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Estimation
Schätztheorie
40,706
Estimation theory
40,077
Theorie
21,383
Theory
20,751
Stochastischer Prozess
19,668
Stochastic process
19,221
Schätzung
8,893
Zeitreihenanalyse
8,448
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8,326
Volatilität
5,759
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5,674
Regressionsanalyse
5,517
Regression analysis
5,495
Nichtparametrisches Verfahren
4,336
Nonparametric statistics
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Optionspreistheorie
4,071
Option pricing theory
4,012
Bootstrap-Verfahren
3,718
Bootstrap approach
3,626
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3,317
Forecasting model
3,263
Mathematische Optimierung
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Mathematical programming
3,246
Portfolio-Management
2,885
Portfolio selection
2,864
Statistische Verteilung
2,694
Statistical distribution
2,650
Statistischer Test
2,552
Panel
2,522
Statistical test
2,496
Panel study
2,466
Monte-Carlo-Simulation
2,336
Monte Carlo simulation
2,324
USA
2,239
United States
2,151
Simulation
2,093
ARCH-Modell
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2,053
Bayes-Statistik
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Gao, Jiti
65
Pesaran, M. Hashem
60
Kapetanios, George
50
Koopman, Siem Jan
44
Linton, Oliver
43
Phillips, Peter C. B.
41
Marcellino, Massimiliano
39
McAleer, Michael
39
Härdle, Wolfgang
37
Kilian, Lutz
32
Chan, Joshua
30
Koop, Gary
30
Cai, Zongwu
29
Kumbhakar, Subal
29
Lütkepohl, Helmut
29
Caporale, Guglielmo Maria
28
Gil-Alaña, Luis A.
26
Herwartz, Helmut
23
Tauchen, George Eugene
23
Rubio-Ramírez, Juan Francisco
22
Schorfheide, Frank
22
Todorov, Viktor
22
Swanson, Norman R.
21
Tsionas, Efthymios G.
21
Diebold, Francis X.
20
Gupta, Rangan
20
Hsiao, Cheng
20
Fernández-Villaverde, Jesús
19
Lee, Lung-fei
19
Winkelmann, Rainer
19
Chudik, Alexander
18
Lucas, André
18
Su, Liangjun
18
Bailey, Natalia
17
Giraitis, Liudas
17
Guerrón-Quintana, Pablo A.
17
Hafner, Christian M.
17
Inoue, Atsushi
17
Kim, Donggyu
17
Lewbel, Arthur
17
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National Bureau of Economic Research
71
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
27
OECD
24
Organisation for Economic Co-operation and Development
13
International Energy Agency
10
Erasmus Research Institute of Management
4
Escola de Pós-Graduação em Economia <Rio de Janeiro>
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Banque de France / Direction des Etudes Economiques et de la Recherche
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Birkbeck College / Department of Economics
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Conference on Econometric Models of Cyclical Behavior <1969, Cambridge, Mass.>
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European Commission / Joint Research Centre
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National Bureau of Economic Research and the Social Science Research Council Committee on Economic Stability
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Trinity College Dublin / Department of Economics
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Umeå universitet
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European Commission / Directorate-General for Economic and Financial Affairs
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Forschungsinstitut zur Zukunft der Arbeit
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Institut für Höhere Studien
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Panepistēmio Kypru / Department of Economics
2
Queen Mary College / Department of Economics
2
Rodney L. White Center for Financial Research
2
Sonderforschungsbereich Statistical Modelling of Nonlinear Dynamic Processes
2
Umeå Universitet / Institutionen för Nationalekonomi
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University of Canterbury / Dept. of Economics and Finance
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University of Strathclyde / Department of Economics
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University of Western Australia / Department of Economics
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Universiṭat Bar-Ilan / Department of Economics
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Australian National University / Faculty of Economics and Commerce
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Bank für Internationalen Zahlungsausgleich / Währungs- und Wirtschaftsabteilung
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Bank of Canada
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Brandenburgische Technische Universität Cottbus / Lehrstuhl Energiewirtschaft
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California Agricultural Experiment Station / Department of Agricultural and Resource Economics
1
Center for Economic Analysis of Human Behavior and Social Institutions, National Bureau of Economic Research, inc.
