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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:"Noise Trading"
~subject:"Schätzung"
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Search: subject_exact:"Estimation theory"
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Volatility
Multivariate Analyse
Noise Trading
Schätzung
Estimation theory
255
Schätztheorie
255
Estimation
62
Time series analysis
62
Zeitreihenanalyse
62
Volatilität
35
Regression analysis
32
Regressionsanalyse
32
Nichtparametrisches Verfahren
29
Nonparametric statistics
29
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Audrino, Francesco
2
Boubaker, Heni
2
Corsi, Fulvio
2
Füss, Roland
2
Nogales, Francisco J.
2
Adams, Zeno
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.
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Cappiello, Lorenzo
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Casas, Isabel
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Ceffer, A.
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1
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1
Cheng, Hong
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Chia, Bryan
1
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1
Clare, Andrew D.
1
Clements, Adam
1
Dang, Viet Anh
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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
297
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
158
Economics letters
123
Econometric reviews
72
Applied economics letters
60
Discussion paper series / IZA
58
Economic modelling
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
Applied economics
47
NBER working paper series
47
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
44
Journal of applied econometrics
42
Journal of the American Statistical Association : JASA
42
Working paper / Department of Econometrics and Business Statistics, Monash University
42
Econometric theory
41
The econometrics journal
38
Working paper / National Bureau of Economic Research, Inc.
37
Working paper
36
International journal of forecasting
35
Journal of empirical finance
35
CESifo working papers
32
IZA Discussion Paper
32
Quantitative economics : QE ; journal of the Econometric Society
31
CREATES research paper
30
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Econometrics : open access journal
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Discussion papers / CEPR
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Journal of forecasting
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SFB 649 discussion paper
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
26
International journal of economics and financial issues : IJEFI
23
The review of economics and statistics
23
Discussion paper / Centre for Economic Policy Research
22
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
22
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ECONIS (ZBW)
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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
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:
6
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:
7
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:
8
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:
9
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
Saved in:
10
Portfolio selection with parsimonious higher comoments estimation
Lassance, Nathan
;
Vrins, Frédéric
- In:
Journal of banking & finance
126
(
2021
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012820331
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