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~isPartOf:"The econometrics journal"
~isPartOf:"Working paper"
~subject:"Theorie"
~subject:"Volatility"
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Search: subject_exact:"Heteroscedasticity"
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Theorie
Volatility
Heteroscedasticity
27
Heteroskedastizität
27
Estimation theory
15
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15
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9
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8
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8
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heteroscedasticity
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1970-2000
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Allen, David E.
1
Aue, Alexander
1
Bauwens, Luc
1
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1
Christiansen, Charlotte
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1
Dufour, Jean-Marie
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Jiang, Jiancheng
1
Kokoszka, Piotr
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1
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McAleer, Michael
1
Neely, Christopher J.
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27
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13
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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
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1
Feasible weighted projected principal component analysis for semi-parametric factor models
Choi, Sung Hoon
- In:
The econometrics journal
26
(
2023
)
2
,
pp. 215-234
Persistent link: https://www.econbiz.de/10014319342
Saved in:
2
Asymmetric realized volatility risk
Allen, David E.
;
McAleer, Michael
;
Scharth, Marcel
-
2014
Persistent link: https://www.econbiz.de/10010410196
Saved in:
3
Capital flows and Japanese asset volatility
Neely, Christopher J.
;
Fawley, Brett W.
-
2011
Persistent link: https://www.econbiz.de/10009380050
Saved in:
4
Finite-sample distribution-free inference in linear median regressions under heteroscedasticity and non-linear dependence of unknown form
Coudin, Elise
;
Dufour, Jean-Marie
- In:
The econometrics journal
12
(
2009
),
pp. 19-49
Persistent link: https://www.econbiz.de/10003876273
Saved in:
5
Bayesian inference for the mixed conditional heteroskedasticity model
Bauwens, Luc
;
Rombouts, Jeroen V. K.
- In:
The econometrics journal
10
(
2007
)
2
,
pp. 408-425
Persistent link: https://www.econbiz.de/10003560012
Saved in:
6
Efficient two-stage analysis of long-run economic growth
Luoma, Arto
;
Luoto, Jani
-
2006
Persistent link: https://www.econbiz.de/10003260039
Saved in:
7
Change-point monitoring in linear models
Aue, Alexander
;
Horváth, Lajos
;
Hušková, Marie
; …
- In:
The econometrics journal
9
(
2006
)
3
,
pp. 373-403
Persistent link: https://www.econbiz.de/10003390158
Saved in:
8
Robust modelling of DTARCH models
Hui, Yer Van
;
Jiang, Jiancheng
- In:
The econometrics journal
8
(
2005
)
2
,
pp. 143-158
Persistent link: https://www.econbiz.de/10003018828
Saved in:
9
Residual-based diagnostics for conditional heteroscedasticity models
Tse, Yiu Kuen
- In:
The econometrics journal
5
(
2002
)
2
,
pp. 358-373
Persistent link: https://www.econbiz.de/10001713303
Saved in:
10
Multivariate term structure models with level and heteroskedasticity effects
Christiansen, Charlotte
-
2002
Persistent link: https://www.econbiz.de/10001721479
Saved in:
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