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subject:"Probability theory"
type_genre:"Collection of articles of several authors"
~subject:"Makroökonometrie"
~subject:"Statistik"
~subject:"Volatilität"
~type_genre:"Article in journal"
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Search: subject_exact:"Estimation theory"
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Probability theory
Makroökonometrie
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Volatilität
Schätztheorie
15,803
Estimation theory
15,801
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4,953
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4,953
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2,507
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2,479
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2,433
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16
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14
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12
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11
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11
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8
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8
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7
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7
Kim, Donggyu
7
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7
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7
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6
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6
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5
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5
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5
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5
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5
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4
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4
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Krämer, Walter
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Li, Wai Keung
4
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McAleer, Michael
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Københavns Universitet / Økonomisk Institut
1
Springer International Publishing
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Würzburg-Umeå Conference in Statistics <2, 1992, Würzburg>
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Journal of econometrics
144
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
62
Economics letters
40
Econometric reviews
33
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
27
International journal of forecasting
26
Econometric theory
25
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20
Journal of empirical finance
20
Journal of financial econometrics : official journal of the Society for Financial Econometrics
19
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Statistics in transition : an international journal of the Polish Statistical Association
16
The econometrics journal
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European journal of operational research : EJOR
15
Finance research letters
14
International journal of theoretical and applied finance
13
Journal of banking & finance
13
Journal of financial econometrics
13
Journal of forecasting
13
Journal of risk and financial management : JRFM
12
The North American journal of economics and finance : a journal of financial economics studies
11
Econometrics : open access journal
10
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
10
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10
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9
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9
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International journal of economics and financial issues : IJEFI
8
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8
Journal of the American Statistical Association : JASA
8
Applied economics letters
7
International journal of financial engineering
7
Risks : open access journal
7
The journal of risk model validation
7
The review of economic studies
7
Decisions in economics and finance : DEF ; a journal of applied mathematics
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ECONIS (ZBW)
1,267
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91
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91
Revisiting the auto-regressive integrated moving average approach to modelling volatility using Bahrain all share index daily returns
Doblas, Mark P.
;
Natarajan, Vinodh Kesavaraj
;
Sankar, …
- In:
Middle East journal of management : MEJM
10
(
2023
)
6
,
pp. 619-636
Persistent link: https://www.econbiz.de/10014424552
Saved in:
92
Maximum entropy distributions with applications to graph simulation
Glasserman, Paul
;
Larrea, Enrique Lelo de
- In:
Operations research
71
(
2023
)
5
,
pp. 1908-1924
Persistent link: https://www.econbiz.de/10014393288
Saved in:
93
Fast estimation of a large TVP-VAR model with score-driven volatilities
Zheng, Tingguo
;
Ye, Shiqi
;
Hong, Yongmiao
- In:
Journal of economic dynamics & control
157
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014495380
Saved in:
94
Bias reduction in spot volatility estimation from options
Todorov, Viktor
;
Zhang, Yang
- In:
Journal of econometrics
234
(
2023
)
1
,
pp. 53-81
Persistent link: https://www.econbiz.de/10014364661
Saved in:
95
Forecasting stock return volatility : realized volatility-type or duration-based estimators
Fei, Tianlun
;
Liu, Xiaoquan
;
Wen, Conghua
- In:
Journal of forecasting
42
(
2023
)
7
,
pp. 1594-1621
Persistent link: https://www.econbiz.de/10014432725
Saved in:
96
DCC- and DECO-HEAVY : multivariate GARCH models based on realized variances and correlations
Bauwens, Luc
;
Xu, Yongdeng
- In:
International journal of forecasting
39
(
2023
)
2
,
pp. 938-955
Persistent link: https://www.econbiz.de/10014465168
Saved in:
97
Penalized estimation of panel vector autoregressive models : a panel LASSO approach
Camehl, Annika
- In:
International journal of forecasting
39
(
2023
)
3
,
pp. 1185-1204
Persistent link: https://www.econbiz.de/10014465265
Saved in:
98
Distributional regression and its evaluation with the CRPS : bounds and convergence of the minimax risk
Pic, Romain
;
Dombry, Clément
;
Naveau, Philippe
; …
- In:
International journal of forecasting
39
(
2023
)
4
,
pp. 1564-1572
Persistent link: https://www.econbiz.de/10014465329
Saved in:
99
Diagnostic tests before modeling longitudinal actuarial data
Li, Yinhuan
;
Fung, Tsz Chai
;
Peng, Liang
;
Qian, Linyi
- In:
Insurance / Mathematics & economics
113
(
2023
),
pp. 310-325
Persistent link: https://www.econbiz.de/10014466218
Saved in:
100
Inference for nonparametric high-frequency estimators with an application to time variation in betas
Kalnina, Ilze
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
2
,
pp. 538-549
Persistent link: https://www.econbiz.de/10014448338
Saved in:
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