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accessRights:"free"
type_genre:"Article in journal"
~accessRights:"restricted"
~isPartOf:"Finance research letters"
~isPartOf:"Quantitative finance"
~subject:"Autokorrelation"
~subject:"Capital income"
~subject:"Risikomaß"
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Search: subject_exact:"Estimation theory"
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Autokorrelation
Capital income
Risikomaß
Estimation theory
88
Schätztheorie
88
Estimation
28
Schätzung
28
Volatility
27
Volatilität
27
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21
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21
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De Luca, Giovanni
2
Rivieccio, Giorgia
2
Ardia, David
1
Arnerić, Josip
1
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1
Bodnar, Taras
1
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1
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Finance research letters
Quantitative finance
Journal of econometrics
98
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
35
Econometric reviews
30
Economics letters
25
Econometrics : open access journal
16
Insurance / Mathematics & economics
16
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
16
Journal of risk
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Journal of empirical finance
13
Journal of financial econometrics
13
Journal of risk and financial management : JRFM
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International journal of forecasting
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7
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The North American journal of economics and finance : a journal of financial economics studies
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The econometrics journal
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Applied economics letters
6
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6
Regional science & urban economics
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The European journal of finance
6
The journal of risk model validation
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Journal of mathematical finance
5
Cogent economics & finance
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
4
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International journal of theoretical and applied finance
4
Journal of economic dynamics & control
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Journal of financial economics
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Journal of quantitative economics
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Research in international business and finance
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ECONIS (ZBW)
32
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1
GARCH-UGH : a bias-reduced approach for dynamic extreme Value-at-Risk estimation in financial time series
Kaibuchi, Hibiki
;
Kawasaki, Yoshinori
;
Stupfler, G.
- In:
Quantitative finance
22
(
2022
)
7
,
pp. 1277-1294
Persistent link: https://www.econbiz.de/10013367899
Saved in:
2
A generalized heterogeneous autoregressive model using market information
Hizmeri, Rodrigo
;
Izzeldin, Marwan
;
Nolte, Ingmar
; …
- In:
Quantitative finance
22
(
2022
)
8
,
pp. 1513-1534
Persistent link: https://www.econbiz.de/10013367925
Saved in:
3
Estimation of fixed effects partially linear varying coefficient spatial autoregressive model with disturbances correlated in space and time
Li, Bogui
;
Chen, Hao
- In:
Finance research letters
59
(
2024
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014445336
Saved in:
4
Predicting stock market returns with average correlation and average variance : decomposition approach
Oh, Jong-Min
- In:
Finance research letters
63
(
2024
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014531460
Saved in:
5
Non-linear shrinkage of the price return covariance matrix is far from optimal for portfolio optimization
Bongiorno, Christian
;
Challet, Damien
- In:
Finance research letters
52
(
2023
),
pp. 1-5
Persistent link: https://www.econbiz.de/10014472232
Saved in:
6
Is the empirical out-of-sample variance an informative risk measure for the high-dimensional portfolios?
Bodnar, Taras
;
Parolya, Nestor
;
Thorsén, Erik
- In:
Finance research letters
54
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014472777
Saved in:
7
Do extreme range estimators improve realized volatility forecasts? : evidence from G7 Stock Markets
Korkusuz, Burak
;
Kambouroudis, Dimos
;
McMillan, David G.
- In:
Finance research letters
55
(
2023
)
2
,
pp. 1-7
Persistent link: https://www.econbiz.de/10014473523
Saved in:
8
S&P volatility, VIX, and asymptotic volatility estimates
Bonaparte, Yosef
;
Chatrath, Arjun
;
Christie-David, Rohan
- In:
Finance research letters
51
(
2023
),
pp. 1-5
Persistent link: https://www.econbiz.de/10014286751
Saved in:
9
Dynamic quantile function models
Chen, Wilson Ye
;
Peters, Gareth
;
Gerlach, Richard H.
; …
- In:
Quantitative finance
22
(
2022
)
9
,
pp. 1665-1691
Persistent link: https://www.econbiz.de/10013367940
Saved in:
10
Can portfolio risk be described with estimates of financial risk tolerance calibration?
Rabbani, Abed G.
;
Grable, John E.
- In:
Finance research letters
46
(
2022
)
2
,
pp. 1-7
Persistent link: https://www.econbiz.de/10013342753
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