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subject:"Stochastischer Prozess"
subject:"Volatility"
~isPartOf:"Finance research letters"
~isPartOf:"Insurance / Mathematics & economics"
~isPartOf:"Journal of applied econometrics"
~subject:"Forecasting model"
~type_genre:"Article in journal"
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Search: subject_exact:"Estimation theory"
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Stochastischer Prozess
Volatility
Forecasting model
Estimation theory
402
Schätztheorie
402
Theorie
138
Theory
138
Estimation
76
Schätzung
73
Statistical distribution
51
Statistische Verteilung
51
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50
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32
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25
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24
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17
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55
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Taylor, Greg
3
Zhang, Zhimin
3
Avanzi, Benjamin
2
Boratyńska, Agata
2
Guillou, Armelle
2
Wong, Bernard
2
Wu, Xinyu
2
Adesina, Tola
1
Ahmadi, Seyed Saeed
1
Akira Toda, Alexis
1
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1
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1
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1
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1
Bocart, Fabian Y. R.
1
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1
Cai, Jun
1
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1
Chavez-Demoulin, Valérie
1
Cho, Dooyeon
1
Christie-David, Rohan
1
Corradi, Valentina
1
Demetrescu, Matei
1
Dutta, Sumanjay
1
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1
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1
Fang, Puyi
1
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1
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1
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Finance research letters
Insurance / Mathematics & economics
Journal of applied econometrics
Journal of econometrics
202
International journal of forecasting
117
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
84
Journal of forecasting
76
Economics letters
53
Econometric reviews
40
Journal of empirical finance
34
Econometric theory
33
Economic modelling
33
Journal of financial econometrics : official journal of the Society for Financial Econometrics
25
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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The econometrics journal
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European journal of operational research : EJOR
22
Quantitative finance
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Journal of financial econometrics
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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18
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17
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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
15
International journal of theoretical and applied finance
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Risks : open access journal
14
The North American journal of economics and finance : a journal of financial economics studies
14
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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Journal of mathematical finance
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Applied economics letters
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Finance and stochastics
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International Journal of Energy Economics and Policy : IJEEP
11
Journal of quantitative economics
11
Mathematics of operations research
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International journal of economics and financial issues : IJEFI
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Journal of time series econometrics
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Operations research
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Astin bulletin : the journal of the International Actuarial Association
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1
Robust inference under time-varying volatility : a real-time evaluation of professional forecasters
Demetrescu, Matei
;
Hanck, Christoph
;
Kruse-Becher, Robinson
- In:
Journal of applied econometrics
37
(
2022
)
5
,
pp. 1010-1030
Persistent link: https://www.econbiz.de/10013464645
Saved in:
2
Reassessing growth vulnerability
Cho, Dooyeon
;
Rho, Seunghwa
- In:
Journal of applied econometrics
39
(
2024
)
1
,
pp. 225-234
Persistent link: https://www.econbiz.de/10014471730
Saved in:
3
Penalized sieve estimation of zero-inefficiency stochastic frontiers
Cai, Jun
;
Horrace, William C.
;
Parmeter, Christopher F.
- In:
Journal of applied econometrics
39
(
2024
)
1
,
pp. 41-65
Persistent link: https://www.econbiz.de/10014474436
Saved in:
4
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:
5
Shrinkage and thresholding approaches for expected utility portfolios : an analysis in terms of predictive ability
Dutta, Sumanjay
;
Jain, Shashi
- In:
Finance research letters
64
(
2024
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014531731
Saved in:
6
A flexible stochastic production frontier model with panel data
Wang, Taining
;
Yao, Feng
;
Kumbhakar, Subal
- In:
Journal of applied econometrics
39
(
2024
)
4
,
pp. 564-588
Persistent link: https://www.econbiz.de/10014562834
Saved in:
7
Confidence intervals for stress test predictions
Kopeliovich, Yaacov
;
Shea, Kevin
- In:
Finance research letters
55
(
2023
)
1
,
pp. 1-6
Persistent link: https://www.econbiz.de/10014472996
Saved in:
8
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:
9
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:
10
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
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