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subject:"Stochastischer Prozess"
subject:"Volatility"
~isPartOf:"Discussion papers of interdisciplinary research project 373"
~isPartOf:"European journal of operational research : EJOR"
~isPartOf:"Journal of forecasting"
~isPartOf:"SFB 649 discussion paper"
~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
521
Schätztheorie
521
Regression analysis
106
Regressionsanalyse
106
Nichtparametrisches Verfahren
104
Nonparametric statistics
104
Time series analysis
100
Zeitreihenanalyse
100
Theorie
95
Theory
95
Forecasting model
86
Prognoseverfahren
86
Estimation
70
Schätzung
69
Stochastic process
35
Statistical distribution
34
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34
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32
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32
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31
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Reiß, Markus
8
Bibinger, Markus
5
Hautsch, Nikolaus
4
Tsionas, Efthymios G.
4
Härdle, Wolfgang
3
Spokojnyj, Vladimir G.
3
Taylor, James W.
3
Hafner, Christian M.
2
Heidergott, Bernd
2
Kappus, Johanna
2
Küchler, Uwe
2
Malec, Peter
2
Santos, M. Isabel Reis dos
2
Santos, Pedro M. Reis dos
2
Söhl, Jakob
2
Yang, Fuyu
2
Abraham, Bovas
1
Altmeyer, Randolf
1
An, Yang
1
Badescu, Alexandru
1
Badunkenko, Oleg
1
Balakrishna, N.
1
Banachewicz, Konrad
1
Ben-Zion, Uri
1
Blanco-Fernández, Ángela
1
Bocart, Fabian Y. R. P.
1
Borovkova, Svetlana
1
Brandão, Luiz Eduardo Teixeira
1
Brou, Jean Marcelin Bosson
1
Bunke, Olaf
1
Chan, Felix Tung Sun
1
Chan, Ngai Hang
1
Chen, Bei
1
Dankenbring, Henning
1
Deng, Xinyang
1
Deng, Yong
1
Ding, Hao
1
Dyer, James S.
1
Elliott, Robert J.
1
Fei, Tianlun
1
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
14
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Discussion papers of interdisciplinary research project 373
European journal of operational research : EJOR
Journal of forecasting
SFB 649 discussion paper
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
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30
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
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
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ECONIS (ZBW)
71
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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
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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
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:
5
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:
6
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:
7
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
Saved in:
8
Assessing the impact of jumps in an option pricing model : a gradient estimation approach
Volk-Makarewicz, Warren
;
Borovkova, Svetlana
; …
- In:
European journal of operational research : EJOR
298
(
2022
)
2
,
pp. 740-751
Persistent link: https://www.econbiz.de/10013206895
Saved in:
9
Stochastic derivative estimation for max-stable random fields
Koch, Erwan
;
Robert, Christian Yann
- In:
European journal of operational research : EJOR
302
(
2022
)
2
,
pp. 575-588
Persistent link: https://www.econbiz.de/10013270124
Saved in:
10
Estimating Value-at-Risk and Expected Shortfall using the intraday low and range data
Meng, Xiaochun
;
Taylor, James W.
- In:
European journal of operational research : EJOR
280
(
2020
)
1
,
pp. 191-202
Persistent link: https://www.econbiz.de/10012132379
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