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isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
subject:"Volatility"
~isPartOf:"European journal of operational research : EJOR"
~subject:"Analysis of variance"
~subject:"Estimation"
~subject:"Noise Trading"
~subject:"Statistical distribution"
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Volatility
Analysis of variance
Estimation
Noise Trading
Statistical distribution
Estimation theory
254
Schätztheorie
254
Regression analysis
35
Regressionsanalyse
35
Nichtparametrisches Verfahren
34
Nonparametric statistics
34
Schätzung
32
Technical efficiency
32
Technische Effizienz
32
Production function
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Produktionsfunktion
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Mathematical programming
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Mathematische Optimierung
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Time series analysis
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Zeitreihenanalyse
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Data envelopment analysis
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Data-Envelopment-Analyse
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Robust statistics
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Robustes Verfahren
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Volatilität
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64
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Kumbhakar, Subal
4
Audrino, Francesco
2
Bodnar, Taras
2
Chen, Yi-ting
2
Corsi, Fulvio
2
Tsionas, Efthymios G.
2
Adcock, C. J.
1
Ahlgren, Niklas
1
Andreeva, Galina
1
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1
Antell, Jan
1
Badescu, Alexandru
1
Badunkenko, Oleg
1
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1
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1
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1
Bormann, Carsten
1
Borovkova, Svetlana
1
Bos, Charles S.
1
Boudt, Kris
1
Brandão, Luiz Eduardo Teixeira
1
Bu, Ruijun
1
Calabrese, Raffaella
1
Caldeira, João F.
1
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Carrasco, Marine
1
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1
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Chaudhuri, Kausik
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1
Dang, Chuangyin
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Dyer, James S.
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Elliott, Robert J.
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Engle, Robert F.
1
Fan, Jianqing
1
Fan, Yingying
1
Fernández, Arturo J.
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
European journal of operational research : EJOR
Journal of econometrics
340
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
167
Economics letters
144
Econometric reviews
85
CEMMAP working papers / Centre for Microdata Methods and Practice
69
Discussion paper / Tinbergen Institute
69
Discussion paper series / IZA
64
Economic modelling
62
Applied economics letters
61
Econometric theory
60
NBER Working Paper
58
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
55
Insurance / Mathematics & economics
52
The econometrics journal
51
NBER working paper series
50
Applied economics
49
Journal of the American Statistical Association : JASA
49
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
47
Working paper / Department of Econometrics and Business Statistics, Monash University
43
International journal of forecasting
41
Journal of applied econometrics
41
Journal of banking & finance
41
Working paper
41
Journal of empirical finance
39
Working paper / National Bureau of Economic Research, Inc.
38
Econometrics : open access journal
36
IZA Discussion Paper
36
CESifo working papers
33
Quantitative economics : QE ; journal of the Econometric Society
33
CREATES research paper
32
Discussion papers / CEPR
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
32
Computational economics
31
Journal of financial econometrics
31
Discussion paper
30
Empirical economics : a quarterly journal of the Institute for Advanced Studies
30
Finance research letters
30
Discussion paper / Center for Economic Research, Tilburg University
29
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ECONIS (ZBW)
64
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1
Constructing copulas using corrected Hermite polynomial expansion for estimating cross foreign exchange volatility
Shiraya, Kenichiro
;
Yamakami, Tomohisa
- In:
European journal of operational research : EJOR
314
(
2024
)
3
,
pp. 1195-1214
Persistent link: https://www.econbiz.de/10014456946
Saved in:
2
Generalized quantile and expectile properties for shape constrained nonparametric estimation
Dai, Sheng
;
Kuosmanen, Timo
;
Zhou, Xun
- In:
European journal of operational research : EJOR
310
(
2023
)
2
,
pp. 914-927
Persistent link: https://www.econbiz.de/10014340805
Saved in:
3
Dynamic firm performance and estimator choice : a comparison of dynamic panel data estimators
Cave, Joshua
;
Chaudhuri, Kausik
;
Kumbhakar, Subal
- In:
European journal of operational research : EJOR
307
(
2023
)
1
,
pp. 447-467
Persistent link: https://www.econbiz.de/10014293030
Saved in:
4
What causes post-decision disappointment? : estimating the contributions of systematic and selection biases
Vilkkumaa, Eeva
;
Liesiö, Juuso
- In:
European journal of operational research : EJOR
296
(
2022
)
2
,
pp. 587-600
Persistent link: https://www.econbiz.de/10012663368
Saved in:
5
Assessing the impact of jumps in an option pricing model : a gradient estimation approach
Volk-Makarewicz, Warren
;
Borovkova, Svetlana
; …
- In:
European journal of operational research : EJOR
298
(
2022
)
2
,
pp. 740-751
Persistent link: https://www.econbiz.de/10013206895
Saved in:
6
Quantitative portfolio selection : using density forecasting to find consistent portfolios
Meade, Nigel
;
Beasley, John E.
;
Adcock, C. J.
- In:
European journal of operational research : EJOR
288
(
2021
)
3
,
pp. 1053-1067
Persistent link: https://www.econbiz.de/10012387456
Saved in:
7
Estimating Value-at-Risk and Expected Shortfall using the intraday low and range data
Meng, Xiaochun
;
Taylor, James W.
- In:
European journal of operational research : EJOR
280
(
2020
)
1
,
pp. 191-202
Persistent link: https://www.econbiz.de/10012132379
Saved in:
8
A comparison of tail dependence estimators
Supper, Hendrik
;
Irresberger, Felix
;
Weiß, Gregor
- In:
European journal of operational research : EJOR
284
(
2020
)
2
,
pp. 728-742
Persistent link: https://www.econbiz.de/10012238789
Saved in:
9
Does risk aversion affect bank output loss? : the case of the Eurozone
Tsionas, Efthymios G.
;
Mamatzakis, Emmanuel C.
;
Ongena, …
- In:
European journal of operational research : EJOR
282
(
2020
)
3
,
pp. 1127-1145
Persistent link: https://www.econbiz.de/10012161877
Saved in:
10
Nonparametric estimation of the determinants of inefficiency in the presence of firm heterogeneity
Zhou, Jianhua
;
Parmeter, Christopher F.
;
Kumbhakar, Subal
- In:
European journal of operational research : EJOR
286
(
2020
)
3
,
pp. 1142-1152
Persistent link: https://www.econbiz.de/10012291631
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