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subject:"Stochastischer Prozess"
subject:"Volatility"
~isPartOf:"Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria"
~isPartOf:"Finance research letters"
~subject:"Bayes-Statistik"
~subject:"Deutschland"
~type_genre:"Article in journal"
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Stochastischer Prozess
Volatility
Bayes-Statistik
Deutschland
Estimation theory
248
Schätztheorie
248
Estimation
66
Schätzung
66
Theorie
65
Theory
65
Time series analysis
44
Zeitreihenanalyse
44
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26
Nonparametric statistics
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45
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Krämer, Walter
3
Ardia, David
2
Runde, Ralf
2
Winkelmann, Rainer
2
Wu, Xinyu
2
Adesina, Tola
1
Arnerić, Josip
1
Beechey, Meredith Jane
1
Bluteau, Keven
1
Bohara, Alok Kumar
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1
Brücker, Herbert
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1
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1
Fang, Ying
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Filippeli, Thomai
1
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1
Giannakas, Kōnstantinos
1
Guermat, Cherif
1
Haan, Peter
1
Hadri, Kaddour
1
Hartkopf, Jan Patrick
1
Hassler, Uwe
1
He, Jia
1
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Kambouroudis, Dimos
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1
Korkusuz, Burak
1
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
Finance research letters
Journal of econometrics
189
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
78
Economics letters
53
Economic modelling
38
Econometric reviews
37
Econometric theory
30
International journal of forecasting
30
Journal of empirical finance
25
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
24
Journal of the American Statistical Association : JASA
23
Econometrics : open access journal
22
Journal of financial econometrics : official journal of the Society for Financial Econometrics
22
European journal of operational research : EJOR
21
The econometrics journal
21
Journal of applied econometrics
19
Journal of forecasting
18
Quantitative finance
18
Computational economics
17
Journal of banking & finance
16
Journal of financial econometrics
16
Journal of risk and financial management : JRFM
16
Insurance / Mathematics & economics
15
International journal of theoretical and applied finance
15
Applied economics letters
14
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
14
Journal of economic dynamics & control
14
Quantitative economics : QE ; journal of the Econometric Society
14
Operations research
13
The North American journal of economics and finance : a journal of financial economics studies
13
Applied economics
12
Journal of productivity analysis
12
Journal of quantitative economics
12
Mathematics of operations research
12
International journal of production research
11
Journal of mathematical finance
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Finance and stochastics
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Risks : open access journal
10
Central European journal of economic modelling and econometrics
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ECONIS (ZBW)
45
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1
Nonparametric statistical inference for stochastic optimal control problems and its applications for financial investment
Yang, Liu
;
Liang, Yanzi
;
Lan, Xinchen
;
Lu, Zheng
- In:
Finance research letters
64
(
2024
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014531668
Saved in:
2
Estimating the US trend short-term interest rate
Beechey, Meredith Jane
;
Österholm, Pär
;
Poon, Aubrey
- In:
Finance research letters
55
(
2023
)
1
,
pp. 1-8
Persistent link: https://www.econbiz.de/10014473294
Saved in:
3
Recurrent neural network based parameter estimation of Hawkes model on high-frequency financial data
Lee, Kyungsub
- In:
Finance research letters
55
(
2023
)
1
,
pp. 1-6
Persistent link: https://www.econbiz.de/10014473319
Saved in:
4
Do extreme range estimators improve realized volatility forecasts? : evidence from G7 Stock Markets
Korkusuz, Burak
;
Kambouroudis, Dimos
;
McMillan, David G.
- In:
Finance research letters
55
(
2023
)
2
,
pp. 1-7
Persistent link: https://www.econbiz.de/10014473523
Saved in:
5
The Chinese oil futures volatility : evidence from high-low estimator information
Huang, Xiaozhou
;
Wang, Yubao
;
Song, Juan
- In:
Finance research letters
56
(
2023
),
pp. 1-4
Persistent link: https://www.econbiz.de/10014473684
Saved in:
6
Challenging golden standards in EWMA smoothing parameter calibration based on realized covariance measures
Hartkopf, Jan Patrick
;
Reh, Laura
- In:
Finance research letters
56
(
2023
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014473708
Saved in:
7
S&P volatility, VIX, and asymptotic volatility estimates
Bonaparte, Yosef
;
Chatrath, Arjun
;
Christie-David, Rohan
- In:
Finance research letters
51
(
2023
),
pp. 1-5
Persistent link: https://www.econbiz.de/10014286751
Saved in:
8
A discussion on the robustness of conditional heteroskedasticity models : simulation evidence and applications of the crude oil returns
Shi, Yanlin
- In:
Finance research letters
44
(
2022
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014494772
Saved in:
9
A realized EGARCH-MIDAS model with higher moments
Wu, Xinyu
;
Xie, Haibin
- In:
Finance research letters
38
(
2021
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012485028
Saved in:
10
Bayesian comparison of production function-based and time-series GDP models
Osiewalski, Jacek
;
Wróblewska, Justyna
;
Makieła, Kamil
- In:
Empirical economics : a journal of the Institute for …
58
(
2020
)
3
,
pp. 1355-1380
Persistent link: https://www.econbiz.de/10012219593
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