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isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
subject:"Exchange rate"
~isPartOf:"EUI working paper / ECO"
~isPartOf:"International journal of financial engineering"
~isPartOf:"Journal of applied econometrics"
~language:"eng"
~subject:"Volatilität"
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Search: subject_exact:"Estimation theory"
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Exchange rate
Volatilität
Estimation theory
901
Schätztheorie
901
Theorie
365
Theory
364
Time series analysis
202
Zeitreihenanalyse
202
Estimation
179
Schätzung
179
Nichtparametrisches Verfahren
130
Nonparametric statistics
130
USA
119
United States
118
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107
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107
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54
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Capital income
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32
Bootstrap approach
31
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31
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28
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Fong, Wai-mun
2
Franses, Philip Hans
2
Ghysels, Eric
2
Hafner, Christian M.
2
Hautsch, Nikolaus
2
Jing, Bingyi
2
Koedijk, Kees
2
Lucas, André
2
Monfardini, Chiara
2
Ouliaris, Sam
2
Phillips, Peter C. B.
2
Racine, Jeffrey
2
Russell, Jeffrey R.
2
Shephard, Neil G.
2
Sideris, Dimitrios
2
Tsay, Ruey S.
2
Yang, Xiye
2
Alfelt, Gustav
1
Amado, Cristina
1
Andersen, Torben
1
Andreou, Elena
1
Baillie, Richard T.
1
Bandi, Federico M.
1
Bauwens, Luc
1
Bibinger, Markus
1
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1
Bodnar, Taras
1
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1
Bormetti, Giacomo
1
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1
Buccheri, Giuseppe
1
Callen, Jeffrey L.
1
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1
Chan, Leunglung
1
Chaves, Leonardo Salim Saker
1
Chen, Bangren
1
Chen, Wilson Ye
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Chen, Xiangjin B.
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Chung, Chae-shick
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European University Institute / Department of Economics
1
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
EUI working paper / ECO
International journal of financial engineering
Journal of applied econometrics
Journal of econometrics
118
Discussion paper / Tinbergen Institute
31
Economics letters
29
Econometric reviews
23
Economic modelling
22
Journal of empirical finance
21
Quantitative finance
17
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
17
CREATES research paper
16
International journal of forecasting
16
Journal of financial econometrics : official journal of the Society for Financial Econometrics
16
Econometric theory
15
Journal of banking & finance
14
International journal of theoretical and applied finance
13
Journal of financial econometrics
13
Journal of forecasting
13
Finance research letters
12
International journal of economics and financial issues : IJEFI
12
The North American journal of economics and finance : a journal of financial economics studies
11
The econometrics journal
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Journal of risk and financial management : JRFM
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SFB 649 discussion paper
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10
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8
Finance and stochastics
8
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7
Journal of international money and finance
7
Journal of mathematical finance
7
NBER working paper series
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Research in international business and finance
7
The European journal of finance
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Asia-Pacific financial markets
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ECONIS (ZBW)
78
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1
Combining p-values for multivariate predictive ability testing
Spreng, Lars
;
Urga, Giovanni
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
3
,
pp. 765-777
Persistent link: https://www.econbiz.de/10014448433
Saved in:
2
Singular conditional autoregressive Wishart model for realized covariance matrices
Alfelt, Gustav
;
Bodnar, Taras
;
Javed, Farrukh
;
Tyrcha, …
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
3
,
pp. 833-845
Persistent link: https://www.econbiz.de/10014448443
Saved in:
3
Robust nonparametric estimation for the volatility of financial market
Kao, Chunyu
;
Song, Yuping
- In:
International journal of financial engineering
10
(
2023
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10014251158
Saved in:
4
Improvized implied volatility function and nonparametric approach to unbiased estimation
Muhammad, Atif Sattar
;
Zhang, Hailiang
;
Kanwal, Samra
; …
- In:
International journal of financial engineering
10
(
2023
)
1
,
pp. 1-14
Persistent link: https://www.econbiz.de/10014251229
Saved in:
5
Adaptive testing for cointegration with nonstationary volatility
Boswijk, Herman Peter
;
Zu, Yang
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
2
,
pp. 744-755
Persistent link: https://www.econbiz.de/10013534484
Saved in:
6
Inference for nonparametric high-frequency estimators with an application to time variation in betas
Kalnina, Ilze
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
2
,
pp. 538-549
Persistent link: https://www.econbiz.de/10014448338
Saved in:
7
Estimation of leverage effect : kernel function and efficiency
Yang, Xiye
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
3
,
pp. 939-956
Persistent link: https://www.econbiz.de/10014448463
Saved in:
8
Overnight GARCH-Itô volatility models
Kim, Donggyu
;
Shin, Minseok
;
Wang, Yazhen
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
4
,
pp. 1215-1227
Persistent link: https://www.econbiz.de/10014448607
Saved in:
9
Volatility estimation when the zero-process is nonstationary
Francq, Christian
;
Sucarrat, Genaro
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
1
,
pp. 53-66
Persistent link: https://www.econbiz.de/10013540630
Saved in:
10
Fast generation of implied volatility surface : optimize the traditional numerical analysis and machine learning
Yen, Jerome
;
Chen, Bangren
;
Wu, KangZahng
;
Yen, Joseph
- In:
International journal of financial engineering
8
(
2021
)
2
,
pp. 1-24
Persistent link: https://www.econbiz.de/10012662246
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