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subject:"Stochastischer Prozess"
subject:"Volatility"
~isPartOf:"Economic modelling"
~isPartOf:"Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria"
~isPartOf:"Finance research letters"
~isPartOf:"International journal of economics and financial issues : IJEFI"
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Search: subject_exact:"Estimation theory"
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Stochastischer Prozess
Volatility
Estimation theory
422
Schätztheorie
422
Estimation
138
Schätzung
137
Time series analysis
88
Zeitreihenanalyse
88
Theorie
80
Theory
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Volatilität
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Kumar, Dilip
4
Maheswaran, S.
3
Hadri, Kaddour
2
Wu, Xinyu
2
Acocella, Nicola
1
Adesina, Tola
1
Agliardi, Rosella
1
Alleva, Giorgio
1
Ardia, David
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1
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1
Castillo B., Paul
1
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1
Cheng, Jie
1
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1
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1
Daei-Karimzadeh, Saeed
1
Daryanto, Arief
1
Desli, Evangelia
1
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1
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1
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1
Han, Jeong sug
1
Hartkopf, Jan Patrick
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Economic modelling
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
Finance research letters
International journal of economics and financial issues : IJEFI
Journal of econometrics
139
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
48
Discussion paper / Tinbergen Institute
37
Economics letters
35
Econometric reviews
29
CREATES research paper
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Econometric theory
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Journal of empirical finance
22
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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International journal of forecasting
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Quantitative finance
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International journal of theoretical and applied finance
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Journal of banking & finance
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Journal of financial econometrics
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SFB 649 discussion paper
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
14
European journal of operational research : EJOR
14
Journal of forecasting
14
Journal of risk and financial management : JRFM
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The econometrics journal
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Cowles Foundation discussion paper
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Econometrics : open access journal
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The North American journal of economics and finance : a journal of financial economics studies
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Discussion papers of interdisciplinary research project 373
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Mathematics of operations research
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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Operations research
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Série des documents de travail / Centre de Recherche en Économie et Statistique
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31
Trend inflation estimates for Thailand from disaggregated data
Pym Manopimoke
;
Vorada Limjaroenrat
- In:
Economic modelling
65
(
2017
),
pp. 75-94
Persistent link: https://www.econbiz.de/10011813600
Saved in:
32
A panel stationarity test with gradual structural shifts : re-investigate the international commodity price shocks
Nazlıoğlu, Şaban
;
Karul, Cagin
- In:
Economic modelling
61
(
2017
),
pp. 181-192
Persistent link: https://www.econbiz.de/10011736829
Saved in:
33
Parameter instability, stochastic volatility and estimation based on simulated likelihood : evidence from the crude oil market
Nonejad, Nima
- In:
Economic modelling
61
(
2017
),
pp. 388-408
Persistent link: https://www.econbiz.de/10011736901
Saved in:
34
Volatility risk premium implications of GARCH option pricing models
Papantonis, Ioannis
- In:
Economic modelling
58
(
2016
),
pp. 104-115
Persistent link: https://www.econbiz.de/10011647056
Saved in:
35
Stochastic unit root processes : maximum likelihood estimation, and new Lagrange multiplier and likelihood ratio tests
Yoon, Gawon
- In:
Economic modelling
52
(
2016
),
pp. 725-732
Persistent link: https://www.econbiz.de/10011643010
Saved in:
36
Reducible diffusions with time-varying transformations with application to short-term interest rates
Bu, Ruijun
;
Cheng, Jie
;
Hadri, Kaddour
- In:
Economic modelling
52
(
2016
),
pp. 266-277
Persistent link: https://www.econbiz.de/10011645653
Saved in:
37
Evaluating monthly volatility forecasts using proxies at different frequencies
Ñíguez, Trino-Manuel
- In:
Finance research letters
17
(
2016
),
pp. 41-47
Persistent link: https://www.econbiz.de/10011596208
Saved in:
38
A novel jump diffusion model based on SGT distribution and its applications
Xu, Weijun
;
Liu, Guifang
;
Li, Hongyi
- In:
Economic modelling
59
(
2016
),
pp. 74-92
Persistent link: https://www.econbiz.de/10011647763
Saved in:
39
Sudden changes in extreme value volatility estimator : modeling and forecasting with economic significance analysis
Kumar, Dilip
- In:
Economic modelling
49
(
2015
),
pp. 354-371
Persistent link: https://www.econbiz.de/10011439594
Saved in:
40
Covariance estimation using high-frequency data: Sensitivities of estimation methods
Haugom, Erik
;
Lien, Gudbrand
;
Veka, Steinar
;
Westgaard, Sjur
- In:
Economic modelling
43
(
2014
),
pp. 416-425
Persistent link: https://www.econbiz.de/10010503037
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