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subject:"Volatility"
type_genre:"Article in journal"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~subject:"Zeitreihenanalyse"
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Search: subject_exact:"Estimation theory"
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Volatility
Zeitreihenanalyse
Estimation theory
590
Schätztheorie
590
Theorie
195
Theory
195
Time series analysis
138
Estimation
127
Schätzung
127
Nichtparametrisches Verfahren
109
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109
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26
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25
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Ghysels, Eric
4
Su, Liangjun
4
Franses, Philip Hans
3
Gao, Jiti
3
Tsay, Ruey S.
3
Bauwens, Luc
2
Bera, Anil K.
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Bollerslev, Tim
2
Engle, Robert F.
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Escanciano, Juan Carlos
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González-Rivera, Gloria
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Hautsch, Nikolaus
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Higgins, Matthew Lawrence
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Jing, Bingyi
2
Koop, Gary
2
Li, Dong
2
Ling, Shiqing
2
Lucas, André
2
Lütkepohl, Helmut
2
Nielsen, Morten Ørregaard
2
Peng, Bin
2
Russell, Jeffrey R.
2
Shao, Xiaofeng
2
Shephard, Neil G.
2
Sheppard, Kevin
2
Song, Xiaojun
2
Taylor, Robert
2
Tjostheim, Dag
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Ullah, Aman
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Van Keilegom, Ingrid
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Westerlund, Joakim
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Yang, Xiye
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Zhu, Ke
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1
Andersen, Torben
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1
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Journal of econometrics
364
Econometric theory
167
Economics letters
151
Econometric reviews
96
International journal of forecasting
69
Journal of forecasting
61
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
55
Applied economics letters
53
Econometrics : open access journal
51
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
44
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The econometrics journal
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40
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37
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
37
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37
Journal of the American Statistical Association : JASA
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33
Journal of financial econometrics : official journal of the Society for Financial Econometrics
30
Oxford bulletin of economics and statistics
23
Finance research letters
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Journal of banking & finance
21
Journal of risk and financial management : JRFM
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Journal of financial econometrics
18
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International journal of economics and financial issues : IJEFI
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The North American journal of economics and finance : a journal of financial economics studies
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Journal of macroeconomics
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The review of economics and statistics
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International journal of theoretical and applied finance
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Journal of economic dynamics & control
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Journal of quantitative economics
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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Central European journal of economic modelling and econometrics
10
European journal of operational research : EJOR
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ECONIS (ZBW)
161
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1
Singular conditional autoregressive Wishart model for realized covariance matrices
Alfelt, Gustav
;
Bodnar, Taras
;
Javed, Farrukh
;
Tyrcha, …
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
3
,
pp. 833-845
Persistent link: https://www.econbiz.de/10014448443
Saved in:
2
Mean-structure and autocorrelation consistent covariance matrix estimation
Chan, Kin Wai
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
1
,
pp. 201-215
Persistent link: https://www.econbiz.de/10012804100
Saved in:
3
Adaptive testing for cointegration with nonstationary volatility
Boswijk, Herman Peter
;
Zu, Yang
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
2
,
pp. 744-755
Persistent link: https://www.econbiz.de/10013534484
Saved in:
4
Semiparametric tests for the order of integration in the possible presence of level breaks
Iacone, Fabrizio
;
Nielsen, Morten Ørregaard
;
Taylor, Robert
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
2
,
pp. 880-896
Persistent link: https://www.econbiz.de/10013534577
Saved in:
5
Tests of equal forecasting accuracy for nested models with estimated CCE factors
Stauskas, Ovidijus
;
Westerlund, Joakim
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
4
,
pp. 1745-1758
Persistent link: https://www.econbiz.de/10013540477
Saved in:
6
Identification of time-varying factor models
Cheung, Ying Lun
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
1
,
pp. 76-94
Persistent link: https://www.econbiz.de/10014449828
Saved in:
7
Low frequency cointegrating regression with local to unity regressors and unknown form of serial dependence
Hwang, Jungbin
;
Valdés, Gonzalo
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
1
,
pp. 160-173
Persistent link: https://www.econbiz.de/10014449847
Saved in:
8
Estimation, inference, and empirical analysis for time-varying var models
Gao, Jiti
;
Peng, Bin
;
Yan, Yayi
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
1
,
pp. 310-321
Persistent link: https://www.econbiz.de/10014449933
Saved in:
9
Testing for trend specifications in panel data models
Wu, Jilin
;
Song, Xiaojun
;
Xiao, Zhijie
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
2
,
pp. 453-466
Persistent link: https://www.econbiz.de/10014448241
Saved in:
10
Inference for nonparametric high-frequency estimators with an application to time variation in betas
Kalnina, Ilze
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
2
,
pp. 538-549
Persistent link: https://www.econbiz.de/10014448338
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