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isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
subject:"Volatility"
~isPartOf:"Computational economics"
~subject:"ARCH model"
~subject:"Statistical test"
~subject:"Stochastischer Prozess"
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Search: subject_exact:"Estimation theory"
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Volatility
ARCH model
Statistical test
Stochastischer Prozess
Estimation theory
181
Schätztheorie
181
Time series analysis
51
Zeitreihenanalyse
51
Estimation
34
Schätzung
33
Regression analysis
27
Regressionsanalyse
27
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Boubaker, Heni
2
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2
Francq, Christian
2
Horváth, Lajos
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Zakoïan, Jean-Michel
2
Akira Toda, Alexis
1
Aloy, Marcel
1
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1
Bu, Ruijun
1
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1
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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 econometrics
298
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
102
Econometric theory
100
Econometric reviews
91
Economics letters
88
Discussion paper / Tinbergen Institute
60
The econometrics journal
57
CEMMAP working papers / Centre for Microdata Methods and Practice
49
CREATES research paper
45
Cowles Foundation discussion paper
44
Economic modelling
40
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
35
Econometrics : open access journal
32
Journal of empirical finance
32
Cowles Foundation Discussion Paper
29
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
29
Journal of financial econometrics
28
Applied economics letters
26
International journal of forecasting
26
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
25
Quantitative economics : QE ; journal of the Econometric Society
25
Finance research letters
24
Journal of forecasting
24
SFB 649 discussion paper
24
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
23
Discussion papers of interdisciplinary research project 373
23
Journal of banking & finance
23
Série des documents de travail / Centre de Recherche en Économie et Statistique
22
Journal of time series econometrics
21
Journal of the American Statistical Association : JASA
20
Working paper
20
Discussion paper / Center for Economic Research, Tilburg University
19
European journal of operational research : EJOR
19
Applied economics
18
Journal of risk and financial management : JRFM
18
Quantitative finance
18
Working paper / Department of Econometrics and Business Statistics, Monash University
18
NBER Working Paper
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21
Variance targeting estimation of multivariate GARCH models
Francq, Christian
;
Horváth, Lajos
;
Zakoïan, Jean-Michel
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
2
,
pp. 353-382
Persistent link: https://www.econbiz.de/10011589013
Saved in:
22
On the choice of a genetic algorithm for estimating GARCH models
Rizzo, Manuel
;
Battaglia, Francesco
- In:
Computational economics
48
(
2016
)
3
,
pp. 473-485
Persistent link: https://www.econbiz.de/10011712524
Saved in:
23
Adaptive Realized Kernels
Carrasco, Marine
;
Kotchoni, Rachidi
- In:
Journal of financial econometrics : official journal of …
13
(
2015
)
4
,
pp. 757-797
Persistent link: https://www.econbiz.de/10011417704
Saved in:
24
Two-scale realized kernels : a univariate case
Ikeda, Shin S.
- In:
Journal of financial econometrics : official journal of …
13
(
2015
)
1
,
pp. 126-165
Persistent link: https://www.econbiz.de/10010519659
Saved in:
25
On the optimal estimating function method for conditional correlation models
Chen, Yi-ting
- In:
Journal of financial econometrics : official journal of …
13
(
2015
)
1
,
pp. 83-125
Persistent link: https://www.econbiz.de/10010519661
Saved in:
26
A state space approach to estimating the integrated variance under the existence of market microstructure noise
Nagakura, Daisuke
;
Watanabe, Toshiaki
- In:
Journal of financial econometrics : official journal of …
13
(
2015
)
1
,
pp. 45-82
Persistent link: https://www.econbiz.de/10010519663
Saved in:
27
Quarticity estimation on ohlc data
Balter, Janine
- In:
Journal of financial econometrics : official journal of …
13
(
2015
)
2
,
pp. 505-519
Persistent link: https://www.econbiz.de/10011339287
Saved in:
28
Rounding errors and volatility estimation
Li, Yingying
;
Mykland, Per A.
- In:
Journal of financial econometrics : official journal of …
13
(
2015
)
2
,
pp. 478-504
Persistent link: https://www.econbiz.de/10011339292
Saved in:
29
A non-parametric test for partial monotonicity in multiple regression
Beek, Misha van
;
Daniels, Hennie A. M.
- In:
Computational economics
44
(
2014
)
1
,
pp. 87-100
Persistent link: https://www.econbiz.de/10010396230
Saved in:
30
Estimation of distortion risk measures
Tsukahara, Hideatsu
- In:
Journal of financial econometrics : official journal of …
12
(
2014
)
1
,
pp. 213-235
Persistent link: https://www.econbiz.de/10010233598
Saved in:
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