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subject:"Volatility"
type_genre:"Article in journal"
~isPartOf:"Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics"
~isPartOf:"Economic modelling"
~subject:"Time series analysis"
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Search: subject_exact:"Estimation theory"
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Volatility
Time series analysis
Estimation theory
451
Schätztheorie
451
Theorie
254
Theory
254
Zeitreihenanalyse
73
Estimation
72
Schätzung
71
Nichtparametrisches Verfahren
49
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49
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Article in journal
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88
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English
88
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Kumar, Dilip
4
Nelson, Daniel B.
4
Phillips, Peter C. B.
4
Maheswaran, S.
3
Tauchen, George Eugene
3
Abadir, Karim Maher
2
Andrews, Donald W. K.
2
Cubadda, Gianluca
2
Foster, Dean P.
2
Hadri, Kaddour
2
Li, Jia
2
Raïssi, Hamdi
2
Sims, Christopher A.
2
Stock, James H.
2
Triacca, Umberto
2
Tzavalis, Elias
2
Uhlig, Harald
2
Watson, Mark W.
2
White, Halbert
2
Xu, Weijun
2
Alvarez, Javier
1
Amini, Shahram
1
Arellano, Manuel
1
Bai, Jushan
1
Battisti, Michele
1
Bertelli, Stefano
1
Bierens, Herman J.
1
Boughrara, Adel
1
Camacho, Maximo
1
Caporale, Guglielmo Maria
1
Castillo B., Paul
1
Chen, Xiaohong
1
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1
DeJong, David Neil
1
Demetrescu, Matei
1
Di Iorio, Francesca
1
Doornik, Jurgen A.
1
Dridi, Ichrak
1
Duarte, Cláudia
1
Dufour, Jean-Marie
1
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
Economic modelling
Journal of econometrics
364
Econometric theory
169
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
167
Economics letters
151
Econometric reviews
97
International journal of forecasting
69
Journal of forecasting
61
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
56
Applied economics letters
54
Econometrics : open access journal
53
The econometrics journal
45
Journal of time series econometrics
40
Journal of empirical finance
38
Applied economics
37
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
37
Journal of the American Statistical Association : JASA
37
Computational economics
36
Journal of applied econometrics
33
Journal of financial econometrics : official journal of the Society for Financial Econometrics
30
Finance research letters
23
Oxford bulletin of economics and statistics
23
Journal of banking & finance
21
Journal of risk and financial management : JRFM
21
Journal of financial econometrics
19
Quantitative finance
18
Journal of economic dynamics & control
17
International journal of economics and financial issues : IJEFI
16
The North American journal of economics and finance : a journal of financial economics studies
16
The review of economics and statistics
16
Journal of macroeconomics
15
Quantitative economics : QE ; journal of the Econometric Society
15
International journal of theoretical and applied finance
14
The review of economic studies
13
Empirical economics : a quarterly journal of the Institute for Advanced Studies
12
Journal of quantitative economics
12
Energy economics
11
European journal of operational research : EJOR
11
International Journal of Energy Economics and Policy : IJEEP
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41
A medium-N approach to macroeconomic forecasting
Cubadda, Gianluca
;
Guardabascio, Barbara
- In:
Economic modelling
29
(
2012
)
4
,
pp. 1099-1105
Persistent link: https://www.econbiz.de/10009667434
Saved in:
42
An alternative solution to the Autoregressivity Paradox in time series analysis
Cubadda, Gianluca
;
Triacca, Umberto
- In:
Economic modelling
28
(
2011
)
3
,
pp. 1451-1454
Persistent link: https://www.econbiz.de/10009272065
Saved in:
43
Modelling of scale change, periodicity and conditional heteroskedasticity in return volatility
Feng, Yuanhua
;
McNeil, Alexander J.
- In:
Economic modelling
25
(
2008
)
5
,
pp. 850-867
Persistent link: https://www.econbiz.de/10003800096
Saved in:
44
Band spectral estimation for signal extraction
Proietti, Tommaso
- In:
Economic modelling
25
(
2008
)
1
,
pp. 54-69
Persistent link: https://www.econbiz.de/10003628779
Saved in:
45
Confidence intervals for diffusion index forecasts and inference for factor-augmented regressions
Bai, Jushan
;
Ng, Serena
- In:
Econometrica : journal of the Econometric Society, an …
74
(
2006
)
4
,
pp. 1133-1150
Persistent link: https://www.econbiz.de/10003346183
Saved in:
46
The time series and cross section asymptotics of dynamic panel data estimators
Alvarez, Javier
;
Arellano, Manuel
- In:
Econometrica : journal of the Econometric Society, an …
71
(
2003
)
4
,
pp. 1121-1159
Persistent link: https://www.econbiz.de/10001792653
Saved in:
47
The influence of VAR dimensions on estimator biases : comment
Doornik, Jurgen A.
;
Nielsen, Bent
;
Rothenberg, Thomas J.
- In:
Econometrica : journal of the Econometric Society, an …
71
(
2003
)
1
,
pp. 377-383
Persistent link: https://www.econbiz.de/10001731136
Saved in:
48
Lower risk bounds and properties of confidence sets for ill-posed estimation problems with applications to spectral density and persistence estimation, unit roots, and estimation o...
Pötscher, Benedikt M.
- In:
Econometrica : journal of the Econometric Society, an …
70
(
2002
)
3
,
pp. 1035-1065
Persistent link: https://www.econbiz.de/10001688015
Saved in:
49
Subsampling intervals in autoregressive models with linear time trend
Romano, Joseph P.
;
Wolf, Michael
- In:
Econometrica : journal of the Econometric Society, an …
69
(
2001
)
5
,
pp. 1283-1314
Persistent link: https://www.econbiz.de/10001612104
Saved in:
50
The econometrics of ultra-high-frequency data
Engle, Robert F.
- In:
Econometrica : journal of the Econometric Society, an …
68
(
2000
)
1
,
pp. 1-22
Persistent link: https://www.econbiz.de/10001449346
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