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isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
subject:"Volatility"
~isPartOf:"Computational economics"
~isPartOf:"Insurance / Mathematics & economics"
~isPartOf:"Journal of banking & finance"
~subject:"Multivariate Analyse"
~subject:"Noise Trading"
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Search: subject_exact:"Estimation theory"
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Volatility
Multivariate Analyse
Noise Trading
Estimation theory
374
Schätztheorie
374
Estimation
80
Schätzung
75
Time series analysis
70
Zeitreihenanalyse
70
Statistical distribution
60
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60
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Nichtparametrisches Verfahren
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Alexander, Carol
1
Aloy, Marcel
1
Andreou, Alena
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Avanzi, Benjamin
1
Balter, Janine
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Bartolucci, Francesco
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Bormann, Carsten
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Bos, Charles S.
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Clements, Adam
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
Computational economics
Insurance / Mathematics & economics
Journal of banking & finance
Journal of econometrics
135
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
54
Discussion paper / Tinbergen Institute
28
Econometric reviews
25
Economics letters
24
Journal of empirical finance
21
Econometric theory
20
CREATES research paper
19
Journal of the American Statistical Association : JASA
19
Economic modelling
17
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
17
International journal of forecasting
16
Quantitative finance
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SFB 649 discussion paper
14
Finance research letters
13
International journal of theoretical and applied finance
13
Journal of financial econometrics
13
Journal of forecasting
13
The econometrics journal
13
Econometrics : open access journal
11
Journal of risk and financial management : JRFM
11
The North American journal of economics and finance : a journal of financial economics studies
11
KBI
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Working papers
9
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
8
Finance and stochastics
8
International journal of economics and financial issues : IJEFI
8
NBER Working Paper
8
Working paper / Department of Econometrics and Business Statistics, Monash University
8
Applied economics
7
Discussion paper / Center for Economic Research, Tilburg University
7
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
7
Discussion papers of interdisciplinary research project 373
7
International journal of financial engineering
7
Journal of mathematical finance
7
The European journal of finance
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1
Weighted least squares realized covariation estimation
Li, Yifan
;
Nolte, Ingmar
;
Vasios, Michalis
;
Voev, Valeri
; …
- In:
Journal of banking & finance
137
(
2022
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013460187
Saved in:
2
Multi-population modelling and forecasting life-table death counts
Shang, Han Lin
;
Haberman, Steven
;
Xu, Ruofan
- In:
Insurance / Mathematics & economics
106
(
2022
),
pp. 239-253
Persistent link: https://www.econbiz.de/10013380527
Saved in:
3
Option pricing model biases : Bayesian and Markov Chain Monte Carlo regression analysis
Mozumder, Sharif
;
Choudhry, Taufiq
;
Dempsey, Michael
- In:
Computational economics
57
(
2021
)
4
,
pp. 1287-1305
Persistent link: https://www.econbiz.de/10012543312
Saved in:
4
Bayesian estimation for high-frequency volatility models in a time deformed framework
Santos, Antonio A. F.
- In:
Computational economics
57
(
2021
)
2
,
pp. 455-479
Persistent link: https://www.econbiz.de/10012486920
Saved in:
5
Univariate and multivariate claims reserving with generalized link ratios
Portugal, Luís
;
Pantelous, Athanasios A.
;
Verrall, Richard
- In:
Insurance / Mathematics & economics
97
(
2021
),
pp. 57-67
Persistent link: https://www.econbiz.de/10012491961
Saved in:
6
A non-elliptical orthogonal GARCH model for portfolio selection under transaction costs
Paolella, Marc S.
;
Polak, Pawel
;
Walker, Patrick S.
- In:
Journal of banking & finance
125
(
2021
),
pp. 1-20
Persistent link: https://www.econbiz.de/10012819586
Saved in:
7
A practical guide to harnessing the HAR volatility model
Clements, Adam
;
Preve, Daniel P. A.
- In:
Journal of banking & finance
133
(
2021
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013256626
Saved in:
8
Affine multivariate GARCH models
Escobar, Marcos
;
Rastegari, Javad
;
Stentoft, Lars
- In:
Journal of banking & finance
118
(
2020
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012521059
Saved in:
9
Asymptotic independence and support detection techniques for heavy-tailed multivariate data
Lehtomaa, Jaakko
;
Resnick, Sidney I.
- In:
Insurance / Mathematics & economics
93
(
2020
),
pp. 262-277
Persistent link: https://www.econbiz.de/10012294133
Saved in:
10
Finite Gaussian mixture approximations to analytically intractable density Kernels
Khorunzhina, Natalia
;
Richard, Jean-François
- In:
Computational economics
53
(
2019
)
3
,
pp. 991-1017
Persistent link: https://www.econbiz.de/10012135106
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