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subject:"Stochastischer Prozess"
subject:"Volatility"
~isPartOf:"European journal of operational research : EJOR"
~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~subject:"Cointegration"
~subject:"Simulation"
~subject:"Statistical distribution"
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Stochastischer Prozess
Volatility
Cointegration
Simulation
Statistical distribution
Estimation theory
284
Schätztheorie
284
Time series analysis
55
Zeitreihenanalyse
55
Estimation
51
Schätzung
50
Regression analysis
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Regressionsanalyse
42
Nichtparametrisches Verfahren
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Nonparametric statistics
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Tsionas, Efthymios G.
3
Chih, Mingchang
2
Heidergott, Bernd
2
Li, Jing
2
Santos, M. Isabel Reis dos
2
Santos, Pedro M. Reis dos
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Schweikert, Karsten
2
Song, Wheyming Tina
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Abbara, Omar
1
Adcock, C. J.
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Alexopoulos, Christos
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Anatolyev, Stanislav
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Andreeva, Galina
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Banerjee, Anurag Narayan
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1
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1
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Blazsek, Szabolcs
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Borgonovo, Emanuele
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Brandão, Luiz Eduardo Teixeira
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Bu, Ruijun
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Cribari-Neto, Francisco
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Crook, Jonathan N.
1
Cui, Zhenyu
1
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1
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European journal of operational research : EJOR
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
Journal of econometrics
282
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
102
Economics letters
90
Econometric reviews
88
Econometric theory
74
Discussion paper / Tinbergen Institute
72
Insurance / Mathematics & economics
53
Economic modelling
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The econometrics journal
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CREATES research paper
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Econometrics : open access journal
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Discussion paper / Center for Economic Research, Tilburg University
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Cowles Foundation discussion paper
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International journal of forecasting
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CEMMAP working papers / Centre for Microdata Methods and Practice
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Applied economics letters
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Computational economics
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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
29
Applied economics
28
Journal of empirical finance
28
Statistics in transition : an international journal of the Polish Statistical Association
28
Discussion papers of interdisciplinary research project 373
27
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
27
Finance research letters
25
Série des documents de travail / Centre de Recherche en Économie et Statistique
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
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Journal of forecasting
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Journal of the American Statistical Association : JASA
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Operations research
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Journal of risk and financial management : JRFM
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NBER Working Paper
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Working paper / Department of Econometrics and Business Statistics, Monash University
23
Journal of banking & finance
22
Journal of financial econometrics
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SFB 649 discussion paper
22
Discussion paper series / IZA
21
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
21
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1
Kernel quantile estimators for nested simulation with application to portfolio value-at-risk measurement
Liu, Xiaoyu
;
Yan, Xing
;
Zhang, Kun
- In:
European journal of operational research : EJOR
312
(
2024
)
3
,
pp. 1168-1177
Persistent link: https://www.econbiz.de/10014456483
Saved in:
2
A simulation-based method for estimating systemic risk measures
Ye, Wuyi
;
Zhou, Yi
;
Chen, Pengzhan
;
Wu, Bin
- In:
European journal of operational research : EJOR
313
(
2024
)
1
,
pp. 312-324
Persistent link: https://www.econbiz.de/10014456563
Saved in:
3
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:
4
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:
5
Approximate Bayesian inference for agent-based models in economics : a case study
Lux, Thomas
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
4
,
pp. 423-447
Persistent link: https://www.econbiz.de/10014372903
Saved in:
6
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:
7
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:
8
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:
9
Simulation designs for production frontiers
Khezrimotlagh, Dariush
- In:
European journal of operational research : EJOR
303
(
2022
)
3
,
pp. 1321-1334
Persistent link: https://www.econbiz.de/10013366206
Saved in:
10
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
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