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subject:"Stochastischer Prozess"
subject:"Volatility"
~isPartOf:"Finance research letters"
~isPartOf:"Insurance / Mathematics & economics"
~subject:"Forecasting model"
~subject:"Probability theory"
~type_genre:"Article in journal"
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Search: subject_exact:"Estimation theory"
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Stochastischer Prozess
Volatility
Forecasting model
Probability theory
Estimation theory
182
Schätztheorie
182
Statistical distribution
50
Statistische Verteilung
50
Estimation
36
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33
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32
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32
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Guillou, Armelle
3
Taylor, Greg
3
Zhang, Zhimin
3
Avanzi, Benjamin
2
Boratyńska, Agata
2
Shi, Yanlin
2
Wong, Bernard
2
Wu, Xinyu
2
Adesina, Tola
1
Ahmadi, Seyed Saeed
1
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1
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1
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1
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1
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1
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Finance research letters
Insurance / Mathematics & economics
Journal of econometrics
225
International journal of forecasting
118
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
101
Journal of forecasting
78
Economics letters
67
Econometric reviews
50
Econometric theory
42
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
34
Journal of empirical finance
34
Economic modelling
33
European journal of operational research : EJOR
31
The econometrics journal
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
27
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Journal of the American Statistical Association : JASA
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Journal of financial econometrics
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Statistics in transition : an international journal of the Polish Statistical Association
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Journal of risk and financial management : JRFM
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International journal of theoretical and applied finance
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Journal of applied econometrics
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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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The North American journal of economics and finance : a journal of financial economics studies
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Astin bulletin : the journal of the International Actuarial Association
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Finance and stochastics
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International Journal of Energy Economics and Policy : IJEEP
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ECONIS (ZBW)
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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
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:
3
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:
4
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:
5
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:
6
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:
7
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:
8
Diagnostic tests before modeling longitudinal actuarial data
Li, Yinhuan
;
Fung, Tsz Chai
;
Peng, Liang
;
Qian, Linyi
- In:
Insurance / Mathematics & economics
113
(
2023
),
pp. 310-325
Persistent link: https://www.econbiz.de/10014466218
Saved in:
9
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:
10
Supervised kernel principal component analysis for forecasting
Fang, Puyi
;
Gao, Zhaoxing
;
Tsay, Ruey S.
- In:
Finance research letters
58
(
2023
)
1
,
pp. 1-7
Persistent link: https://www.econbiz.de/10014581032
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