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subject:"Estimation theory"
subject:"Schätzung"
~isPartOf:"Journal of empirical finance"
~isPartOf:"Journal of forecasting"
~isPartOf:"The European journal of finance"
~person:"Karanasos, Menelaos"
~person:"Lux, Thomas"
~subject:"Volatilität"
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Estimation theory
Schätzung
Volatilität
Theorie
5
Theory
5
Volatility
4
ARCH model
3
ARCH-Modell
3
Börsenkurs
3
Estimation
3
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Karanasos, Menelaos
Lux, Thomas
Dunis, Christian
7
Wang, Yudong
6
Karathanasopoulos, Andreas
5
Leybourne, Stephen James
5
Baillie, Richard
4
Harvey, David I.
4
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3
Charemza, Wojciech
3
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3
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3
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3
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3
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3
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3
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3
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3
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3
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3
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2
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2
Bekiros, Stelios D.
2
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2
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2
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2
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2
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2
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2
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2
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2
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Journal of empirical finance
Journal of forecasting
The European journal of finance
Economics working paper
9
Kiel working paper
7
Discussion papers in economics
3
Essays on financial time series models
3
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2
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1
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Econometric theory
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Funktionsfähigkeit und Stabilität von Finanzmärkten : [Referate und Korreferate des 34. Wirtschaftswissenschaftlichen Seminars vom 12. bis 15. September 2004] ; Wirtschaftswissenschaftliches Seminar Ottobeuren 34
1
International journal of finance & economics : IJFE
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International journal of forecasting
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ECONIS (ZBW)
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1
Bringing an elementary agent-based model to the data : estimation via GMM and an application to forecasting of asset price volatility
Ghonghadze, Jaba
;
Lux, Thomas
- In:
Journal of empirical finance
37
(
2016
),
pp. 1-19
Persistent link: https://www.econbiz.de/10011662890
Saved in:
2
Inflation convergence in the EMU
Karanasos, Menelaos
;
Koutroumpis, P.
;
Karavias, Y.
; …
- In:
Journal of empirical finance
39
(
2016
),
pp. 241-253
Persistent link: https://www.econbiz.de/10011664324
Saved in:
3
Non-homogeneous volatility correlations in the bivariate multifractal model
Liu, Ruipeng
;
Lux, Thomas
- In:
The European journal of finance
21
(
2015
)
10/12
,
pp. 971-991
Persistent link: https://www.econbiz.de/10011301954
Saved in:
4
Forecasting daily variations of stock index returns with a multifractal model of realized volatility
Lux, Thomas
;
Morales-Arias, Leonardo
;
Sattarhoff, Cristina
- In:
Journal of forecasting
33
(
2014
)
7
,
pp. 532-541
Persistent link: https://www.econbiz.de/10011282864
Saved in:
5
Multivariate fractionally integrated APARCH modeling of stock market volatility : a multi-country study
Conrad, Christian
;
Karanasos, Menelaos
;
Zeng, Ning
- In:
Journal of empirical finance
18
(
2011
)
1
,
pp. 147-159
Persistent link: https://www.econbiz.de/10009301149
Saved in:
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