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subject:"Volatility"
type_genre:"Article in journal"
~accessRights:"restricted"
~isPartOf:"Applied economics"
~isPartOf:"Economics letters"
~subject:"Time series analysis"
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Search: subject_exact:"Estimation theory"
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Volatility
Time series analysis
Estimation theory
327
Schätztheorie
327
Estimation
86
Schätzung
85
Regression analysis
58
Regressionsanalyse
58
Zeitreihenanalyse
55
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53
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53
Nichtparametrisches Verfahren
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Nonparametric statistics
52
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Kim, Jong-Min
3
Blazsek, Szabolcs
2
Hassler, Uwe
2
Jung, Hojin
2
Kurita, Takamitsu
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Li, Chen
2
Li, Luyang
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Licht, Adrian
2
Shin, Dong-wan
2
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2
Yu, Deshui
2
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1
Anatolyev, Stanislav
1
Andrle, Michal
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
Chen, W. D.
1
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1
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1
Chudik, Alexander
1
Claes, Anouk G. P.
1
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1
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1
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Applied economics
Economics letters
Journal of econometrics
189
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
70
Econometric reviews
57
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
55
International journal of forecasting
44
Econometric theory
43
Journal of time series econometrics
38
Computational economics
29
Economic modelling
23
Finance research letters
23
The econometrics journal
20
Applied economics letters
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Journal of empirical finance
16
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The North American journal of economics and finance : a journal of financial economics studies
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12
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10
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8
Journal of banking & finance
8
Decisions in economics and finance : DEF ; a journal of applied mathematics
7
Journal of economic dynamics & control
7
Journal of mathematical finance
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
6
International journal of computational economics and econometrics : IJCEE
6
International journal of economics and finance
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
6
Journal of international financial markets, institutions & money
6
Journal of risk
6
Research in international business and finance
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Theoretical economics letters
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Finance and stochastics
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Insurance / Mathematics & economics
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The journal of risk model validation
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ECONIS (ZBW)
62
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1
Score function scaling for QAR plus Beta-t-EGARCH : an empirical application to the S&P 500
Ayala, Astrid Loretta
;
Blazsek, Szabolcs
;
Licht, Adrian
- In:
Applied economics
56
(
2024
)
31
,
pp. 3684-3697
Persistent link: https://www.econbiz.de/10014528626
Saved in:
2
A simple nonparametric conditional quantile estimator for time series with thin tails
Wang, Qiao
- In:
Economics letters
232
(
2023
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014464377
Saved in:
3
Impulse response function analysis for Markov switching VAR models
Cavicchioli, Maddalena
- In:
Economics letters
232
(
2023
),
pp. 1-4
Persistent link: https://www.econbiz.de/10014464479
Saved in:
4
Time-varying predictability of the long horizon equity premium based on semiparametric regressions
Yu, Deshui
;
Li, Chen
;
Li, Luyang
- In:
Economics letters
224
(
2023
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014307887
Saved in:
5
Nonparametric modeling for the time-varying persistence of inflation
Yu, Deshui
;
Li, Chen
;
Li, Luyang
- In:
Economics letters
225
(
2023
),
pp. 1-7
Persistent link: https://www.econbiz.de/10014308465
Saved in:
6
Consistent estimation of drift parameter in diffusion model with misspecified volatility function
Jeong, Minsoo
- In:
Economics letters
211
(
2022
),
pp. 1-4
Persistent link: https://www.econbiz.de/10013172040
Saved in:
7
On robust testing for trend
Skrobotov, Anton
- In:
Economics letters
212
(
2022
),
pp. 1-4
Persistent link: https://www.econbiz.de/10013442001
Saved in:
8
A score statistic for testing the presence of a stochastic trend in conditional variances
Hong, Yongmiao
;
Linton, Oliver
;
McCabe, Brendan Peter Martin
- In:
Economics letters
213
(
2022
),
pp. 1-6
Persistent link: https://www.econbiz.de/10013442141
Saved in:
9
A new estimator of a jump discontinuity in regression
Martins-Filho, Carlos
;
Xie, Sihong
;
Yao, Feng
- In:
Economics letters
218
(
2022
),
pp. 1-6
Persistent link: https://www.econbiz.de/10013466389
Saved in:
10
On transformed linear cointegration models
Lin, Yingqian
;
Tu, Yundong
- In:
Economics letters
198
(
2021
),
pp. 1-6
Persistent link: https://www.econbiz.de/10012605792
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