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accessRights:"free"
type_genre:"Article in journal"
~accessRights:"restricted"
~isPartOf:"Quantitative finance"
~subject:"Autokorrelation"
~subject:"Risikomaß"
~subject:"Time series analysis"
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Search: subject_exact:"Estimation theory"
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Autokorrelation
Risikomaß
Time series analysis
Estimation theory
36
Schätztheorie
36
Volatility
15
Volatilität
15
Estimation
12
Schätzung
12
Zeitreihenanalyse
10
Forecasting model
9
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Derivat
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Correlation
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Bayer, Christian
1
Behrendt, Simon
1
Breneis, Simon
1
Caccioli, Fabio
1
Cang, Yuquan
1
Chen, May-Ru
1
Chen, Wilson Ye
1
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1
Gerlach, Richard H.
1
Guo, Meihui
1
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1
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1
Liu, Guangying
1
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Papp, Gábor
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1
Qiao, Kenan
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Ren, Yu
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Sisson, Scott A.
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Sornette, Didier
1
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Sun, Yuying
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Tsiotas, Georgios
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Quantitative finance
Journal of econometrics
204
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
78
Econometric reviews
76
Economics letters
60
Econometrics : open access journal
53
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
53
Econometric theory
44
Journal of time series econometrics
43
International journal of forecasting
42
Computational economics
29
The econometrics journal
21
Insurance / Mathematics & economics
20
Journal of risk and financial management : JRFM
20
Economic modelling
19
Journal of financial econometrics
19
Applied economics letters
17
Finance research letters
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Journal of risk
17
Journal of forecasting
15
Applied economics
14
Journal of empirical finance
13
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
12
Empirical economics : a quarterly journal of the Institute for Advanced Studies
12
The North American journal of economics and finance : a journal of financial economics studies
12
International journal of economics and financial issues : IJEFI
11
Quantitative economics : QE ; journal of the Econometric Society
11
Risks : open access journal
11
European journal of operational research : EJOR
10
Journal of banking & finance
9
Energy economics
8
Journal of mathematical finance
8
Journal of quantitative economics
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Regional science & urban economics
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Cambridge working papers in economics
7
International Journal of Energy Economics and Policy : IJEEP
7
Journal of financial econometrics : official journal of the Society for Financial Econometrics
7
The journal of risk model validation
7
CBN journal of applied statistics
6
International journal of economics and finance
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ECONIS (ZBW)
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1
Markovian approximations of stochastic Volterra equations with the fractional kernel
Bayer, Christian
;
Breneis, Simon
- In:
Quantitative finance
23
(
2023
)
1
,
pp. 53-70
Persistent link: https://www.econbiz.de/10013490954
Saved in:
2
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:
3
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:
4
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:
5
Structural breaks in Box-Cox transforms of realized volatility : a model selection perspective
Behrendt, Simon
- In:
Quantitative finance
21
(
2021
)
11
,
pp. 1905-1919
Persistent link: https://www.econbiz.de/10012696795
Saved in:
6
Reduction of estimation error impact in the risk parity strategiesv
Kim, Hyuksoo
;
Kim, Saejoon
- In:
Quantitative finance
21
(
2021
)
8
,
pp. 1351-1364
Persistent link: https://www.econbiz.de/10012608651
Saved in:
7
Scale-, time- and asset-dependence of Hawkes process estimates on high frequency price changes
Wehrli, Alexander
;
Wheatley, Spencer
;
Sornette, Didier
- In:
Quantitative finance
21
(
2021
)
5
,
pp. 729-752
Persistent link: https://www.econbiz.de/10012500185
Saved in:
8
Uncertainty shocks of Trump election in an interval model of stock market
Sun, Yuying
;
Qiao, Kenan
;
Wang, Shouyang
- In:
Quantitative finance
21
(
2021
)
5
,
pp. 865-879
Persistent link: https://www.econbiz.de/10012500201
Saved in:
9
Testing for jumps based on high-frequency data : a method exploiting microstructure noise
Liu, Guangying
;
Xiang, Jing
;
Cang, Yuquan
- In:
Quantitative finance
20
(
2020
)
11
,
pp. 1795-1809
Persistent link: https://www.econbiz.de/10012313515
Saved in:
10
Stock market trend prediction using a functional time series approach
Huang, Shih-Feng
;
Guo, Meihui
;
Chen, May-Ru
- In:
Quantitative finance
20
(
2020
)
1
,
pp. 69-79
Persistent link: https://www.econbiz.de/10012194855
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