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subject:"United Kingdom"
~isPartOf:"Discussion papers in economics"
~isPartOf:"International journal of forecasting"
~isPartOf:"Journal of applied econometrics"
~subject:"Monte-Carlo-Simulation"
~subject:"Volatility"
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Search: subject_exact:"Estimation theory"
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United Kingdom
Monte-Carlo-Simulation
Volatility
Estimation theory
453
Schätztheorie
453
Theorie
176
Theory
176
Forecasting model
127
Prognoseverfahren
127
Time series analysis
110
Zeitreihenanalyse
110
Estimation
71
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71
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42
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40
Nichtparametrisches Verfahren
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Blundell, Richard W.
3
Clements, Adam
2
Jones, Andrew M.
2
Mealli, Fabrizia
2
Orszag, Jonathan Michael
2
Pudney, Stephen E.
2
Robin, Jean-Marc
2
Bagnato, Luca
1
Barrow, Devon K.
1
Bauwens, Luc
1
Becker, Ralf
1
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1
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1
Broomhead, A.
1
Buccheri, Giuseppe
1
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1
Christodoulakis, George A.
1
Cipollini, Fabrizio
1
Contoyannis, Paul
1
Corsi, Fulvio
1
Crone, Sven F.
1
Demetrescu, Matei
1
Dijk, Dick van
1
Dimitrakopoulos, Stefanos
1
Doolan, M. B.
1
Drovandi, Christopher
1
Duncan, Alan S.
1
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1
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1
Golosnoy, Vasyl
1
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1
Hafner, Christian M.
1
Hall, Stephen G.
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Heij, Christiaan
1
Henry, S. G. B.
1
Herbst, Edward P.
1
Holden, Kenneth
1
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Birkbeck College / Department of Economics
3
University of Exeter / Department of Economics
2
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Discussion papers in economics
International journal of forecasting
Journal of applied econometrics
Journal of econometrics
154
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
71
Economics letters
49
Discussion paper / Tinbergen Institute
43
Econometric reviews
40
Economic modelling
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Computational economics
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Oxford bulletin of economics and statistics
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Finance research letters
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International journal of theoretical and applied finance
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Journal of banking & finance
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European journal of operational research : EJOR
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Journal of financial econometrics
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Journal of forecasting
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14
Journal of risk and financial management : JRFM
13
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
12
The North American journal of economics and finance : a journal of financial economics studies
12
Working paper / Department of Econometrics and Business Statistics, Monash University
12
Discussion paper
11
Journal of the American Statistical Association : JASA
11
Risks : open access journal
11
Série des documents de travail / Centre de Recherche en Économie et Statistique
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1
Outlier-robust methods for forecasting realized covariance matrices
Li, Dan
;
Drovandi, Christopher
;
Clements, Adam
- In:
International journal of forecasting
40
(
2024
)
1
,
pp. 392-408
Persistent link: https://www.econbiz.de/10014450278
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2
Forecasting using variational Bayesian inference in large vector autoregressions with hierarchical shrinkage
Gefang, Deborah
;
Koop, Gary
;
Poon, Aubrey
- In:
International journal of forecasting
39
(
2023
)
1
,
pp. 346-363
Persistent link: https://www.econbiz.de/10014462786
Saved in:
3
DCC- and DECO-HEAVY : multivariate GARCH models based on realized variances and correlations
Bauwens, Luc
;
Xu, Yongdeng
- In:
International journal of forecasting
39
(
2023
)
2
,
pp. 938-955
Persistent link: https://www.econbiz.de/10014465168
Saved in:
4
Forecasting in GARCH models with polynomially modified innovations
Vacca, Gianmarco
;
Zoia, Maria Grazia
;
Bagnato, Luca
- In:
International journal of forecasting
38
(
2022
)
1
,
pp. 117-141
Persistent link: https://www.econbiz.de/10013347743
Saved in:
5
Realized volatility forecasting : Robustness to measurement errors
Cipollini, Fabrizio
;
Gallo, Giampiero M.
;
Otranto, Edoardo
- In:
International journal of forecasting
37
(
2021
)
1
,
pp. 44-57
Persistent link: https://www.econbiz.de/10012692572
Saved in:
6
A DCC-type approach for realized covariance modeling with score-driven dynamics
Vassallo, Danilo
;
Buccheri, Giuseppe
;
Corsi, Fulvio
- In:
International journal of forecasting
37
(
2021
)
2
,
pp. 569-586
Persistent link: https://www.econbiz.de/10012792854
Saved in:
7
Identification of volatility proxies as expectations of squared financial returns
Sucarrat, Genaro
- In:
International journal of forecasting
37
(
2021
)
4
,
pp. 1677-1690
Persistent link: https://www.econbiz.de/10013274330
Saved in:
8
Bias corrections for exponentially transformed forecasts : are they worth the effort?
Demetrescu, Matei
;
Golosnoy, Vasyl
;
Titova, Anna
- In:
International journal of forecasting
36
(
2020
)
3
,
pp. 761-780
Persistent link: https://www.econbiz.de/10012496846
Saved in:
9
Ordinal-response GARCH models for transaction data : a forecasting exercise
Dimitrakopoulos, Stefanos
;
Tsionas, Efthymios G.
- In:
International journal of forecasting
35
(
2019
)
4
,
pp. 1273-1287
Persistent link: https://www.econbiz.de/10012305278
Saved in:
10
An approximate long-memory range-based approach for value at risk estimation
Meng, Xiaochun
;
Taylor, James W.
- In:
International journal of forecasting
34
(
2018
)
3
,
pp. 377-388
Persistent link: https://www.econbiz.de/10012030985
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