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~language:"eng"
~subject:"Estimation theory"
~subject:"Kapitaleinkommen"
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Estimation theory
Kapitaleinkommen
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6,935
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3,313
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McAleer, Michael
19
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9
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7
Almeida, Caio
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Asai, Manabu
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Scharth, Marcel
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Weigert, Florian
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Bormann, Carsten
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Cai, Zongwu
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Daouia, Abdelaati
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5
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National Bureau of Economic Research
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Insurance / Mathematics & economics
39
Journal of risk
29
Finance research letters
27
Journal of banking & finance
24
The North American journal of economics and finance : a journal of financial economics studies
24
International review of financial analysis
21
Journal of econometrics
19
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19
International journal of forecasting
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Journal of empirical finance
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Research in international business and finance
14
Discussion paper / Tinbergen Institute
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Applied economics
12
Energy economics
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Journal of financial econometrics
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Risks : open access journal
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The journal of risk model validation
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Journal of risk and financial management : JRFM
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Computational economics
8
European journal of operational research : EJOR
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International review of economics & finance : IREF
8
Pacific-Basin finance journal
8
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8
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Economic modelling
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Finance and economics discussion series
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International journal of monetary economics and finance
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ECONIS (ZBW)
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1171
A comment on empirical estimation of patterns of shocks utilizing the VAR methodology on developing countries
Maskay, Nephil Matangi
- In:
Journal of economic integration
13
(
1998
)
3
,
pp. 544-548
Persistent link: https://www.econbiz.de/10001352678
Saved in:
1172
Risk measurement, econometrics and neural networks : selected articles of the 6th Econometric-Workshop in Karlsruhe, Germany
Bol, Georg
(
ed.
);
Abberger, Klaus
(
ed.
); …
-
Karlsruher Ökonometrie-Workshop <6, 1997, Karlsruhe>
-
1998
Persistent link: https://www.econbiz.de/10014013337
Saved in:
1173
Sample quantile analysis for long-memory stochastic volatility models
Ho, Hwai-chung
- In:
Journal of econometrics
189
(
2015
)
2
,
pp. 360-370
Persistent link: https://www.econbiz.de/10011504558
Saved in:
1174
Shock around the clock : on the causal relations between international stock markets, the strength of causality and the intensity of shock transmission : an econometric analysis
Dornau, Robert
-
1998
This paper investigates empirically the interrelationships between the daily stock market returns of the Nikkei 225, DAX and Dow Jones Industrial index. Contrary to former work this paper uses the succession of the markets in time to form different econometric models. In this way it is possible...
Persistent link: https://www.econbiz.de/10011441167
Saved in:
1175
Shock around the clock - on the causal relations between international shock markets, the strength of causality and the intensity of shock transmission : an econometric analysis
Dornau, Robert
-
1998
This paper investigates empirically the interrelationships between the daily stock market returns of the Nikkei 225, DAX and Dow Jones Industrial index. Contrary to former work this paper uses the succession of the markets in time to form different econometric models. In this way it is possible...
Persistent link: https://www.econbiz.de/10013428145
Saved in:
1176
Stochastic volatility model with regime-switching skewness in heavy-tailed errors for exchange rate returns
Nakajima, Jouchi
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
17
(
2013
)
5
,
pp. 499-520
Persistent link: https://www.econbiz.de/10010228561
Saved in:
1177
Value-at-Risk
and Extreme Returns
Daníelsson, Jón
;
de Vries, Casper G.
-
1998
Value-at-Risk
(VaR) analysis. We propose a semi-parametric method for VaRevaluation. The largest risks are modelled …
Persistent link: https://www.econbiz.de/10010324710
Saved in:
1178
Nonlinear VAR : some theory and an application to US GNP and unemployment
Altissimo, Filippo
-
1998
Persistent link: https://www.econbiz.de/10013453297
Saved in:
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