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subject:"India"
~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~isPartOf:"Quantitative finance"
~subject:"CAPM"
~subject:"Risikomaß"
~subject:"Stochastic process"
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Search: subject_exact:"Estimation theory"
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India
CAPM
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Stochastic process
Estimation theory
111
Schätztheorie
111
Volatility
32
Volatilität
32
Time series analysis
30
Zeitreihenanalyse
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Estimation
28
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34
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Barndorff-Nielsen, Ole E.
1
Bayer, Christian
1
Bormann, Carsten
1
Boudt, Kris
1
Breneis, Simon
1
Bu, Ruijun
1
Caccioli, Fabio
1
Caldeira, João F.
1
Calvet, Laurent E.
1
Cang, Yuquan
1
Capriotti, Luca
1
Chen, Jiaqin
1
Chen, Wilson Ye
1
Christoffersen, Peter F.
1
Chronopoulou, Alexandra
1
Chung, Munki
1
Croux, Christophe
1
Czellar, Veronika
1
Dupuis, Debbie J.
1
Engle, Robert F.
1
Fabozzi, Frank J.
1
Feng, Dingan
1
Francq, Christian
1
Frederiksen, Per
1
Gerlach, Richard H.
1
Giet, Ludovic
1
Hadri, Kaddour
1
Herwartz, Helmut
1
Hill, Jonathan B.
1
Horváth, Lajos
1
Hurn, Stan
1
Härdle, Wolfgang
1
Jeisman, J. I.
1
Jiang, George J.
1
Kaibuchi, Hibiki
1
Kawasaki, Yoshinori
1
Kim, Hyuksoo
1
Kim, Jang Ho
1
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1
Kim, Woo Chang
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
Quantitative finance
Journal of econometrics
92
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
42
Insurance / Mathematics & economics
33
The Indian economic journal
32
Journal of quantitative economics : official journal of the Indian Econometric Society
27
Discussion paper / Tinbergen Institute
25
Journal of risk
22
The Indian journal of economics
22
Econometric reviews
21
Economics letters
20
European journal of operational research : EJOR
18
Journal of banking & finance
18
Journal of empirical finance
18
Journal of financial econometrics
18
CREATES research paper
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Econometric theory
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Finance research letters
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SFB 649 discussion paper
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The journal of finance : the journal of the American Finance Association
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14
Operations research
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Risks : open access journal
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Journal of risk and financial management : JRFM
13
Working paper
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
12
Econometrics : open access journal
12
Indian journal of agricultural economics
12
Journal of Indian School of Political Economy : a journal devoted to the study of Indian economy, polity, and society
12
Mathematics of operations research
12
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
12
Cowles Foundation discussion paper
11
Finance India : the quarterly journal of Indian Institute of Finance
11
Journal of mathematical finance
11
NBER Working Paper
11
The journal of risk model validation
11
Artha vijñāna : journal of the Gokhale Institute of Politics and Economics
10
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ECONIS (ZBW)
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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
Estimating correlations among elliptically distributed random variables under any form of heteroskedasticity
Pelagatti, Matteo
;
Sbrana, Giacomo
- In:
Quantitative finance
24
(
2024
)
3/4
,
pp. 451-464
Persistent link: https://www.econbiz.de/10014552077
Saved in:
4
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:
5
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:
6
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
Saved in:
7
Reduction of estimation error impact in the risk parity strategiesv
Kim, Hyuksoo
;
Kim, Saejoon
- In:
Quantitative finance
21
(
2021
)
8
,
pp. 1351-1364
Persistent link: https://www.econbiz.de/10012608651
Saved in:
8
Discrete time affine term structure models with squared Gaussian shocks (DTATSM-SGS)
Realdon, Marco
- In:
Quantitative finance
21
(
2021
)
8
,
pp. 1365-1386
Persistent link: https://www.econbiz.de/10012608653
Saved in:
9
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:
10
Testing for jumps based on high-frequency data : a method exploiting microstructure noise
Liu, Guangying
;
Xiang, Jing
;
Cang, Yuquan
- In:
Quantitative finance
20
(
2020
)
11
,
pp. 1795-1809
Persistent link: https://www.econbiz.de/10012313515
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