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isPartOf:"International journal of theoretical and applied finance"
subject:"Volatility"
~isPartOf:"Applied economics"
~subject:"Experiment"
~subject:"Theory"
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Search: subject_exact:"Estimation theory"
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Volatility
Experiment
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Estimation theory
212
Schätztheorie
212
Theorie
56
Estimation
46
Schätzung
46
Time series analysis
36
Zeitreihenanalyse
36
Volatilität
19
Monte Carlo simulation
15
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15
Option pricing theory
14
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14
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Nichtparametrisches Verfahren
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72
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Bonham, Carl Stanley
2
Gatheral, Jim
2
Kim, Jong-Min
2
McAleer, Michael
2
Smith, Jeremy
2
Abutaleb, Ahmed S.
1
Aihara, Shin Ichi
1
Albani, Vinícius
1
Ammou, Samir Ben
1
Arestis, Philip
1
Arndt, Channing
1
Bagchi, Arunabha
1
Baldeaux, jan
1
Bampinas, Georgios
1
Barnum, Darold T.
1
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1
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1
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1
Bianchi, Marco
1
Bitzer, Jürgen
1
Breitung, Jörg
1
Brenton, Paul
1
Buescu, Cristin
1
Cezaro, Adriano de
1
Chen, Tzu-ying
1
Conway, Karen Smith
1
Coursey, Don L.
1
Cushman, David O.
1
Demetriades, Panicos O.
1
Dropsy, Vincent
1
El Qalli, Yassine
1
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1
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1
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1
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1
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1
Friedman, Craig
1
Gangnes, Byron
1
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1
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1
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International journal of theoretical and applied finance
Applied economics
Journal of econometrics
487
Economics letters
403
Econometric theory
301
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
244
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
233
Série des documents de travail / Centre de Recherche en Économie et Statistique
158
Econometric reviews
151
Journal of quantitative economics : official journal of the Indian Econometric Society
138
Journal of applied econometrics
136
The review of economics and statistics
124
Oxford bulletin of economics and statistics
102
Discussion paper / Tinbergen Institute
101
Working paper / National Bureau of Economic Research, Inc.
90
Discussion paper / Center for Economic Research, Tilburg University
86
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
83
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
83
Statistical papers
79
CORE discussion paper : DP
77
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
66
The review of economic studies
61
International economic review
59
Annales d'économie et de statistique
57
Metrika : international journal for theoretical and applied statistics
57
Discussion paper series / IZA
54
Journal of forecasting
54
Technical working paper / National Bureau of Economic Research
54
Working paper series
52
American journal of agricultural economics
51
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
47
Europäische Hochschulschriften / 5
44
SFB 649 discussion paper
42
Cowles Foundation discussion paper
41
Journal of the Royal Statistical Society
41
The econometrics journal
41
Publications de l'Institut de Statistique de l'Université de Paris : analyse factorielle des correspondances continues
39
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
39
Working paper
39
Journal of economic dynamics & control
38
Discussion paper / Tinbergen Institute / Tinbergen Institute
37
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1
Functional ARCH directional dependence via copula for intraday volatility from high-frequency financial time series
Kim, Jong-Min
;
Hwang, Sun Young
- In:
Applied economics
53
(
2021
)
4
,
pp. 506-520
Persistent link: https://www.econbiz.de/10012416072
Saved in:
2
Moment approximations of displaced forward-LIBOR rates with application to swaptions
Van Appel, Jacques
;
McWalter, Thomas A.
- In:
International journal of theoretical and applied finance
23
(
2020
)
7
,
pp. 1-29
Persistent link: https://www.econbiz.de/10012496904
Saved in:
3
A note on the estimated GARCH coefficients from the S&P1500 universe
Bampinas, Georgios
;
Ladopoulos, Konstantinos
; …
- In:
Applied economics
50
(
2018
)
34/35
,
pp. 3647-3653
Persistent link: https://www.econbiz.de/10012059386
Saved in:
4
Convex regularization of local volatility estimation
Albani, Vinícius
;
Cezaro, Adriano de
;
Zubelli, Jorge P.
- In:
International journal of theoretical and applied finance
20
(
2017
)
1
,
pp. 1-37
Persistent link: https://www.econbiz.de/10011686808
Saved in:
5
Interval bidding in a distribution elicitation format
Mahieu, Pierre-Alexandre
;
Wolff, François-Charles
; …
- In:
Applied economics
49
(
2017
)
51
,
pp. 5200-5211
Persistent link: https://www.econbiz.de/10011845099
Saved in:
6
Tighter bounds for implied volatility
Gatheral, Jim
;
Matić, Ivan
;
Radoičić, Radoš
; …
- In:
International journal of theoretical and applied finance
20
(
2017
)
5
,
pp. 1-14
Persistent link: https://www.econbiz.de/10011733970
Saved in:
7
Linear time-varying regression with a DCC-GARCH model for volatility
Kim, Jong-Min
;
Jung, Hojin
;
Qin, Li
- In:
Applied economics
48
(
2016
)
16/18
,
pp. 1573-1582
Persistent link: https://www.econbiz.de/10011456689
Saved in:
8
VaR/CVaR estimation under stochastic volatility models
Han, Chuan-Hsiang
;
Liu, Wei-han
;
Chen, Tzu-ying
- In:
International journal of theoretical and applied finance
17
(
2014
)
2
,
pp. 1-35
Persistent link: https://www.econbiz.de/10010363922
Saved in:
9
Multimodality and mixture distributions : an application to a survey of economic expectations
Jaramillo, Patricio
;
Piantini, Juan Carlos
- In:
Applied economics
45
(
2013
)
13/15
,
pp. 1801-1817
Persistent link: https://www.econbiz.de/10009758515
Saved in:
10
The log of gravity revisited
Martínez-Zarzoso, Inmaculada
- In:
Applied economics
45
(
2013
)
1/3
,
pp. 311-327
Persistent link: https://www.econbiz.de/10009713035
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