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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:"Quantitative finance"
~isPartOf:"The econometrics journal"
~subject:"Option pricing theory"
~subject:"Statistische Verteilung"
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Search: subject_exact:"Estimation theory"
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Volatility
Option pricing theory
Statistische Verteilung
Estimation theory
462
Schätztheorie
462
Theorie
123
Theory
123
Nichtparametrisches Verfahren
96
Nonparametric statistics
96
Time series analysis
84
Zeitreihenanalyse
84
Regression analysis
82
Regressionsanalyse
82
Estimation
67
Schätzung
67
Statistical test
51
Statistischer Test
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Volatilität
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41
Panel study
41
Stochastic process
32
Stochastischer Prozess
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Prognoseverfahren
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Statistical distribution
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Capital income
19
Induktive Statistik
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Härdle, Wolfgang
6
Spokojnyj, Vladimir G.
4
Butucea, Cristina
2
Fan, Jianqing
2
Herwartz, Helmut
2
Läuter, Henning
2
Wu, Ximing
2
Abadir, Karim Maher
1
Adams, Christopher P.
1
Andreou, Alena
1
Balter, Janine
1
Bao, Yong
1
Barndorff-Nielsen, Ole E.
1
Bayer, Christian
1
Behrendt, Simon
1
Bianchi, Michele Leonardo
1
Birke, Melanie
1
Bormann, Carsten
1
Bos, Charles S.
1
Breneis, Simon
1
Bu, Ruijun
1
Caldeira, João F.
1
Calzolari, Giorgio
1
Canabarro, Askery
1
Cang, Yuquan
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Capriotti, Luca
1
Carrasco, Marine
1
Chatterjee, Rupak
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Chen, Wilson Ye
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Chen, Yi-ting
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Chi, Xie
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Chronopoulou, Alexandra
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Chu, Chih-Kang
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Coudin, Elise
1
Danilov, Dmitry L.
1
Dankenbring, Henning
1
Delgado, Miguel A.
1
Du, Zaichao
1
Dufour, Jean-Marie
1
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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
Quantitative finance
The econometrics journal
Journal of econometrics
167
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
65
Economics letters
47
Insurance / Mathematics & economics
45
Discussion paper / Tinbergen Institute
44
Econometric reviews
41
Econometric theory
38
Journal of empirical finance
25
Statistics in transition : an international journal of the Polish Statistical Association
24
International journal of forecasting
23
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
23
CEMMAP working papers / Centre for Microdata Methods and Practice
22
Discussion paper / Center for Economic Research, Tilburg University
20
Economic modelling
20
Finance research letters
20
CREATES research paper
19
Econometrics : open access journal
19
Journal of banking & finance
19
Journal of financial econometrics
19
Journal of risk and financial management : JRFM
19
Journal of the American Statistical Association : JASA
19
SFB 649 discussion paper
19
Discussion papers of interdisciplinary research project 373
18
European journal of operational research : EJOR
18
International journal of theoretical and applied finance
17
Série des documents de travail / Centre de Recherche en Économie et Statistique
17
Risks : open access journal
16
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
16
Applied economics
15
Journal of forecasting
15
Computational economics
14
Journal of mathematical finance
14
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
13
NBER Working Paper
13
Working paper
13
Cowles Foundation discussion paper
12
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ECONIS (ZBW)
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1
Explicit minimal representation of variance matrices, and its implication for dynamic volatility models
Abadir, Karim Maher
- In:
The econometrics journal
26
(
2023
)
1
,
pp. 88-104
Persistent link: https://www.econbiz.de/10013543279
Saved in:
2
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:
3
Distributional robustness of K-class estimators and the PULSE
Jakobsen, Martin Emil
;
Peters, Jonas
- In:
The econometrics journal
25
(
2022
)
2
,
pp. 404-432
Persistent link: https://www.econbiz.de/10013253842
Saved in:
4
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
Saved in:
5
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
Saved in:
6
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
Saved in:
7
Dynamic quantile function models
Chen, Wilson Ye
;
Peters, Gareth
;
Gerlach, Richard H.
; …
- In:
Quantitative finance
22
(
2022
)
9
,
pp. 1665-1691
Persistent link: https://www.econbiz.de/10013367940
Saved in:
8
Proof of non-convergence of the short-maturity expansion for the SABR model
Lewis, Alan L.
;
Pirjol, Dan
- In:
Quantitative finance
22
(
2022
)
9
,
pp. 1747-1757
Persistent link: https://www.econbiz.de/10013367944
Saved in:
9
Distribution regression in duration analysis : an application to unemployment spells
Delgado, Miguel A.
;
García, Andrés
;
Sant'Anna, Pedro H. C.
- In:
The econometrics journal
25
(
2022
)
3
,
pp. 675-698
Persistent link: https://www.econbiz.de/10013399857
Saved in:
10
No arbitrage global parametrization for the eSSVI volatility surface
Mingone, A.
- In:
Quantitative finance
22
(
2022
)
12
,
pp. 2205-2217
Persistent link: https://www.econbiz.de/10013490938
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