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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"
~subject:"Capital income"
~subject:"Korrelation"
~subject:"Statistische Verteilung"
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Search: subject_exact:"Estimation theory"
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Volatility
Capital income
Korrelation
Statistische Verteilung
Estimation theory
194
Schätztheorie
194
Theorie
92
Theory
92
Time series analysis
47
Zeitreihenanalyse
47
Estimation
39
Schätzung
39
Nichtparametrisches Verfahren
37
Nonparametric statistics
37
Volatilität
37
Regression analysis
27
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Option pricing theory
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Härdle, Wolfgang
4
Spokojnyj, Vladimir G.
4
Butucea, Cristina
2
Chen, Yi-ting
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Corsi, Fulvio
2
Herwartz, Helmut
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Läuter, Henning
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1
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1
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1
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1
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1
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1
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1
Bunke, Olaf
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Caldeira, João F.
1
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Cang, Yuquan
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Fan, Yingying
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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
Journal of econometrics
220
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
103
Economics letters
76
Discussion paper / Tinbergen Institute
52
Econometric theory
50
Econometric reviews
49
Insurance / Mathematics & economics
47
Journal of empirical finance
42
Journal of the American Statistical Association : JASA
34
The econometrics journal
33
Finance research letters
32
CEMMAP working papers / Centre for Microdata Methods and Practice
29
Cambridge working papers in economics
27
Econometrics : open access journal
27
Journal of financial econometrics
27
International journal of forecasting
26
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
26
Journal of banking & finance
25
Journal of forecasting
25
NBER Working Paper
25
Statistics in transition : an international journal of the Polish Statistical Association
25
SFB 649 discussion paper
23
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
23
CREATES research paper
22
Computational economics
22
Journal of risk and financial management : JRFM
22
Applied economics letters
21
Discussion paper / Center for Economic Research, Tilburg University
21
Economic modelling
20
Working paper
20
Applied economics
18
European journal of operational research : EJOR
18
Journal of mathematical finance
18
Discussion papers of interdisciplinary research project 373
17
Journal of risk
17
Risks : open access journal
17
Working paper / Department of Econometrics and Business Statistics, Monash University
17
Working paper / National Bureau of Economic Research, Inc.
17
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1
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:
2
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:
3
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:
4
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:
5
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:
6
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:
7
The effects of errors in means, variances, and correlations on the mean-variance framework
Chung, Munki
;
Lee, Yongjae
;
Kim, Jang Ho
;
Kim, Woo Chang
; …
- In:
Quantitative finance
22
(
2022
)
10
,
pp. 1893-1903
Persistent link: https://www.econbiz.de/10013367960
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8
High-dimensional realized covariance estimation : a parametric approach
Buccheri, G.
;
Mboussa Anga, G.
- In:
Quantitative finance
22
(
2022
)
11
,
pp. 2093-2107
Persistent link: https://www.econbiz.de/10013490925
Saved in:
9
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
Saved in:
10
The limitations of estimating implied densities from option prices
Shelton, Austin
;
Kane, Hayden
;
Favreau, Charles
- In:
Quantitative finance
21
(
2021
)
11
,
pp. 1885-1904
Persistent link: https://www.econbiz.de/10012696789
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