1
Centre for Analytical Finance <Århus>
1
Centre for Economic Policy Research
1
Centre for Microdata Methods and Practice <London>
1
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Journal of econometrics
381
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
182
Economics letters
157
Econometric reviews
117
Applied economics letters
95
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
89
Applied economics
82
Discussion paper / Tinbergen Institute
79
Economic modelling
75
Discussion paper series / IZA
69
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
67
Working paper
66
Journal of applied econometrics
64
NBER Working Paper
63
NBER working paper series
60
Working paper / Department of Econometrics and Business Statistics, Monash University
58
CESifo working papers
55
CEMMAP working papers / Centre for Microdata Methods and Practice
54
Econometric theory
51
Journal of empirical finance
51
Journal of the American Statistical Association : JASA
51
Computational economics
47
European journal of operational research : EJOR
46
IZA Discussion Paper
46
International journal of forecasting
46
Econometrics : open access journal
43
The econometrics journal
43
Empirical economics : a quarterly journal of the Institute for Advanced Studies
42
Discussion paper
39
Finance research letters
39
Journal of financial econometrics : official journal of the Society for Financial Econometrics
39
Journal of forecasting
38
Working paper / National Bureau of Economic Research, Inc.
38
Journal of banking & finance
37
Energy economics
36
Discussion papers / CEPR
35
Journal of financial econometrics
34
Journal of risk and financial management : JRFM
32
SFB 649 discussion paper
32
Cambridge working papers in economics
29
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ECONIS (ZBW)
8,766
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1
RePEc
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1
Empirical test of the efficiency of the UK covered warrants market : stochastic dominance and likelihood ratio test approach
Chan, Chia-ying
;
Peretti, Christian de
;
Qiao, Zhuo
; …
- In:
Journal of empirical finance
19
(
2012
)
1
,
pp. 162-174
Persistent link: https://www.econbiz.de/10009615744
Saved in:
2
Interval estimation of mutual fund performance
Sinha, Ram Pratap
- In:
Praj̄nȧn : journal of social and management sciences
43
(
2014
)
1
,
pp. 75-88
Persistent link: https://www.econbiz.de/10010479146
Saved in:
3
Validity of Edgeworth expansions for realized volatility estimators
Hounyo, Ulrich
;
Veliyev, Bezirgen
- In:
The econometrics journal
19
(
2016
)
1
,
pp. 1-32
Persistent link: https://www.econbiz.de/10011487524
Saved in:
4
Mixed-scale jump regressions with bootstrap inference
Li, Jia
;
Todorov, Viktor
;
Tauchen, George Eugene
;
Chen, Rui
- In:
Journal of econometrics
201
(
2017
)
2
,
pp. 417-432
Persistent link: https://www.econbiz.de/10011920538
Saved in:
5
Nonparametric estimation and forecasting for time-varying coefficient realized volatility models
Chen, Xiangjin B.
;
Gao, Jiti
;
Li, Degui
;
Silvapulle, …
- In:
Journal of business & economic statistics : JBES ; a …
36
(
2018
)
1
,
pp. 88-100
Persistent link: https://www.econbiz.de/10011894402
Saved in:
6
Testing for the presence of jump components in jump diffusion models
Wang, Bin
;
Zheng, Xu
- In:
Journal of econometrics
230
(
2022
)
2
,
pp. 483-509
Persistent link: https://www.econbiz.de/10013464085
Saved in:
7
Semiparametric diffusion estimation and application to a stock market index
Härdle, Wolfgang
(
contributor
)
-
2001
Persistent link: https://www.econbiz.de/10001595495
Saved in:
8
Semiparametric diffusion estimation and application to a stock market model
Härdle, Wolfgang
(
contributor
)
-
2001
Persistent link: https://www.econbiz.de/10001619299
Saved in:
9
Joint dynamics of stock returns and cash flows : a time-varying present-value framework
Yu, Deshui
;
Yan, Yayi
- In:
Financial management : FM
52
(
2023
)
3
,
pp. 513-541
Persistent link: https://www.econbiz.de/10014375505
Saved in:
10
Testing semiparametric hypotheses in locally stationary processes
Vetter, Mathias
;
Dette, Holger
-
2011
Persistent link: https://www.econbiz.de/10009153837
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