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subject:"Zeitreihenanalyse"
~isPartOf:"Journal of empirical finance"
~subject:"Bayesian inference"
~subject:"Kapitaleinkommen"
~subject:"Statistische Verteilung"
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Zeitreihenanalyse
Bayesian inference
Kapitaleinkommen
Statistische Verteilung
Estimation theory
76
Schätztheorie
76
Time series analysis
24
Estimation
22
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Kim, Chang-Jin
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Wongwachara, Warapong
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Journal of empirical finance
Journal of econometrics
423
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
192
Econometric theory
184
Economics letters
174
Discussion paper / Tinbergen Institute
116
Econometric reviews
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Working paper / Department of Econometrics and Business Statistics, Monash University
82
International journal of forecasting
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CREATES research paper
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Econometrics : open access journal
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Applied economics letters
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The econometrics journal
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
52
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48
Cowles Foundation discussion paper
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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
48
Applied economics
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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CEMMAP working papers / Centre for Microdata Methods and Practice
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Série des documents de travail / Centre de Recherche en Économie et Statistique
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Journal of applied econometrics
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Journal of time series econometrics
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SFB 649 discussion paper
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Statistics in transition : an international journal of the Polish Statistical Association
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EUI working paper / ECO
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Journal of risk and financial management : JRFM
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Discussion paper
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Discussion papers of interdisciplinary research project 373
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Finance research letters
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1
An adaptive long memory conditional correlation model
Dark, Jonathan
- In:
Journal of empirical finance
75
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014491877
Saved in:
2
Using, taming or avoiding the factor zoo? : a double-shrinkage estimator for covariance matrices
De Nard, Gianluca
;
Zhao, Zhao
- In:
Journal of empirical finance
72
(
2023
),
pp. 23-35
Persistent link: https://www.econbiz.de/10014476795
Saved in:
3
Uncertainty in the Black-Litterman model : empirical estimation of the equilibrium
Fuhrer, Adrian
;
Hock, Thorsten
- In:
Journal of empirical finance
72
(
2023
),
pp. 251-275
Persistent link: https://www.econbiz.de/10014476878
Saved in:
4
Estimating and testing skewness in a stochastic volatility model
Lee, Cheol Woo
;
Kang, Kyu Ho
- In:
Journal of empirical finance
72
(
2023
),
pp. 445-467
Persistent link: https://www.econbiz.de/10014476881
Saved in:
5
Estimation with mixed data frequencies : a bias-correction approach
Ghosh, Anisha
;
Linton, Oliver
- In:
Journal of empirical finance
74
(
2023
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014477062
Saved in:
6
Modeling the cross-section of stock returns using sensible models in a model pool
Chiang, I-Hsuan Ethan
;
Liao, Yin
;
Zhou, Qing
- In:
Journal of empirical finance
60
(
2021
),
pp. 56-73
Persistent link: https://www.econbiz.de/10012692977
Saved in:
7
Predictive regression with p-lags and order-q autoregressive predictors
Jayetileke, Harshanie L.
;
Wang, You-Gan
;
Zhu, Min
- In:
Journal of empirical finance
62
(
2021
),
pp. 282-293
Persistent link: https://www.econbiz.de/10012693434
Saved in:
8
On the stability of portfolio selection models
Cesarone, Francesco
;
Mango, Fabiomassimo
;
Mottura, Carlo D.
- In:
Journal of empirical finance
59
(
2020
),
pp. 210-234
Persistent link: https://www.econbiz.de/10012437975
Saved in:
9
Balanced predictive regressions
Ren, Yu
;
Tu, Yundong
;
Yi, Yanping
- In:
Journal of empirical finance
54
(
2019
),
pp. 118-142
Persistent link: https://www.econbiz.de/10012174812
Saved in:
10
Dynamic cross-autocorrelation in stock returns
Kinnunen, Jyri
- In:
Journal of empirical finance
40
(
2017
),
pp. 162-173
Persistent link: https://www.econbiz.de/10011744473
Saved in:
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