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subject:"Stochastischer Prozess"
subject:"Volatility"
~isPartOf:"Discussion papers of interdisciplinary research project 373"
~isPartOf:"Economic modelling"
~isPartOf:"European journal of operational research : EJOR"
~isPartOf:"Journal of forecasting"
~subject:"Maximum likelihood estimation"
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Search: subject_exact:"Estimation theory"
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Stochastischer Prozess
Volatility
Maximum likelihood estimation
Estimation theory
574
Schätztheorie
574
Regression analysis
108
Regressionsanalyse
108
Time series analysis
108
Zeitreihenanalyse
108
Estimation
107
Schätzung
105
Forecasting model
92
Prognoseverfahren
92
Nichtparametrisches Verfahren
85
Nonparametric statistics
85
Theorie
72
Theory
72
Stochastic process
39
Volatilität
36
Technical efficiency
34
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34
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Bootstrap approach
26
Bootstrap-Verfahren
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Monte Carlo simulation
26
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26
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25
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71
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Kumar, Dilip
4
Tsionas, Efthymios G.
4
Härdle, Wolfgang
3
Maheswaran, S.
3
Spokojnyj, Vladimir G.
3
Taylor, James W.
3
Heidergott, Bernd
2
Küchler, Uwe
2
Nonejad, Nima
2
Reiß, Markus
2
Santos, M. Isabel Reis dos
2
Santos, Pedro M. Reis dos
2
Abraham, Bovas
1
Acocella, Nicola
1
Agliardi, Rosella
1
Alleva, Giorgio
1
An, Yang
1
Badescu, Alexandru
1
Badunkenko, Oleg
1
Balakrishna, N.
1
Banachewicz, Konrad
1
Ben-Zion, Uri
1
Beqiraj, Elton
1
Blanco-Fernández, Ángela
1
Borovkova, Svetlana
1
Boughrara, Adel
1
Brandão, Luiz Eduardo Teixeira
1
Brou, Jean Marcelin Bosson
1
Bu, Ruijun
1
Bunke, Olaf
1
Castillo B., Paul
1
Chan, Felix Tung Sun
1
Chan, Ngai Hang
1
Chen, Bei
1
Cheng, Jie
1
Dankenbring, Henning
1
Deng, Xinyang
1
Deng, Yong
1
Desli, Evangelia
1
Di Bartolomeo, Giovanni
1
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
14
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Discussion papers of interdisciplinary research project 373
Economic modelling
European journal of operational research : EJOR
Journal of forecasting
Journal of econometrics
212
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
71
Discussion paper / Tinbergen Institute
56
Economics letters
56
Econometric reviews
48
CREATES research paper
33
Econometric theory
31
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
24
Journal of empirical finance
23
The econometrics journal
22
Econometrics : open access journal
21
Journal of financial econometrics : official journal of the Society for Financial Econometrics
21
Journal of the American Statistical Association : JASA
21
International journal of forecasting
20
Cowles Foundation discussion paper
18
Finance research letters
18
Insurance / Mathematics & economics
18
Journal of risk and financial management : JRFM
18
Quantitative finance
18
Série des documents de travail / Centre de Recherche en Économie et Statistique
18
Computational economics
16
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
16
Journal of banking & finance
16
SFB 649 discussion paper
16
International journal of theoretical and applied finance
15
Journal of financial econometrics
15
NBER Working Paper
15
Operations research
15
The North American journal of economics and finance : a journal of financial economics studies
14
Working paper
13
Quantitative economics : QE ; journal of the Econometric Society
12
Applied economics
11
Applied economics letters
11
CEMMAP working papers / Centre for Microdata Methods and Practice
11
Discussion paper
11
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
11
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ECONIS (ZBW)
85
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1
Mixed-frequency predictive regressions with parameter learning
Leippold, Markus
;
Yang, Hanlin
- In:
Journal of forecasting
42
(
2023
)
8
,
pp. 1955-1972
Persistent link: https://www.econbiz.de/10014432824
Saved in:
2
Constructing copulas using corrected Hermite polynomial expansion for estimating cross foreign exchange volatility
Shiraya, Kenichiro
;
Yamakami, Tomohisa
- In:
European journal of operational research : EJOR
314
(
2024
)
3
,
pp. 1195-1214
Persistent link: https://www.econbiz.de/10014456946
Saved in:
3
Dynamic forecasting for nonstationary high-frequency financial data with jumps based on series decomposition and reconstruction
Song, Yuping
;
Li, Zhenwei
;
Ma, Zhiren
;
Sun, Xiaoyu
- In:
Journal of forecasting
42
(
2023
)
5
,
pp. 1055-1068
Persistent link: https://www.econbiz.de/10014338810
Saved in:
4
Flexible inflation targeting and stock market volatility : evidence from emerging market economies
Dridi, Ichrak
;
Boughrara, Adel
- In:
Economic modelling
126
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014462464
Saved in:
5
Effects of external shocks on macroeconomic fluctuations in Pacific Alliance countries
Rodriguez, Gabriel
;
Vassallo, Renato
;
Castillo B., Paul
- In:
Economic modelling
124
(
2023
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014463282
Saved in:
6
Testing for integration and cointegration when time series are observed with noise
Gianfreda, Angelica
;
Maranzano, Paolo
;
Parisio, Lucia
; …
- In:
Economic modelling
125
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014463618
Saved in:
7
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:
8
Joint production in stochastic non-parametric envelopment of data with firm-specific directions
Tsionas, Efthymios G.
- In:
European journal of operational research : EJOR
307
(
2023
)
3
,
pp. 1336-1347
Persistent link: https://www.econbiz.de/10014282988
Saved in:
9
Robust maximum likelihood estimation of stochastic frontier models
Stead, Alexander D.
;
Wheat, Phill
;
Greene, William H.
- In:
European journal of operational research : EJOR
309
(
2023
)
1
,
pp. 188-201
Persistent link: https://www.econbiz.de/10014290421
Saved in:
10
Forecasting Bitcoin volatility : a new insight from the threshold regression model
Zhang, Yaojie
;
He, Mengxi
;
Wen, Danyan
;
Wang, Yudong
- In:
Journal of forecasting
41
(
2022
)
3
,
pp. 633-652
Persistent link: https://www.econbiz.de/10013166172
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