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isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
subject:"Volatility"
~isPartOf:"Computational economics"
~isPartOf:"Journal of banking & finance"
~subject:"Estimation"
~subject:"Multivariate Analyse"
~subject:"Noise Trading"
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Volatility
Estimation
Multivariate Analyse
Noise Trading
Estimation theory
256
Schätztheorie
256
Time series analysis
62
Zeitreihenanalyse
62
Schätzung
60
Volatilität
35
Regression analysis
32
Regressionsanalyse
32
Nichtparametrisches Verfahren
29
Nonparametric statistics
29
Portfolio selection
28
Portfolio-Management
28
ARCH model
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Statistische Verteilung
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Audrino, Francesco
2
Boubaker, Heni
2
Corsi, Fulvio
2
Füss, Roland
2
Nogales, Francisco J.
2
Adams, Zeno
1
Afuecheta, Emmanuel
1
Ahlgren, Niklas
1
Alexakis, Panayotis
1
Alexander, Carol
1
Aloy, Marcel
1
Andreou, Alena
1
Antell, Jan
1
Apergēs, Nikolaos
1
Aslanidis, Nektarios
1
Baik, Hyeoncheol
1
Balter, Janine
1
Bartolucci, Francesco
1
Beek, Misha van
1
Bekiros, Stelios D.
1
Bormann, Carsten
1
Bos, Charles S.
1
Brailsford, Timothy J.
1
Bregantini, Daniele
1
Bu, Ruijun
1
Cagnone, Silvia
1
Cai, Zongwu
1
Caldeira, João F.
1
Cappiello, Lorenzo
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Carrasco, Marine
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Ceffer, A.
1
Cenedese, Gino
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Chan, Stephen
1
Chen, Yi-ting
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1
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1
Chia, Bryan
1
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1
Clare, Andrew D.
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
Computational economics
Journal of banking & finance
Journal of econometrics
301
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
158
Economics letters
125
Econometric reviews
75
Economic modelling
62
Applied economics letters
60
Discussion paper series / IZA
58
Discussion paper / Tinbergen Institute
54
NBER Working Paper
54
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
52
CEMMAP working papers / Centre for Microdata Methods and Practice
50
NBER working paper series
48
Applied economics
47
Journal of applied econometrics
44
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
44
Working paper / Department of Econometrics and Business Statistics, Monash University
43
Journal of the American Statistical Association : JASA
42
Econometric theory
41
The econometrics journal
38
Working paper
37
International journal of forecasting
36
Journal of empirical finance
36
Working paper / National Bureau of Economic Research, Inc.
36
CESifo working papers
32
IZA Discussion Paper
32
Discussion papers / CEPR
31
Quantitative economics : QE ; journal of the Econometric Society
31
CREATES research paper
30
Discussion paper
30
Econometrics : open access journal
30
Journal of forecasting
28
SFB 649 discussion paper
27
Empirical economics : a quarterly journal of the Institute for Advanced Studies
26
Insurance / Mathematics & economics
25
European journal of operational research : EJOR
23
International journal of economics and financial issues : IJEFI
23
Quantitative finance
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ECONIS (ZBW)
89
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1
Inferring causal interactions in financial markets using conditional Granger causality based on quantile regression
Cheng, Hong
;
Wang, Yunqing
;
Wang, Yihong
;
Yang, Tinggan
- In:
Computational economics
59
(
2022
)
2
,
pp. 719-748
Persistent link: https://www.econbiz.de/10013169042
Saved in:
2
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:
3
Portfolio selection using multivariate semiparametric estimators and a copula PCA-based approach
Kouaissah, Noureddine
;
Ortobelli Lozza, Sergio
; …
- In:
Computational economics
60
(
2022
)
3
,
pp. 833-859
Persistent link: https://www.econbiz.de/10013380843
Saved in:
4
A bank's optimal capital ratio : a time-varying parameter model to the partial adjustment framework
Baik, Hyeoncheol
;
Han, Sumin
;
Joo, Sunghoon
;
Lee, Kangbok
- In:
Journal of banking & finance
142
(
2022
),
pp. 1-25
Persistent link: https://www.econbiz.de/10013473072
Saved in:
5
A statistical analysis of global economies using time varying copulas
Afuecheta, Emmanuel
;
Nadarajah, Saralees
;
Chan, Stephen
- In:
Computational economics
58
(
2021
)
4
,
pp. 1167-1194
Persistent link: https://www.econbiz.de/10012697904
Saved in:
6
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:
7
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:
8
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:
9
Estimating the probability of informed trading : A Bayesian approach
Griffin, Jim
;
Oberoi, Jaideep
;
Oduro, Samuel D.
- In:
Journal of banking & finance
125
(
2021
),
pp. 1-22
Persistent link: https://www.econbiz.de/10012819606
Saved in:
10
Local logit regression for loan recovery rate
Sopitpongstorn, Nithi
;
Silvapulle, Paramsothy
;
Gao, Jiti
; …
- In:
Journal of banking & finance
126
(
2021
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012820172
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