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subject:"Volatility"
type_genre:"Article in journal"
~accessRights:"restricted"
~language:"eng"
~subject:"Bayesian inference"
~subject:"Stochastischer Prozess"
~type_genre:"Government document"
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Search: subject_exact:"Estimation theory"
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Volatility
Bayesian inference
Stochastischer Prozess
Estimation theory
4,665
Schätztheorie
4,665
Estimation
1,136
Schätzung
1,115
Time series analysis
888
Zeitreihenanalyse
888
Regression analysis
865
Regressionsanalyse
863
Nichtparametrisches Verfahren
690
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690
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487
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487
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397
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392
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392
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358
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358
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331
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331
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287
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285
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255
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248
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246
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231
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230
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226
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225
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211
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209
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204
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202
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202
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803
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Tsionas, Efthymios G.
12
Todorov, Viktor
10
Kumar, Dilip
9
Li, Jia
9
Tauchen, George Eugene
7
Zhang, Xinyu
7
Francq, Christian
6
Kim, Donggyu
6
Li, Yingying
6
Mykland, Per A.
6
Andersen, Torben
5
Han, Xiaoyi
5
Koop, Gary
5
Li, Dong
5
Liu, Zhi
5
Maheswaran, S.
5
Zakoïan, Jean-Michel
5
Zhang, Xibin
5
Allenby, Greg M.
4
Bauwens, Luc
4
Bollerslev, Tim
4
Chaturvedi, Anoop
4
Gallant, A. Ronald
4
Gao, Jiti
4
Koopman, Siem Jan
4
Lucas, André
4
Mancino, Maria Elvira
4
Park, Joon Y.
4
Poon, Aubrey
4
Sentana, Enrique
4
Sucarrat, Genaro
4
Wang, Yazhen
4
Wu, Xinyu
4
Zhang, Lan
4
Zhu, Ke
4
Ardia, David
3
Bollinger, Christopher R.
3
Buccheri, Giuseppe
3
Cai, Jun
3
Clements, Adam
3
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Journal of econometrics
121
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
41
Economics letters
25
Econometric reviews
24
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
24
International journal of forecasting
23
Economic modelling
21
Finance research letters
19
Econometric theory
15
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15
European journal of operational research : EJOR
14
Journal of financial econometrics
14
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12
Journal of empirical finance
12
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12
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11
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11
The North American journal of economics and finance : a journal of financial economics studies
11
Journal of forecasting
10
Journal of economic dynamics & control
9
International journal of production research
8
Journal of banking & finance
8
Energy economics
7
Applied economics letters
6
Journal of financial econometrics : official journal of the Society for Financial Econometrics
6
Journal of mathematical finance
6
Journal of risk
6
Mathematics of operations research
6
Operations research letters
6
The econometrics journal
6
The journal of risk model validation
6
Decisions in economics and finance : DEF ; a journal of applied mathematics
5
Empirical economics : a quarterly journal of the Institute for Advanced Studies
5
International journal of financial engineering
5
Journal of applied econometrics
5
Journal of time series econometrics
5
Applied economics
4
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
4
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
4
Finance and stochastics
4
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ECONIS (ZBW)
804
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1
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:
2
Constructing copulas using corrected Hermite polynomial expansion for estimating cross foreign exchange volatility
Shiraya, Kenichiro
;
Yamakami, Tomohisa
- In:
European journal of operational research : EJOR
314
(
2024
)
3
,
pp. 1195-1214
Persistent link: https://www.econbiz.de/10014456946
Saved in:
3
Score-driven location plus scale models : asymptotic theory and an application to forecasting Dow Jones volatility
Blazsek, Szabolcs
;
Escribano, Álvaro
;
Licht, Adrian
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
28
(
2024
)
1
,
pp. 61-82
Persistent link: https://www.econbiz.de/10014506888
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4
Prediction using many samples with models possibly containing partially shared parameters
Zhang, Xinyu
;
Liu, Huihang
;
Wei, Yizheng
;
Ma, Yanyuan
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
1
,
pp. 187-196
Persistent link: https://www.econbiz.de/10014449883
Saved in:
5
A dynamic binary probit model with time-varying parameters and shrinkage prior
He, Zhongfang
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
1
,
pp. 335-346
Persistent link: https://www.econbiz.de/10014449935
Saved in:
6
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
Saved in:
7
On Bayesian credibility mean for finite mixture distributions
Jahanbani, Ehsan
;
Najafabadi, Amir T. Payandeh
; …
- In:
Annals of actuarial science : publ. by the Institute of …
18
(
2024
)
1
,
pp. 5-29
Persistent link: https://www.econbiz.de/10014519964
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8
Forecasting the equity premium using weighted regressions : Does the jump variation help?
Zhang, Zhikai
;
Zhang, Yaojie
;
Wang, Yudong
- In:
Empirical economics : a quarterly journal of the …
66
(
2024
)
5
,
pp. 2049-2082
Persistent link: https://www.econbiz.de/10014520108
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9
The impact of deviations from soybean product crushing estimates on return and risk
Abdoh, Hussein
;
Chitavi, Michael
- In:
Agricultural economics : the journal of the …
55
(
2024
)
2
,
pp. 181-199
Persistent link: https://www.econbiz.de/10014517518
Saved in:
10
Bayesian decision analysis for benchmarking daily and monthly time series
Sanz-Gómez, José Antonio
;
Rojo García, José L.
- In:
Estudios de economía aplicada : revista promovida por …
42
(
2024
)
1
,
pp. 135-150
Persistent link: https://www.econbiz.de/10014526518
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