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subject:"Stochastischer Prozess"
subject:"Volatility"
~isPartOf:"Insurance / Mathematics & economics"
~isPartOf:"Journal of financial 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
165
Schätztheorie
165
Statistical distribution
51
Statistische Verteilung
51
Estimation
37
Schätzung
34
Risikomaß
31
Risk measure
31
Regression analysis
24
Regressionsanalyse
24
Time series analysis
22
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Multivariate Verteilung
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17
Nichtparametrisches Verfahren
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Nonparametric statistics
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Volatilität
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English
41
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Sancetta, Alessio
3
Taylor, Greg
3
Zhang, Zhimin
3
Avanzi, Benjamin
2
Boratyńska, Agata
2
Guillou, Armelle
2
Wong, Bernard
2
Ahmadi, Seyed Saeed
1
Bermúdez, Lluís
1
Buccheri, Giuseppe
1
Cai, Charlie X.
1
Cai, Yuzhi
1
Chavez-Demoulin, Valérie
1
Chen, Feng
1
Cipollini, Fabrizio
1
Dunsmuir, William T.M.
1
Ekheden, Erland
1
Esmaeili, Habib
1
Gallo, Giampiero M.
1
Grassi, Stefano
1
Grønneberg, Steffen
1
Guillén, Montserrat
1
Gungor, Sermin
1
Guo, Junjie
1
Haberman, S.
1
Haberman, Steven
1
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1
Hatzpoulos, P.
1
Hong, Seok Young
1
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1
Hurn, Stan
1
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1
Inoue, Atsushi
1
Kim, Minjoo
1
Kleinow, Torsten
1
Klüppelberg, Claudia
1
Ko, Yi-Chen
1
Lally, Nathan
1
Li, Johnny Siu-Hang
1
Lindsay, Kenneth A.
1
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Insurance / Mathematics & economics
Journal of financial 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
25
The econometrics journal
25
European journal of operational research : EJOR
22
Quantitative finance
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Finance research letters
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
19
Journal of the American Statistical Association : JASA
19
Computational economics
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Journal of banking & finance
18
Journal of risk and financial management : JRFM
17
Econometrics : open access journal
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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
15
Risks : open access journal
14
The North American journal of economics and finance : a journal of financial economics studies
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Applied economics
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
13
Journal of applied econometrics
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Journal of mathematical finance
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Applied economics letters
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Finance and stochastics
11
International Journal of Energy Economics and Policy : IJEEP
11
Journal of quantitative economics
11
Mathematics of operations research
11
International journal of economics and financial issues : IJEFI
10
Journal of time series econometrics
10
Operations research
10
Astin bulletin : the journal of the International Actuarial Association
9
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ECONIS (ZBW)
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21
Joint generalized quantile and conditional tail expectation regression for insurance risk analysis
Guillén, Montserrat
;
Bermúdez, Lluís
;
Pitarque, Albert
- In:
Insurance / Mathematics & economics
99
(
2021
),
pp. 1-8
Persistent link: https://www.econbiz.de/10012649203
Saved in:
22
On the modelling of multivariate counts with Cox processes and dependent shot noise intensities
Avanzi, Benjamin
;
Taylor, Greg
;
Wong, Bernard
;
Yang, Xinda
- In:
Insurance / Mathematics & economics
99
(
2021
),
pp. 9-24
Persistent link: https://www.econbiz.de/10012649204
Saved in:
23
Intraday end-of-day volume prediction
Sancetta, Alessio
- In:
Journal of financial econometrics
19
(
2021
)
3
,
pp. 472-495
Persistent link: https://www.econbiz.de/10012654952
Saved in:
24
The threshold GARCH model : estimation and density forecasting for financial returns
Cai, Yuzhi
;
Stander, Julian
- In:
Journal of financial econometrics
18
(
2020
)
2
,
pp. 395-424
Persistent link: https://www.econbiz.de/10012232969
Saved in:
25
A hierarchical model for the joint mortality analysis of pension scheme data with missing covariates
Ungolo, Francesco
;
Kleinow, Torsten
;
Macdonald, Angus
- In:
Insurance / Mathematics & economics
91
(
2020
),
pp. 68-84
Persistent link: https://www.econbiz.de/10012241988
Saved in:
26
Realized variance modeling : decoupling forecasting from estimation
Cipollini, Fabrizio
;
Gallo, Giampiero M.
;
Palandri, …
- In:
Journal of financial econometrics
18
(
2020
)
3
,
pp. 532-555
Persistent link: https://www.econbiz.de/10012316698
Saved in:
27
Statistical estimation for some dividend problems under the compound poisson risk model
Xie, Jiayi
;
Zhang, Zhimin
- In:
Insurance / Mathematics & economics
95
(
2020
),
pp. 101-115
Persistent link: https://www.econbiz.de/10012419256
Saved in:
28
Fractional integration and fat tails for realized covariance kernels
Opschoor, Anne
;
Lucas, André
- In:
Journal of financial econometrics
17
(
2019
)
1
,
pp. 66-90
Persistent link: https://www.econbiz.de/10012054426
Saved in:
29
Likelihood inference for a COGARCH process using sequential Monte Carlo
Wee, Damien C.H.
;
Chen, Feng
;
Dunsmuir, William T.M.
- In:
Journal of financial econometrics
17
(
2019
)
2
,
pp. 229-253
Persistent link: https://www.econbiz.de/10012054439
Saved in:
30
FARVaR : functional autoregressive value-at-risk
Cai, Charlie X.
;
Kim, Minjoo
;
Shin, Yongcheol
;
Zhang, Qi
- In:
Journal of financial econometrics
17
(
2019
)
2
,
pp. 284-337
Persistent link: https://www.econbiz.de/10012054445
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