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subject:"Volatility"
type_genre:"Article in journal"
~isPartOf:"Applied economics"
~isPartOf:"Finance and stochastics"
~isPartOf:"Finance research letters"
~subject:"Panel study"
~type_genre:"Government document"
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Search: subject_exact:"Estimation theory"
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Volatility
Panel study
Estimation theory
256
Schätztheorie
256
Estimation
62
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62
Theorie
53
Theory
53
Time series analysis
50
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50
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37
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Kim, Jong-Min
2
Wu, Xinyu
2
Abutaleb, Ahmed S.
1
Adesina, Tola
1
Ahsan, Tanveer
1
Allison, Paul D.
1
Ardia, David
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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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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1
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1
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1
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1
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Applied economics
Finance and stochastics
Finance research letters
Journal of econometrics
270
Economics letters
116
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
87
Econometric reviews
79
The econometrics journal
51
Econometric theory
36
Economic modelling
30
Applied economics letters
24
Econometrics : open access journal
24
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
22
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
20
Journal of empirical finance
20
Empirical economics : a quarterly journal of the Institute for Advanced Studies
19
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17
Journal of financial econometrics : official journal of the Society for Financial Econometrics
17
International journal of forecasting
16
Oxford bulletin of economics and statistics
16
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16
Journal of risk and financial management : JRFM
15
Computational economics
14
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14
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14
International journal of theoretical and applied finance
13
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13
Journal of applied econometrics
12
Regional science & urban economics
12
International journal of economics and financial issues : IJEFI
11
Journal of forecasting
11
The North American journal of economics and finance : a journal of financial economics studies
11
Journal of econometric methods
10
Energy economics
9
Journal of quantitative economics
8
The empirical economics letters : a monthly international journal of economics
8
Cambridge working papers in economics
7
Cogent economics & finance
7
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7
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ECONIS (ZBW)
37
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1
Nonparametric estimation for i.i.d. paths of a martingale-driven model with application to non-autonomous financial models
Marie, Nicolas
- In:
Finance and stochastics
27
(
2023
)
1
,
pp. 97-126
Persistent link: https://www.econbiz.de/10013489500
Saved in:
2
Applying sample selection methods for panel data to analyse determinants of foreign direct divestment
Nguyen, Anh T. N.
- In:
Applied economics
55
(
2023
)
49
,
pp. 5737-5749
Persistent link: https://www.econbiz.de/10014335777
Saved in:
3
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:
4
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:
5
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:
6
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:
7
A discussion on the robustness of conditional heteroskedasticity models : simulation evidence and applications of the crude oil returns
Shi, Yanlin
- In:
Finance research letters
44
(
2022
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014494772
Saved in:
8
A realized EGARCH-MIDAS model with higher moments
Wu, Xinyu
;
Xie, Haibin
- In:
Finance research letters
38
(
2021
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012485028
Saved in:
9
Functional ARCH directional dependence via copula for intraday volatility from high-frequency financial time series
Kim, Jong-Min
;
Hwang, Sun Young
- In:
Applied economics
53
(
2021
)
4
,
pp. 506-520
Persistent link: https://www.econbiz.de/10012416072
Saved in:
10
Realised volatility and parametric estimation of Heston SDEs
Azencott, Robert
;
Ren, Peng
;
Timofeyev, Ilya
- In:
Finance and stochastics
24
(
2020
)
3
,
pp. 723-755
Persistent link: https://www.econbiz.de/10012518091
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