https://www.econbiz.de/10014484602
Saved in:
2
Unit root test with high-frequency data
Laurent, Sébastien
;
Shi, Shuping
- In:
Econometric theory
38
(
2022
)
1
,
pp. 113-171
Persistent link: https://www.econbiz.de/10013166119
Saved in:
3
Trend extraction from economic time series with missing observations by generalized Hodrick-Prescott filters
Yamada, Hiroshi
- In:
Econometric theory
38
(
2022
)
3
,
pp. 419-453
Persistent link: https://www.econbiz.de/10013269970
Saved in:
4
Tail dependence of OLS
Oorschot, Jochem
;
Chen Zhou
- In:
Econometric theory
38
(
2022
)
2
,
pp. 273-300
Persistent link: https://www.econbiz.de/10013187225
Saved in:
5
Combining the MGHyp distribution with nonlinear shrinkage in modeling financial asset returns
Hediger, Simon
;
Näf, Jeffrey
- In:
Journal of empirical finance
77
(
2024
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014578530
Saved in:
6
A mollifier approach to the deconvolution of probability densities
Hohage, Thorsten
;
Maréchal, Pierre
;
Simar, Léopold
; …
- In:
Econometric theory
40
(
2024
)
2
,
pp. 320-359
Persistent link: https://www.econbiz.de/10014485250
Saved in:
7
Time series momentum and reversal : intraday information from realized semivariance
Liu, Zhenya
;
Lu, Shanglin
;
Li, Bo
;
Wang, Shixuan
- In:
Journal of empirical finance
72
(
2023
),
pp. 54-77
Persistent link: https://www.econbiz.de/10014476799
Saved in:
8
Intraday VaR : a copula-based approach
Wang, Keli
;
Liu, Xiaoquan
;
Ye, Wuyi
- In:
Journal of empirical finance
74
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014477064
Saved in:
9
Conditional out-of-sample predictability of aggregate equity returns and aggregate equity return volatility using economic variables
Nonejad, Nima
- In:
Journal of empirical finance
70
(
2023
),
pp. 91-122
Persistent link: https://www.econbiz.de/10014423619
Saved in:
10
Forecasting intraday market risk : a marked self-exciting point process with exogenous renewals
Stindl, Tom
- In:
Journal of empirical finance
70
(
2023
),
pp. 182-198
Persistent link: https://www.econbiz.de/10014423627
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