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subject:"Exchange rate"
subject:"Volatilität"
~isPartOf:"Computational economics"
~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~type:"article"
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Search: subject_exact:"Estimation theory"
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Exchange rate
Volatilität
Estimation theory
215
Schätztheorie
215
Time series analysis
81
Zeitreihenanalyse
81
Estimation
52
Schätzung
51
Regression analysis
35
Regressionsanalyse
35
Monte Carlo simulation
33
Monte-Carlo-Simulation
33
Nichtparametrisches Verfahren
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Abbara, Omar
1
Aloy, Marcel
1
Anatolyev, Stanislav
1
Bartolucci, Francesco
1
Baruník, Jozef
1
Blazsek, Szabolcs
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Bu, Ruijun
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1
Flachaire, Emmanuel
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Hadri, Kaddour
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Hou, Weijie
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Jensen, Mark J.
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1
Khorunzhina, Natalia
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Kok Haur Ng
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Song, Yuping
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Computational economics
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
Journal of econometrics
118
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
58
Economics letters
29
Economic modelling
22
Econometric reviews
21
Journal of empirical finance
21
Quantitative finance
17
International journal of forecasting
16
Journal of financial econometrics : official journal of the Society for Financial Econometrics
16
Econometric theory
15
Journal of banking & finance
14
International journal of theoretical and applied finance
13
Journal of financial econometrics
13
Journal of forecasting
13
Finance research letters
12
International journal of economics and financial issues : IJEFI
12
The North American journal of economics and finance : a journal of financial economics studies
11
The econometrics journal
11
Journal of risk and financial management : JRFM
10
Applied economics
9
Econometrics : open access journal
9
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
8
Finance and stochastics
8
Journal of applied econometrics
8
International journal of financial engineering
7
Journal of international money and finance
7
Journal of mathematical finance
7
Research in international business and finance
7
The European journal of finance
7
Asia-Pacific financial markets
6
Decisions in economics and finance : DEF ; a journal of applied mathematics
6
Handbook of financial time series
6
International economic journal
6
International journal of finance & economics : IJFE
6
International journal of financial research
6
The journal of risk model validation
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Theoretical economics letters
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Applied economics letters
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ECONIS (ZBW)
23
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1
Score-driven location plus scale models : asymptotic theory and an application to forecasting Dow Jones volatility
Blazsek, Szabolcs
;
Escribano, Álvaro
;
Licht, Adrian
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
28
(
2024
)
1
,
pp. 61-82
Persistent link: https://www.econbiz.de/10014506888
Saved in:
2
Estimation and forecasting of long memory stochastic volatility models
Abbara, Omar
;
Zevallos, Mauricio
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10014288818
Saved in:
3
Unrestricted, restricted, and regularized models for forecasting multivariate volatility
Anatolyev, Stanislav
;
Staněk, Filip
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
2
,
pp. 199-218
Persistent link: https://www.econbiz.de/10014288890
Saved in:
4
Option pricing model biases : Bayesian and Markov Chain Monte Carlo regression analysis
Mozumder, Sharif
;
Choudhry, Taufiq
;
Dempsey, Michael
- In:
Computational economics
57
(
2021
)
4
,
pp. 1287-1305
Persistent link: https://www.econbiz.de/10012543312
Saved in:
5
Bayesian estimation for high-frequency volatility models in a time deformed framework
Santos, Antonio A. F.
- In:
Computational economics
57
(
2021
)
2
,
pp. 455-479
Persistent link: https://www.econbiz.de/10012486920
Saved in:
6
Finite Gaussian mixture approximations to analytically intractable density Kernels
Khorunzhina, Natalia
;
Richard, Jean-François
- In:
Computational economics
53
(
2019
)
3
,
pp. 991-1017
Persistent link: https://www.econbiz.de/10012135106
Saved in:
7
Unified approach for the affine and non-affine models : an empirical analysis on the S&P 500 volatility dynamics
Zhu, Shunwei
;
Wang, Bo
- In:
Computational economics
53
(
2019
)
4
,
pp. 1421-1442
Persistent link: https://www.econbiz.de/10012135302
Saved in:
8
Variance reduction estimation for return models with jumps using gamma asymmetric kernels
Song, Yuping
;
Hou, Weijie
;
Zhou, Shengyi
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
23
(
2019
)
5
,
pp. 1-38
Persistent link: https://www.econbiz.de/10012198377
Saved in:
9
Efficient estimation of financial risk by regressing the quantiles of parametric distributions : an application to CARR models
Chan, Jennifer So Kuen
;
Kok Haur Ng
;
Thanakorn …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
23
(
2019
)
2
,
pp. 1-22
Persistent link: https://www.econbiz.de/10012054882
Saved in:
10
Flexible Fourier form for volatility breaks
Li, Jing
;
Enders, Walter
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
22
(
2018
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10011886596
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