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subject:"Stochastischer Prozess"
subject:"Volatility"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~language:"eng"
~subject:"Share price"
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Search: subject_exact:"Estimation theory"
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Stochastischer Prozess
Volatility
Share price
Estimation theory
602
Schätztheorie
602
Theorie
198
Theory
198
Time series analysis
140
Zeitreihenanalyse
140
Estimation
129
Schätzung
129
Nichtparametrisches Verfahren
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Nonparametric statistics
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USA
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Capital income
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Statistical theory
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Bootstrap-Verfahren
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Ghysels, Eric
2
Hautsch, Nikolaus
2
Jing, Bingyi
2
Ling, Shiqing
2
Russell, Jeffrey R.
2
Shephard, Neil G.
2
Tsay, Ruey S.
2
Yang, Xiye
2
Alfelt, Gustav
1
Amado, Cristina
1
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Andreou, Elena
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Bandi, Federico M.
1
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Bibinger, Markus
1
Bodnar, Taras
1
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1
Bormetti, Giacomo
1
Boswijk, Herman Peter
1
Buccheri, Giuseppe
1
Cape, Joshua
1
Chan, Joshua
1
Chaves, Leonardo Salim Saker
1
Chen, Wilson Ye
1
Chen, Xiangjin B.
1
Corsi, Fulvio
1
Dueker, Michael
1
Engle, Robert F.
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Francq, Christian
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Journal of econometrics
153
Economics letters
40
Discussion paper / Tinbergen Institute
39
Econometric reviews
31
Economic modelling
30
Journal of empirical finance
30
CREATES research paper
28
Econometric theory
26
Journal of financial econometrics : official journal of the Society for Financial Econometrics
23
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
23
Journal of banking & finance
22
Quantitative finance
21
Finance research letters
20
International journal of forecasting
17
Journal of financial econometrics
17
Journal of risk and financial management : JRFM
17
SFB 649 discussion paper
17
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
16
International journal of theoretical and applied finance
16
Journal of forecasting
16
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European journal of operational research : EJOR
15
The North American journal of economics and finance : a journal of financial economics studies
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The econometrics journal
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Cowles Foundation discussion paper
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Econometrics : open access journal
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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International journal of economics and financial issues : IJEFI
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NBER Working Paper
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Discussion papers of interdisciplinary research project 373
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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
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Journal of mathematical finance
12
Série des documents de travail / Centre de Recherche en Économie et Statistique
12
Cambridge working papers in economics
11
Computational economics
11
Journal of applied econometrics
11
Mathematics of operations research
11
NBER working paper series
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Working paper / National Bureau of Economic Research, Inc.
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1
Singular conditional autoregressive Wishart model for realized covariance matrices
Alfelt, Gustav
;
Bodnar, Taras
;
Javed, Farrukh
;
Tyrcha, …
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
3
,
pp. 833-845
Persistent link: https://www.econbiz.de/10014448443
Saved in:
2
Adaptive testing for cointegration with nonstationary volatility
Boswijk, Herman Peter
;
Zu, Yang
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
2
,
pp. 744-755
Persistent link: https://www.econbiz.de/10013534484
Saved in:
3
Estimating monotone concave stochastic production frontiers
Tsionas, Efthymios G.
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
3
,
pp. 1403-1414
Persistent link: https://www.econbiz.de/10013539534
Saved in:
4
Inference for nonparametric high-frequency estimators with an application to time variation in betas
Kalnina, Ilze
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
2
,
pp. 538-549
Persistent link: https://www.econbiz.de/10014448338
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5
Estimation of leverage effect : kernel function and efficiency
Yang, Xiye
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
3
,
pp. 939-956
Persistent link: https://www.econbiz.de/10014448463
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6
Overnight GARCH-Itô volatility models
Kim, Donggyu
;
Shin, Minseok
;
Wang, Yazhen
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
4
,
pp. 1215-1227
Persistent link: https://www.econbiz.de/10014448607
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7
Spectral estimation of large stochastic blockmodels with discrete nodal covariates
Mele, Angelo
;
Hao, Lingxin
;
Cape, Joshua
;
Priebe, Carey E.
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
4
,
pp. 1364-1376
Persistent link: https://www.econbiz.de/10014448655
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8
Volatility estimation when the zero-process is nonstationary
Francq, Christian
;
Sucarrat, Genaro
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
1
,
pp. 53-66
Persistent link: https://www.econbiz.de/10013540630
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9
A Bayesian quantile time series model for asset returns
Griffin, Jim E.
;
Mitrodima, Gelly
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
1
,
pp. 16-27
Persistent link: https://www.econbiz.de/10012804077
Saved in:
10
The locally Gaussian partial correlation
Otneim, Håkon
;
Tjostheim, Dag
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
2
,
pp. 924-936
Persistent link: https://www.econbiz.de/10013534580
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