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isPartOf:"International journal of theoretical and applied finance"
subject:"Volatility"
~isPartOf:"Applied economics"
~subject:"Experiment"
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Search: subject_exact:"Estimation theory"
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Volatility
Experiment
Estimation theory
212
Schätztheorie
212
Theorie
56
Theory
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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Gatheral, Jim
2
Kim, Jong-Min
2
Abutaleb, Ahmed S.
1
Albani, Vinícius
1
Ammou, Samir Ben
1
Baldeaux, jan
1
Bampinas, Georgios
1
Buescu, Cristin
1
Cezaro, Adriano de
1
Chen, Tzu-ying
1
El Qalli, Yassine
1
Gastineau, Pascal
1
Guhr, Thomas
1
Han, Chuan-Hsiang
1
How, Desmond
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Hung, Jui-cheng
1
Hwang, Sun Young
1
Jung, Hojin
1
Koné, Fatoumata J.
1
Kortas, Hedi
1
Ladopoulos, Konstantinos
1
Lee, Jun-de
1
Lim, Kian-Guan
1
Liu, Wei-han
1
Lou, Tien-wei
1
Mabrouk, Anouar Ben
1
Mahieu, Pierre-Alexandre
1
Matić, Ivan
1
McWalter, Thomas A.
1
Münnix, Michael C.
1
Panagiōtidēs, Theodōros
1
Papaioannou, Michael G.
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Pelsser, Antoon André Jean
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Qin, Li
1
Radoičić, Radoš
1
Razzak, Weshah A.
1
Schäfer, Rudi
1
Shogren, Jason F.
1
Stefanica, Dan
1
Takahashi, Akihiko
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International journal of theoretical and applied finance
Applied economics
Journal of econometrics
134
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
44
Discussion paper / Tinbergen Institute
31
Econometric reviews
24
Economics letters
24
Journal of empirical finance
20
Economic modelling
18
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
17
Econometric theory
16
Journal of financial econometrics : official journal of the Society for Financial Econometrics
16
Quantitative finance
16
CREATES research paper
15
NBER Working Paper
15
NBER working paper series
15
International journal of forecasting
14
Journal of banking & finance
13
Journal of financial econometrics
13
Finance research letters
12
Working paper / National Bureau of Economic Research, Inc.
12
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
11
The North American journal of economics and finance : a journal of financial economics studies
11
The econometrics journal
11
Econometrics : open access journal
10
Journal of forecasting
10
Journal of risk and financial management : JRFM
10
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
10
SFB 649 discussion paper
9
Finance and stochastics
8
International journal of economics and financial issues : IJEFI
8
Journal of mathematical finance
8
CEMMAP working papers / Centre for Microdata Methods and Practice
7
Discussion paper / Center for Economic Research, Tilburg University
7
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
7
Journal of risk
7
Working papers
7
Computational economics
6
Decisions in economics and finance : DEF ; a journal of applied mathematics
6
Discussion paper / Tinbergen Institute / Tinbergen Institute
6
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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
An application of the method of moments to range-based volatility estimation using daily high, low, opening, and closing (HLOC) prices
Buescu, Cristin
;
Taksar, Michael I.
;
Koné, Fatoumata J.
- In:
International journal of theoretical and applied finance
16
(
2013
)
5
,
pp. 1-24
Persistent link: https://www.econbiz.de/10009784042
Saved in:
10
Predicting instability
Razzak, Weshah A.
- In:
Applied economics
45
(
2013
)
22/24
,
pp. 3305-3315
Persistent link: https://www.econbiz.de/10010345431
Saved in:
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