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~isPartOf:"International review of economics & finance : IREF"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~subject:"Stochastischer Prozess"
~type_genre:"Article in journal"
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Search: subject_exact:"Time series analysis"
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Stochastischer Prozess
Time series analysis
474
Zeitreihenanalyse
474
Theorie
257
Theory
257
Estimation theory
139
Schätztheorie
139
Estimation
134
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English
32
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Chan, Joshua
2
Li, Jia
2
Marcellino, Massimiliano
2
Taylor, Robert
2
Asai, Manabu
1
Bianchi, Daniele
1
Bollerslev, Tim
1
Caporin, Massimiliano
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
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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
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1
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1
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1
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1
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International review of economics & finance : IREF
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Journal of econometrics
69
Econometric reviews
28
Econometric theory
23
Economics letters
17
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
17
Economic modelling
15
Computational economics
14
International journal of forecasting
14
Quantitative finance
12
The econometrics journal
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Econometrics : open access journal
11
Applied economics letters
10
Journal of empirical finance
10
Energy economics
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Journal of banking & finance
9
Journal of economic dynamics & control
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Journal of risk and financial management : JRFM
9
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
8
European journal of operational research : EJOR
8
Journal of financial econometrics
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8
Empirical economics : a quarterly journal of the Institute for Advanced Studies
7
International journal of theoretical and applied finance
7
Journal of applied econometrics
7
Journal of time series econometrics
7
Journal of financial econometrics : official journal of the Society for Financial Econometrics
6
Risks : open access journal
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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
5
International review of financial analysis
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Macroeconomic dynamics
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Applied economics
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Finance research letters
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Journal of the American Statistical Association : JASA
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Research in international business and finance
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ASTIN bulletin : the journal of the International Actuarial Association
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Annals of economics and finance
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ECONIS (ZBW)
32
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1
Locally stationary multiplicative volatility modeling
Walsh, Christopher
;
Vogt, Michael
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
2
,
pp. 497-508
Persistent link: https://www.econbiz.de/10014448258
Saved in:
2
Large hybrid time-varying parameter VARs
Chan, Joshua
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
3
,
pp. 890-905
Persistent link: https://www.econbiz.de/10014448455
Saved in:
3
Overnight GARCH-Itô volatility models
Kim, Donggyu
;
Shin, Minseok
;
Wang, Yazhen
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
4
,
pp. 1215-1227
Persistent link: https://www.econbiz.de/10014448607
Saved in:
4
Leverage, asymmetry, and heavy tails in the high-dimensional factor stochastic volatility model
Li, Mengheng
;
Scharth, Marcel
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
1
,
pp. 285-301
Persistent link: https://www.econbiz.de/10012804111
Saved in:
5
The locally Gaussian partial correlation
Otneim, Håkon
;
Tjostheim, Dag
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
2
,
pp. 924-936
Persistent link: https://www.econbiz.de/10013534580
Saved in:
6
Generalized jump regressions for local moments
Bollerslev, Tim
;
Li, Jia
;
Chaves, Leonardo Salim Saker
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
4
,
pp. 1015-1025
Persistent link: https://www.econbiz.de/10012653221
Saved in:
7
Large Bayesian VARs : a flexible Kronecker error covariance structure
Chan, Joshua
- In:
Journal of business & economic statistics : JBES ; a …
38
(
2020
)
1
,
pp. 68-79
Persistent link: https://www.econbiz.de/10012179513
Saved in:
8
A new class of change point test statistics of Rényi type
Horváth, Lajos
;
Miller, Curtis
;
Rice, Gregory
- In:
Journal of business & economic statistics : JBES ; a …
38
(
2020
)
3
,
pp. 570-579
Persistent link: https://www.econbiz.de/10012262495
Saved in:
9
Multivariate stochastic volatility model with realized volatilities and pairwise realized correlations
Yamauchi, Yuta
;
Omori, Yasuhiro
- In:
Journal of business & economic statistics : JBES ; a …
38
(
2020
)
4
,
pp. 839-855
Persistent link: https://www.econbiz.de/10012313374
Saved in:
10
Functional autoregression for sparsely sampled data
Kowal, Daniel R.
;
Matteson, David S.
;
Ruppert, David
- In:
Journal of business & economic statistics : JBES ; a …
37
(
2019
)
1
,
pp. 97-109
Persistent link: https://www.econbiz.de/10012176502
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