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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:"Statistische Verteilung"
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Volatility
Multivariate Analyse
Noise Trading
Statistische Verteilung
Estimation theory
255
Schätztheorie
255
Estimation
62
Time series analysis
62
Zeitreihenanalyse
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Schätzung
60
Volatilität
35
Regression analysis
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Nichtparametrisches Verfahren
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Akira Toda, Alexis
1
Alexander, Carol
1
Aloy, Marcel
1
Alvarez, Susana
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Andreou, Alena
1
Baixauli, J. Samuel
1
Balter, Janine
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1
Chia, Bryan
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1
Clements, Adam
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Dempsey, Michael
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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
180
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
76
Insurance / Mathematics & economics
48
Economics letters
46
Discussion paper / Tinbergen Institute
45
Econometric reviews
43
Econometric theory
43
Journal of the American Statistical Association : JASA
35
The econometrics journal
28
Journal of empirical finance
26
CEMMAP working papers / Centre for Microdata Methods and Practice
24
International journal of forecasting
24
Statistics in transition : an international journal of the Polish Statistical Association
24
CREATES research paper
23
Discussion paper / Center for Economic Research, Tilburg University
22
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Econometrics : open access journal
21
SFB 649 discussion paper
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Economic modelling
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Journal of financial econometrics
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Discussion papers of interdisciplinary research project 373
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Finance research letters
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Journal of forecasting
18
Journal of risk and financial management : JRFM
17
Quantitative finance
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Série des documents de travail / Centre de Recherche en Économie et Statistique
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
16
European journal of operational research : EJOR
15
International journal of theoretical and applied finance
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KBI
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Applied economics
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
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Risks : open access journal
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Working papers
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Cowles Foundation discussion paper
13
ECARES working paper
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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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
Sensitivity-implied tail-correlation matrices
Paulusch, Joachim
;
Schlütter, Sebastian
- In:
Journal of banking & finance
134
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013400104
Saved in:
3
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:
4
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:
5
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:
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
Wavelet estimation performance of fractional integrated processes with heavy-tails
Boubaker, Heni
- In:
Computational economics
55
(
2020
)
2
,
pp. 473-498
Persistent link: https://www.econbiz.de/10012223642
Saved in:
9
Distributional assumptions and the estimation of contingent valuation models
McDonald, James B.
;
Walton, Daniel B.
;
Chia, Bryan
- In:
Computational economics
56
(
2020
)
2
,
pp. 431-460
Persistent link: https://www.econbiz.de/10012272042
Saved in:
10
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
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