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subject:"Volatility"
type_genre:"Article in journal"
~person:"Ghysels, Eric"
~subject:"ARCH-Modell"
~subject:"Schätzung"
~type_genre:"Bibliografie enthalten"
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Search: subject_exact:"Estimation theory"
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Volatility
ARCH-Modell
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Estimation theory
20
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12
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12
Time series analysis
7
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7
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5
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Ghysels, Eric
Francq, Christian
19
Linton, Oliver
17
Kumar, Dilip
16
Maheswaran, S.
15
Kumbhakar, Subal
14
Tauchen, George Eugene
14
Zakoïan, Jean-Michel
14
Su, Liangjun
13
Gao, Jiti
12
Todorov, Viktor
12
Li, Jia
11
Hafner, Christian M.
10
Rahbek, Anders
9
Baltagi, Badi H.
8
Bollerslev, Tim
8
Hsiao, Cheng
8
Hsu, Yu-Chin
8
Kapetanios, George
8
Koop, Gary
8
Lee, Lung-fei
8
Li, Qi
8
McAleer, Michael
8
Phillips, Peter C. B.
8
Ramírez, Miguel D.
8
Teräsvirta, Timo
8
Tsionas, Efthymios G.
8
Andersen, Torben
7
Bauwens, Luc
7
Cai, Zongwu
7
Fan, Jianqing
7
Gouriéroux, Christian
7
Härdle, Wolfgang
7
Jochmans, Koen
7
Kim, Donggyu
7
Kristensen, Dennis
7
Li, Guodong
7
Li, Yingying
7
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Journal of econometrics
2
Econometric theory
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of international money and finance
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ECONIS (ZBW)
8
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1
Testing a large set of zero restrictions in regression models, with an application to mixed frequency Granger causality
Ghysels, Eric
;
Hill, Jonathan B.
;
Motegi, Kaiji
- In:
Journal of econometrics
218
(
2020
)
2
,
pp. 633-654
Persistent link: https://www.econbiz.de/10012483174
Saved in:
2
Econometric analysis of volatility component models
Wang, Fangfang
;
Ghysels, Eric
- In:
Econometric theory
31
(
2015
)
2
,
pp. 362-393
Persistent link: https://www.econbiz.de/10010532059
Saved in:
3
Moment-implied densities : properties and applications
Ghysels, Eric
;
Wang, Fangfang
- In:
Journal of business & economic statistics : JBES ; a …
32
(
2014
)
1
,
pp. 88-111
Persistent link: https://www.econbiz.de/10010380476
Saved in:
4
Stochastic volatility duration models
Ghysels, Eric
;
Gouriéroux, Christian
;
Jasiak, Joann
- In:
Journal of econometrics
119
(
2004
)
2
,
pp. 413-433
Persistent link: https://www.econbiz.de/10001956379
Saved in:
5
The impact of sampling frequency and volatility estimators on change-point tests
Andreou, Alena
;
Ghysels, Eric
- In:
Journal of financial econometrics : official journal of …
2
(
2004
)
2
,
pp. 290-318
Persistent link: https://www.econbiz.de/10002214288
Saved in:
6
Rolling-sample volatility estimators : some new theoretical, simulation, and empirical results
Andreou, Elena
;
Ghysels, Eric
- In:
Journal of business & economic statistics : JBES ; a …
20
(
2002
)
3
,
pp. 363-376
Persistent link: https://www.econbiz.de/10001695282
Saved in:
7
Structural change and asset pricing in emerging markets
Garcia, René
- In:
Journal of international money and finance
17
(
1998
)
3
,
pp. 455-473
Persistent link: https://www.econbiz.de/10001246597
Saved in:
8
Periodic autoregressive conditional heteroscedasticity
Bollerslev, Tim
- In:
Journal of business & economic statistics : JBES ; a …
14
(
1996
)
2
,
pp. 139-160
Persistent link: https://www.econbiz.de/10001203173
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