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subject:"Share price"
~isPartOf:"Discussion paper series / IZA"
~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~subject:"Deutschland"
~subject:"Volatility"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Estimation theory"
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Share price
Deutschland
Volatility
Estimation theory
175
Schätztheorie
175
Time series analysis
69
Zeitreihenanalyse
69
Estimation
48
Schätzung
48
Volatilität
33
ARCH model
28
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28
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21
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Nichtparametrisches Verfahren
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9
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Abbara, Omar
1
Ahlgren, Niklas
1
Anatolyev, Stanislav
1
Andreou, Alena
1
Antell, Jan
1
Balter, Janine
1
Baruník, Jozef
1
Blazsek, Szabolcs
1
Bos, Charles S.
1
Bu, Ruijun
1
Caldeira, João F.
1
Carrasco, Marine
1
Chan, Jennifer So Kuen
1
Chen, Yi-ting
1
Cheng, Jie
1
Chevallier, Julien
1
Chuffart, Thomas
1
Daníelsson, Jón
1
Enders, Walter
1
Engle, Robert F.
1
Escribano, Álvaro
1
Fan, Jianqing
1
Fan, Yingying
1
Flachaire, Emmanuel
1
Francq, Christian
1
Frederiksen, Per
1
Ghysels, Eric
1
Gong, Jinguo
1
Goutte, Stéphane
1
Hadri, Kaddour
1
Hassler, Uwe
1
Herwartz, Helmut
1
Horváth, Lajos
1
Hou, Weijie
1
Härdle, Wolfgang
1
Ikeda, Shin S.
1
Janus, Paweł
1
Jensen, Mark J.
1
Kalyvitēs, Sarantēs
1
Kok Haur Ng
1
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Discussion paper series / IZA
Journal of financial econometrics : official journal of the Society for Financial Econometrics
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
Journal of econometrics
132
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
59
Economics letters
33
Journal of empirical finance
27
Econometric reviews
22
Economic modelling
21
Journal of banking & finance
20
Quantitative finance
18
Econometric theory
17
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
17
Finance research letters
16
International journal of forecasting
16
Journal of financial econometrics
15
International journal of theoretical and applied finance
14
The North American journal of economics and finance : a journal of financial economics studies
14
International journal of economics and financial issues : IJEFI
13
Journal of forecasting
13
Journal of risk and financial management : JRFM
13
The econometrics journal
11
The journal of finance : the journal of the American Finance Association
11
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
10
Econometrics : open access journal
10
Journal of mathematical finance
10
Applied economics
9
International review of financial analysis
9
Journal of applied econometrics
9
Journal of financial economics
9
The European journal of finance
9
Finance and stochastics
8
Journal of financial and quantitative analysis : JFQA
8
The review of financial studies
8
Applied economics letters
7
Applied financial economics
7
Computational economics
7
International journal of financial engineering
7
Journal of international money and finance
7
Annals of finance
6
Asia Pacific journal of management : APJM ; a publication of the Faculty of Business Administration, National University of Singapore
6
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ECONIS (ZBW)
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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
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:
5
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:
6
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
Saved in:
7
Testing for misspecification in the short-run component of GARCH-type models
Chuffart, Thomas
;
Flachaire, Emmanuel
; …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
22
(
2018
)
5
,
pp. 1-17
Persistent link: https://www.econbiz.de/10011965362
Saved in:
8
Combining multivariate volatility forecasts: an economic-based approach
Caldeira, João F.
;
Moura, Guilherme Valle
;
Nogales, …
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
2
,
pp. 247-285
Persistent link: https://www.econbiz.de/10011987429
Saved in:
9
Tests for abnormal returns in the presence of event-induced cross-sectional correlation
Ahlgren, Niklas
;
Antell, Jan
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
2
,
pp. 286-301
Persistent link: https://www.econbiz.de/10011987446
Saved in:
10
Nonstationary autoregressive conditional duration models
Mishra, Anuj
;
Ramanathan, Thekke Variyam
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
21
(
2017
)
4
,
pp. 1-22
Persistent link: https://www.econbiz.de/10011743716
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