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isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
subject:"Volatility"
~isPartOf:"Cambridge working papers in economics"
~isPartOf:"The European journal of finance"
~subject:"ARCH-Modell"
~subject:"Forecasting model"
~subject:"Share price"
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Search: subject_exact:"Estimation theory"
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Volatility
ARCH-Modell
Forecasting model
Share price
Estimation theory
163
Schätztheorie
163
Estimation
39
Schätzung
39
Time series analysis
36
Zeitreihenanalyse
36
Volatilität
27
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Linton, Oliver
6
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2
Francq, Christian
2
Gao, Jiti
2
Hoderlein, Stefan
2
Horváth, Lajos
2
Kapetanios, George
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Lewbel, Arthur
2
Pesaran, M. Hashem
2
Srisuma, Sorawoot
2
Zakoïan, Jean-Michel
2
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1
Ahlgren, Niklas
1
Andreou, Alena
1
Antell, Jan
1
Ataullah, Ali
1
Audrino, Francesco
1
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1
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1
Bhar, Ramaprasad
1
Bonato, M.
1
Bos, Charles S.
1
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1
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1
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1
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Di, Jianing
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
Cambridge working papers in economics
The European journal of finance
Journal of econometrics
213
International journal of forecasting
118
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
98
Journal of forecasting
77
Economics letters
61
Econometric theory
59
Discussion paper / Tinbergen Institute
54
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28
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27
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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SFB 649 discussion paper
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16
Discussion paper
15
European journal of operational research : EJOR
15
Journal of time series econometrics
15
Série des documents de travail / Centre de Recherche en Économie et Statistique
15
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
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ECONIS (ZBW)
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1
Nonparametric estimation of large spot volatility matrices for high-frequency financial data
Bu, Ruijun
;
Li, Degui
;
Linton, Oliver
;
Wang, Hanchao
-
2022
-
This version: March 16, 2022
Persistent link: https://www.econbiz.de/10013263439
Saved in:
2
Improving financial volatility nowcasts
Kruse-Becher, Robinson
;
Liu, Yuze
- In:
The European journal of finance
30
(
2024
)
2
,
pp. 101-126
Persistent link: https://www.econbiz.de/10014547345
Saved in:
3
Testing and modelling time series with time varying tails
Palumbo, Dario
-
2021
Persistent link: https://www.econbiz.de/10013254110
Saved in:
4
Score-driven time series models
Harvey, Andrew C.
-
2021
Persistent link: https://www.econbiz.de/10013257426
Saved in:
5
Estimation of common factors for microstructure noise and efficient price in a high-frequency dual factor model
Li, Yu-Ning
;
Chen, Jia
;
Linton, Oliver
-
2021
Persistent link: https://www.econbiz.de/10013259517
Saved in:
6
Robust estimation of integrated volatility
Li, Zhen
;
Linton, Oliver
-
2021
Persistent link: https://www.econbiz.de/10013206057
Saved in:
7
Nonparametric Euler equation identification and estimation
Escanciano, Juan Carlos
;
Hoderlein, Stefan
;
Lewbel, Arthur
-
2020
Persistent link: https://www.econbiz.de/10013205434
Saved in:
8
Nonparametric predictive regressions for stock return brediction
Cheng, Tingting
;
Gao, Jiti
;
Linton, Oliver
-
2019
Persistent link: https://www.econbiz.de/10012698837
Saved in:
9
Dependent microstructure noise and integrated volatility : estimation from high-frequency data
Li, Z. Merrick
;
Laeven, Roger J. A.
;
Vellekoop, Michel
-
2019
Persistent link: https://www.econbiz.de/10012703138
Saved in:
10
Semiparametric single-index predictive regression
Zhou, Weilun
;
Gao, Jiti
;
Harris, David
;
Kew, Hsein
-
2019
Persistent link: https://www.econbiz.de/10012703312
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