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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:"Regression analysis"
~subject:"Share price"
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Search: subject_exact:"Estimation theory"
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Volatility
ARCH-Modell
Regression analysis
Share price
Estimation theory
163
Schätztheorie
163
Estimation
39
Schätzung
39
Time series analysis
36
Zeitreihenanalyse
36
Volatilität
27
Correlation
26
Korrelation
26
Nichtparametrisches Verfahren
26
Nonparametric statistics
26
Theorie
23
Theory
23
Regressionsanalyse
20
Capital income
19
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18
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18
Panel study
18
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18
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18
Börsenkurs
17
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14
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14
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13
Prognoseverfahren
13
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11
Portfolio-Management
11
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11
Risk measure
11
Statistical distribution
10
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10
Analysis of variance
9
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9
Autokorrelation
9
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43
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67
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Linton, Oliver
9
Jochmans, Koen
4
Kapetanios, George
3
Pesaran, M. Hashem
3
Chen, Jia
2
Escanciano, Juan Carlos
2
Francq, Christian
2
Gao, Jiti
2
Hoderlein, Stefan
2
Horváth, Lajos
2
Lewbel, Arthur
2
Li, Degui
2
Srisuma, Sorawoot
2
Weeks, Melvyn
2
Weidner, Martin
2
Zakoïan, Jean-Michel
2
Aas, Kjersti
1
Ahlgren, Niklas
1
Ahn, Seung Chan
1
Andreou, Alena
1
Antell, Jan
1
Ataullah, Ali
1
Audrino, Francesco
1
Bailey, Natalia
1
Balter, Janine
1
Bhar, Ramaprasad
1
Bonato, M.
1
Bos, Charles S.
1
Bu, Ruijun
1
Caldeira, João F.
1
Caporin, Massimiliano
1
Carrasco, Marine
1
Chen, Yi-ting
1
Cheng, Tingting
1
Chiarella, Carl
1
Christoffersen, Peter F.
1
Chudik, Akexander
1
Conrad, Christian A.
1
Corsaro, Stefania
1
Cummins, Mark
1
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University of Cambridge / Department of Applied Economics
1
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1
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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
409
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
151
Econometric theory
138
Economics letters
132
CEMMAP working papers / Centre for Microdata Methods and Practice
101
Econometric reviews
98
Journal of the American Statistical Association : JASA
94
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
84
The econometrics journal
74
Discussion paper / Tinbergen Institute
70
Discussion papers of interdisciplinary research project 373
48
Cowles Foundation discussion paper
46
Discussion paper / Sonderforschungsbereich 386 der Ludwig-Maximilians-Universität München
46
NBER Working Paper
46
Discussion paper series / IZA
43
Economic modelling
43
Journal of empirical finance
39
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
39
International journal of forecasting
38
Econometrics : open access journal
37
NBER working paper series
36
Working paper / Department of Econometrics and Business Statistics, Monash University
36
CREATES research paper
35
European journal of operational research : EJOR
34
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
33
SFB 649 discussion paper
33
Working paper
32
Computational economics
31
Journal of forecasting
31
Cowles Foundation Discussion Paper
30
Journal of risk and financial management : JRFM
30
Applied economics letters
29
Journal of banking & finance
28
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
27
Finance research letters
27
KBI
27
Discussion paper
26
Discussion paper / Center for Economic Research, Tilburg University
26
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
26
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ECONIS (ZBW)
67
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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
Estimating time-varying networks for high-dimensional time series
Chen, Jia
;
Li, Degui
;
Li, Yuning
;
Linton, Oliver
-
2022
-
Version: December 13, 2022
Persistent link: https://www.econbiz.de/10013503856
Saved in:
3
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:
4
Testing and modelling time series with time varying tails
Palumbo, Dario
-
2021
Persistent link: https://www.econbiz.de/10013254110
Saved in:
5
Score-driven time series models
Harvey, Andrew C.
-
2021
Persistent link: https://www.econbiz.de/10013257426
Saved in:
6
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:
7
Robust estimation of integrated volatility
Li, Zhen
;
Linton, Oliver
-
2021
Persistent link: https://www.econbiz.de/10013206057
Saved in:
8
A semi-parametric Bayesian generalized least square estimator
Wu, Ruochen
;
Weeks, Melvyn
-
2020
Persistent link: https://www.econbiz.de/10012793122
Saved in:
9
Heteroskedasticity-robust inference in linear regression models with many covariates
Jochmans, Koen
-
2020
Persistent link: https://www.econbiz.de/10013203213
Saved in:
10
Nonparametric Euler equation identification and estimation
Escanciano, Juan Carlos
;
Hoderlein, Stefan
;
Lewbel, Arthur
-
2020
Persistent link: https://www.econbiz.de/10013205434
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