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subject:"Volatility"
type_genre:"Article in journal"
~isPartOf:"Applied economics"
~isPartOf:"Finance and stochastics"
~subject:"Estimation"
~subject:"Nichtparametrisches Verfahren"
~subject:"Panel study"
~type_genre:"Government document"
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Search: subject_exact:"Estimation theory"
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Volatility
Estimation
Nichtparametrisches Verfahren
Panel study
Estimation theory
187
Schätztheorie
187
Theorie
51
Theory
51
Schätzung
44
Time series analysis
37
Zeitreihenanalyse
37
Monte Carlo simulation
14
Monte-Carlo-Simulation
14
Volatilität
14
Nonparametric statistics
13
Panel
11
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10
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Consumption theory
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64
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Article in journal
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64
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English
64
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Kim, Jong-Min
2
Murray, Christian J.
2
Papell, David H.
2
Abutaleb, Ahmed S.
1
Ahmad, Yamin
1
Ahsan, Tanveer
1
Allison, Paul D.
1
Aoki, Takaaki
1
Azencott, Robert
1
Aßmann, Christian
1
Balli, Hatice Ozer
1
Bampinas, Georgios
1
Baños-Pino, José
1
Boonsaeng, Tullaya
1
Cantarero-Prieto, David
1
Carpio, Carlos E.
1
Castellón, César E.
1
Ceffer, Attila
1
Chen, Li-Hsueh
1
Chen, Sixia
1
Chen, W. D.
1
Choi, Pilsun
1
Choudhary, M. Ali
1
Darvas, Zsolt M.
1
Díaz Hernández, Adán
1
Esteban, María Victoria
1
Etienne, Xiaoli Liao
1
Fenech, Jean-pierre
1
Ferrara, Giancarlo
1
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1
Fogarasi, Norbert
1
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1
Fukasawa, Masaaki
1
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1
García Pérez, Carmelo
1
Gloter, Arnaud
1
Good, Darrel L.
1
Greig, Bruce
1
Hafner, Christian M.
1
Hanif, M. Nadim
1
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Applied economics
Finance and stochastics
Journal of econometrics
608
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
240
Economics letters
237
Econometric reviews
181
Econometric theory
151
The econometrics journal
113
Journal of the American Statistical Association : JASA
96
Applied economics letters
79
Economic modelling
74
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
69
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
62
Quantitative economics : QE ; journal of the Econometric Society
59
Journal of applied econometrics
57
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
53
Econometrics : open access journal
45
International journal of forecasting
44
Journal of banking & finance
41
Computational economics
39
European journal of operational research : EJOR
38
Empirical economics : a quarterly journal of the Institute for Advanced Studies
36
Journal of empirical finance
34
Insurance / Mathematics & economics
31
Journal of financial econometrics : official journal of the Society for Financial Econometrics
31
Journal of risk and financial management : JRFM
29
The review of economics and statistics
29
Journal of forecasting
28
Energy economics
27
Finance research letters
24
International journal of economics and financial issues : IJEFI
24
Oxford bulletin of economics and statistics
24
Quantitative finance
23
Journal of financial econometrics
22
Journal of productivity analysis
22
Journal of econometric methods
21
Journal of economic dynamics & control
19
Regional science & urban economics
19
The North American journal of economics and finance : a journal of financial economics studies
19
The empirical economics letters : a monthly international journal of economics
19
Cambridge working papers in economics
16
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ECONIS (ZBW)
64
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1
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:
2
The use of the tail dependence function for high quantile risk measure analysis : an application to portfolio optimization
Salazar Flores, Yuri
;
Díaz Hernández, Adán
; …
- In:
Applied economics
55
(
2023
)
37
,
pp. 4289-4303
Persistent link: https://www.econbiz.de/10014301231
Saved in:
3
Semiparametric estimation of a sample selection model with a binary endogenous regressor : the effect of chronicity in labour supply
Moreno-Mencía, Patricia
;
Cantarero-Prieto, David
; …
- In:
Applied economics
55
(
2023
)
15
,
pp. 1682-1699
Persistent link: https://www.econbiz.de/10013554970
Saved in:
4
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:
5
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:
6
Measuring the gender wage gap : a methodological note
Maczulskij, Terhi
;
Nyblom, Jukka
- In:
Applied economics
52
(
2020
)
21
,
pp. 2239-2249
Persistent link: https://www.econbiz.de/10012197689
Saved in:
7
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
Saved in:
8
The impact of microcredit borrowing on household consumption in Bangladesh
Schroeder, Elizabeth
- In:
Applied economics
52
(
2020
)
43
,
pp. 4765-4779
Persistent link: https://www.econbiz.de/10012298743
Saved in:
9
Modelling the heterogeneous effects of stocking rate on dairy production : an application of unconditional quantile regression with fixed effects
Ma, Wanglin
;
Renwick, Alan
;
Greig, Bruce
- In:
Applied economics
51
(
2019
)
43
,
pp. 4769-4780
Persistent link: https://www.econbiz.de/10012197071
Saved in:
10
Dynamic panel data modelling using maximum likelihood : an alternative to Arellano-Bond
Moral-Benito, Enrique
;
Allison, Paul D.
;
Williams, Richard
- In:
Applied economics
51
(
2019
)
20
,
pp. 2221-2232
Persistent link: https://www.econbiz.de/10012196670
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