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~language:"eng"
~type_genre:"Article in journal"
~isPartOf:"Journal of econometrics"
~subject:"Statistische Verteilung"
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Statistische Verteilung
Estimation theory
1,601
Schätztheorie
1,601
Theorie
1,588
Theory
1,588
Time series analysis
665
Zeitreihenanalyse
665
Nichtparametrisches Verfahren
542
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464
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459
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Park, Joon Y.
5
Corradi, Valentina
4
Dijk, Herman K. van
4
Linton, Oliver
4
Swanson, Norman R.
4
Bollerslev, Tim
3
Dufour, Jean-Marie
3
Lewbel, Arthur
3
Maheu, John M.
3
Meddahi, Nour
3
Okhrin, Yarema
3
Todorov, Viktor
3
White, Halbert
3
Wu, Ximing
3
Amengual, Dante
2
Bandi, Federico M.
2
Bondarenko, Oleg
2
Bücher, Axel
2
Casarin, Roberto
2
Chang, Chia-Lin
2
Chang, Yoosoon
2
Chen, Bin
2
Garcia, René
2
Harvey, Andrew C.
2
Hill, Jonathan B.
2
Hong, Yongmiao
2
Hoogerheide, Lennart
2
Jin, Xin
2
Kim, Chang Sik
2
Kurz-Kim, Jeong-Ryeol
2
Li, Qi
2
Ling, Shiqing
2
McAleer, Michael
2
Miller, J. Isaac
2
Norets, Andriy
2
Oh, Dong Hwan
2
Paolella, Marc S.
2
Patton, Andrew J.
2
Pelenis, Justinas
2
Phillips, Peter C. B.
2
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Journal of econometrics
Insurance / Mathematics & economics
195
Economics letters
94
International journal of forecasting
81
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
80
Risks : open access journal
76
European journal of operational research : EJOR
65
International journal of theoretical and applied finance
62
Econometric reviews
56
Journal of banking & finance
56
Econometric theory
51
Applied economics
50
Economic modelling
43
Applied economics letters
42
Finance research letters
42
Journal of forecasting
42
Computational economics
40
The journal of operational risk
40
Journal of empirical finance
39
Quantitative finance
38
International review of financial analysis
37
Scandinavian actuarial journal
37
Statistical papers
37
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
35
Journal of the American Statistical Association : JASA
34
Statistics in transition : an international journal of the Polish Statistical Association
34
Journal of applied econometrics
33
The European journal of finance
33
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
32
Journal of economic dynamics & control
31
The North American journal of economics and finance : a journal of financial economics studies
31
Astin bulletin : the journal of the International Actuarial Association
30
The journal of futures markets
30
Management science : journal of the Institute for Operations Research and the Management Sciences
29
Operations research letters
29
International journal of quality & reliability management
27
Journal of mathematical finance
27
Journal of risk and financial management : JRFM
27
The journal of derivatives : the official publication of the International Association of Financial Engineers
27
Journal of risk
26
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ECONIS (ZBW)
165
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71
A nonparametric test of a strong leverage hypothesis
Linton, Oliver
;
Whang, Yoon-jae
;
Yen, Yu-min
- In:
Journal of econometrics
194
(
2016
)
1
,
pp. 153-186
Persistent link: https://www.econbiz.de/10011705075
Saved in:
72
Tail dependence measure for examining financial extreme co-movements
Asimit, Alexandru V.
;
Gerrard, Russell
;
Hou, Yanxi
; …
- In:
Journal of econometrics
194
(
2016
)
2
,
pp. 330-348
Persistent link: https://www.econbiz.de/10011705189
Saved in:
73
Estimating jump-diffusions using closed-form likelihood expansions
Li, Chenxu
;
Chen, Dachuan
- In:
Journal of econometrics
195
(
2016
)
1
,
pp. 51-70
Persistent link: https://www.econbiz.de/10011705232
Saved in:
74
Explicit form of approximate transition probability density functions of diffusion processes
Choi, Seungmoon
- In:
Journal of econometrics
187
(
2015
)
1
,
pp. 57-73
Persistent link: https://www.econbiz.de/10011498739
Saved in:
75
Nonparametric tests for constant tail dependence with an application to energy and finance
Bücher, Axel
;
Jäschke, Stefan
;
Wied, Dominik
- In:
Journal of econometrics
187
(
2015
)
1
,
pp. 154-168
Persistent link: https://www.econbiz.de/10011498799
Saved in:
76
VAR for VaR: measuring tail dependence using multivariate regression quantiles
White, Halbert
;
Kim, Tae-hwan
;
Manganelli, Simone
- In:
Journal of econometrics
187
(
2015
)
1
,
pp. 169-188
Persistent link: https://www.econbiz.de/10011498808
Saved in:
77
Nonparametric specification tests for stochastic volatility models based on volatility density
Zu, Yang
- In:
Journal of econometrics
187
(
2015
)
1
,
pp. 323-344
Persistent link: https://www.econbiz.de/10011499459
Saved in:
78
Econometric analysis of financial derivatives: an overview
Chang, Chia-Lin
;
McAleer, Michael
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 403-407
Persistent link: https://www.econbiz.de/10011499624
Saved in:
79
Econometric analysis of financial derivatives
Chang, Chia-Lin
(
ed.
);
McAleer, Michael
(
ed.
)
-
2015
Persistent link: https://www.econbiz.de/10011499675
Saved in:
80
Model-based pricing for financial derivatives
Zhu, Ke
;
Ling, Shiqing
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 447-457
Persistent link: https://www.econbiz.de/10011499705
Saved in:
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