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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:"Multivariate Analyse"
~subject:"Nichtparametrisches Verfahren"
~subject:"Noise Trading"
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Volatility
Multivariate Analyse
Nichtparametrisches Verfahren
Noise Trading
Estimation theory
255
Schätztheorie
255
Estimation
62
Time series analysis
62
Zeitreihenanalyse
62
Schätzung
60
Volatilität
35
Regression analysis
32
Regressionsanalyse
32
Nonparametric statistics
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65
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Härdle, Wolfgang
2
Okhrin, Yarema
2
Vinod, Hrishikesh D.
2
Akira Toda, Alexis
1
Alexander, Carol
1
Aloy, Marcel
1
Alvarez, Susana
1
Andreou, Alena
1
Aslanidis, Nektarios
1
Aydin, Dursun
1
Baixauli, J. Samuel
1
Balter, Janine
1
Bartolucci, Francesco
1
Beek, Misha van
1
Birke, Melanie
1
Bormann, Carsten
1
Bos, Charles S.
1
Boubaker, Heni
1
Boudt, Kris
1
Brailsford, Timothy J.
1
Bregantini, Daniele
1
Cagnone, Silvia
1
Cai, Zongwu
1
Caldeira, João F.
1
Carrasco, Marine
1
Casas, Isabel
1
Cenedese, Gino
1
Chen, Siyan
1
Choudhry, Taufiq
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Clements, Adam
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Croux, Christophe
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Deng, Xue
1
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1
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1
Di, Jianing
1
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1
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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
426
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
151
CEMMAP working papers / Centre for Microdata Methods and Practice
125
Econometric theory
120
Economics letters
103
Econometric reviews
97
Journal of the American Statistical Association : JASA
90
The econometrics journal
70
Discussion paper / Tinbergen Institute
55
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
49
Discussion papers of interdisciplinary research project 373
48
Working paper / Department of Econometrics and Business Statistics, Monash University
46
SFB 649 discussion paper
43
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
42
Quantitative economics : QE ; journal of the Econometric Society
37
Cowles Foundation discussion paper
36
Discussion paper series / IZA
36
CREATES research paper
34
European journal of operational research : EJOR
31
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
30
Econometrics papers
30
Economic modelling
29
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
28
Cowles Foundation Discussion Paper
27
Econometrics : open access journal
27
International journal of forecasting
27
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
27
Série des documents de travail / Centre de Recherche en Économie et Statistique
27
KBI
25
Discussion paper / Center for Economic Research, Tilburg University
24
NBER Working Paper
24
Working papers / TSE : WP
24
Boston College working papers in economics
23
Journal of empirical finance
23
NBER working paper series
22
Insurance / Mathematics & economics
21
Journal of applied econometrics
21
Journal of risk and financial management : JRFM
21
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ECONIS (ZBW)
65
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1
Robust portfolio optimization based on semi-parametric ARMA-TGARCH-EVT model with mixed copula using WCVaR
Deng, Xue
;
Liang, Ying
- In:
Computational economics
61
(
2023
)
1
,
pp. 267-294
Persistent link: https://www.econbiz.de/10014228426
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
Generalized, partial and canonical correlation coefficients
Vinod, Hrishikesh D.
- In:
Computational economics
60
(
2022
)
4
,
pp. 1479-1506
Persistent link: https://www.econbiz.de/10013447451
Saved in:
4
Calibration of agent-based models by means of meta-modeling and nonparametric regression
Chen, Siyan
;
Desiderio, Saul
- In:
Computational economics
60
(
2022
)
4
,
pp. 1457-1478
Persistent link: https://www.econbiz.de/10013447465
Saved in:
5
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:
6
A general approach to smooth and convex portfolio optimization using lower partial moments
Yao, Haixiang
;
Huang, Jinbo
;
Li, Yong
;
Humphrey, …
- In:
Journal of banking & finance
129
(
2021
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012822108
Saved in:
7
Data-based automatic discretization of nonparametric distributions
Akira Toda, Alexis
- In:
Computational economics
57
(
2021
)
4
,
pp. 1217-1235
Persistent link: https://www.econbiz.de/10012543278
Saved in:
8
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:
9
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:
10
Censored nonparametric time-series analysis with autoregressive error models
Aydin, Dursun
;
Yilmaz, Ersin
- In:
Computational economics
58
(
2021
)
2
,
pp. 169-202
Persistent link: https://www.econbiz.de/10012614970
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