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isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
subject:"Volatility"
~isPartOf:"Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~isPartOf:"Quantitative finance"
~subject:"Kapitaleinkommen"
~subject:"Statistische Verteilung"
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Search: subject_exact:"Estimation theory"
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Volatility
Kapitaleinkommen
Statistische Verteilung
Estimation theory
796
Schätztheorie
796
Theorie
290
Theory
290
Time series analysis
187
Zeitreihenanalyse
187
Estimation
168
Schätzung
168
Nichtparametrisches Verfahren
148
Nonparametric statistics
148
Regression analysis
117
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Härdle, Wolfgang
4
Spokojnyj, Vladimir G.
4
Ghysels, Eric
3
Butucea, Cristina
2
Chen, Wilson Ye
2
Chen, Yi-ting
2
Corsi, Fulvio
2
Engle, Robert F.
2
Fan, Jianqing
2
Francq, Christian
2
Gerlach, Richard H.
2
Hautsch, Nikolaus
2
Herwartz, Helmut
2
Hoga, Yannick
2
Jing, Bingyi
2
Koopman, Siem Jan
2
Liu, Guangying
2
Läuter, Henning
2
Mykland, Per A.
2
Nolte, Ingmar
2
Phillips, Peter C. B.
2
Shephard, Neil G.
2
Yang, Xiye
2
Ahlgren, Niklas
1
Akgiray, Vedat
1
Alfelt, Gustav
1
Amado, Cristina
1
Andersen, Torben
1
Andreou, Alena
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Andreou, Elena
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Antell, Jan
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Bai, Yuehao
1
Balter, Janine
1
Bandi, Federico M.
1
Bauwens, Luc
1
Bayer, Christian
1
Behrendt, Simon
1
Bibinger, Markus
1
Bodnar, Taras
1
Bollerslev, Tim
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Quantitative finance
Journal of econometrics
185
Economics letters
54
Discussion paper / Tinbergen Institute
45
Insurance / Mathematics & economics
45
Econometric reviews
42
Econometric theory
39
Journal of empirical finance
38
The econometrics journal
27
Finance research letters
26
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
25
Statistics in transition : an international journal of the Polish Statistical Association
24
CEMMAP working papers / Centre for Microdata Methods and Practice
23
International journal of forecasting
23
Journal of banking & finance
23
Journal of risk and financial management : JRFM
22
Journal of financial econometrics
21
Journal of forecasting
21
CREATES research paper
20
Discussion paper / Center for Economic Research, Tilburg University
20
Econometrics : open access journal
20
Economic modelling
20
Journal of the American Statistical Association : JASA
19
Computational economics
17
European journal of operational research : EJOR
17
NBER Working Paper
17
International journal of theoretical and applied finance
16
Journal of mathematical finance
16
Journal of risk
16
SFB 649 discussion paper
16
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
16
Discussion papers of interdisciplinary research project 373
15
Série des documents de travail / Centre de Recherche en Économie et Statistique
15
Applied economics
14
Risks : open access journal
14
Working paper
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Working papers
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1
Singular conditional autoregressive Wishart model for realized covariance matrices
Alfelt, Gustav
;
Bodnar, Taras
;
Javed, Farrukh
;
Tyrcha, …
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
3
,
pp. 833-845
Persistent link: https://www.econbiz.de/10014448443
Saved in:
2
Extreme value estimation for heterogeneous data
Einmahl, John H. J.
;
He, Yi
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
1
,
pp. 255-269
Persistent link: https://www.econbiz.de/10013540838
Saved in:
3
Markovian approximations of stochastic Volterra equations with the fractional kernel
Bayer, Christian
;
Breneis, Simon
- In:
Quantitative finance
23
(
2023
)
1
,
pp. 53-70
Persistent link: https://www.econbiz.de/10013490954
Saved in:
4
Adaptive testing for cointegration with nonstationary volatility
Boswijk, Herman Peter
;
Zu, Yang
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
2
,
pp. 744-755
Persistent link: https://www.econbiz.de/10013534484
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5
GARCH-UGH : a bias-reduced approach for dynamic extreme Value-at-Risk estimation in financial time series
Kaibuchi, Hibiki
;
Kawasaki, Yoshinori
;
Stupfler, G.
- In:
Quantitative finance
22
(
2022
)
7
,
pp. 1277-1294
Persistent link: https://www.econbiz.de/10013367899
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6
A generalized heterogeneous autoregressive model using market information
Hizmeri, Rodrigo
;
Izzeldin, Marwan
;
Nolte, Ingmar
; …
- In:
Quantitative finance
22
(
2022
)
8
,
pp. 1513-1534
Persistent link: https://www.econbiz.de/10013367925
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7
Implied volatility directional forecasting : a machine learning approach
Vrontos, Spyridon D.
;
Galakis, John
;
Vrontos, Ioannis D.
- In:
Quantitative finance
21
(
2021
)
10
,
pp. 1687-1706
Persistent link: https://www.econbiz.de/10012653707
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8
Inference for nonparametric high-frequency estimators with an application to time variation in betas
Kalnina, Ilze
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
2
,
pp. 538-549
Persistent link: https://www.econbiz.de/10014448338
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9
Empirical likelihood and uniform convergence rates for dyadic kernel density estimation
Chiang, Harold D.
;
Tan, Bing Yang
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
3
,
pp. 906-914
Persistent link: https://www.econbiz.de/10014448457
Saved in:
10
Estimation of leverage effect : kernel function and efficiency
Yang, Xiye
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
3
,
pp. 939-956
Persistent link: https://www.econbiz.de/10014448463
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