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subject:"EU-Staaten"
~isPartOf:"Quantitative finance"
~subject:"Zeitreihenanalyse"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Konferenzbeitrag"
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EU-Staaten
Zeitreihenanalyse
Estimation
77
Schätzung
76
Volatility
35
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35
Theorie
32
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32
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30
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Sornette, Didier
3
Wehrli, Alexander
3
Sun, Yuying
2
Wang, Shouyang
2
Wheatley, Spencer
2
Alemany, N.
1
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1
Aragó Manzana, Vicent
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
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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
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1
Lu, Quanying
1
Mettenheim, Hans-Jörg von
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1
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Quantitative finance
Economic modelling
172
Applied economics
170
Applied economics letters
129
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
124
Journal of econometrics
116
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
95
Economics letters
92
International journal of forecasting
83
Energy economics
75
International review of economics & finance : IREF
70
Journal of international money and finance
64
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
64
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51
Finance research letters
49
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49
Journal of banking & finance
48
The North American journal of economics and finance : a journal of financial economics studies
47
Empirica : journal of european economics
45
International journal of finance & economics : IJFE
44
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44
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44
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42
Econometric reviews
41
European economic review : EER
40
Journal of international financial markets, institutions & money
38
Applied financial economics
36
Macroeconomic dynamics
36
Empirical economics : a quarterly journal of the Institute for Advanced Studies
35
International review of financial analysis
35
The empirical economics letters : a monthly international journal of economics
33
Journal of risk and financial management : JRFM
30
Research in international business and finance
30
Computational economics
29
The European journal of finance
27
Economic systems
25
Oxford bulletin of economics and statistics
25
Review of world economics
25
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
24
International journal of economics and finance
24
International journal of economics and financial issues : IJEFI
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ECONIS (ZBW)
17
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1
Classification of flash crashes using the Hawkes(p,q) framework
Wehrli, Alexander
;
Sornette, Didier
- In:
Quantitative finance
22
(
2022
)
2
,
pp. 213-240
Persistent link: https://www.econbiz.de/10013167733
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
Uncovering the mesoscale structure of the credit default swap market to improve portfolio risk modelling
Anagnostou, I.
;
Squartini, T.
;
Kandhai, D.
;
Garlaschelli, D.
- In:
Quantitative finance
21
(
2021
)
9
,
pp. 1501-1518
Persistent link: https://www.econbiz.de/10012624151
Saved in:
4
Modeling price clustering in high-frequency prices
Holý, Vladimír
;
Tomanová, Petra
- In:
Quantitative finance
22
(
2022
)
9
,
pp. 1649-1663
Persistent link: https://www.econbiz.de/10013367939
Saved in:
5
Forecasting interval-valued crude oil prices using asymmetric interval models
Lu, Quanying
;
Sun, Yuying
;
Hong, Yongmiao
;
Wang, Shouyang
- In:
Quantitative finance
22
(
2022
)
11
,
pp. 2047-2061
Persistent link: https://www.econbiz.de/10013490921
Saved in:
6
Time-frequency forecast of the equity premium
Faria, Gonçalo
;
Verona, Fabio
- In:
Quantitative finance
21
(
2021
)
12
,
pp. 2119-2135
Persistent link: https://www.econbiz.de/10012696823
Saved in:
7
Scale-, time- and asset-dependence of Hawkes process estimates on high frequency price changes
Wehrli, Alexander
;
Wheatley, Spencer
;
Sornette, Didier
- In:
Quantitative finance
21
(
2021
)
5
,
pp. 729-752
Persistent link: https://www.econbiz.de/10012500185
Saved in:
8
Uncertainty shocks of Trump election in an interval model of stock market
Sun, Yuying
;
Qiao, Kenan
;
Wang, Shouyang
- In:
Quantitative finance
21
(
2021
)
5
,
pp. 865-879
Persistent link: https://www.econbiz.de/10012500201
Saved in:
9
Time-varying parameters realized GARCH models for tracking attenuation bias in volatility dynamics
Gerlach, Richard
;
Naimoli, Antonio
;
Storti, Giuseppe
- In:
Quantitative finance
20
(
2020
)
11
,
pp. 1849-1878
Persistent link: https://www.econbiz.de/10012295647
Saved in:
10
Forecasting high-dimensional realized volatility matrices using a factor model
Shen, Keren
;
Yao, Jianfeng
;
Li, Wai Keung
- In:
Quantitative finance
20
(
2020
)
11
,
pp. 1879-1887
Persistent link: https://www.econbiz.de/10012295649
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