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subject:"Volatility"
type_genre:"Article in journal"
~isPartOf:"Applied economics"
~isPartOf:"Journal of forecasting"
~subject:"Estimation"
~subject:"Share price"
~subject:"Statistical distribution"
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Search: subject_exact:"Estimation theory"
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Volatility
Estimation
Share price
Statistical distribution
Estimation theory
292
Schätztheorie
292
Theorie
93
Theory
93
Time series analysis
88
Zeitreihenanalyse
88
Forecasting model
80
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Chan, Ngai Hang
2
Kim, Jong-Min
2
Murray, Christian J.
2
Papell, David H.
2
Taylor, James W.
2
Abraham, Bovas
1
Abutaleb, Ahmed S.
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
Journal of forecasting
Journal of econometrics
337
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
167
Economics letters
145
Econometric reviews
85
Economic modelling
63
Applied economics letters
61
Econometric theory
60
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
58
Insurance / Mathematics & economics
52
The econometrics journal
49
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
48
Journal of banking & finance
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Journal of applied econometrics
44
Journal of the American Statistical Association : JASA
42
International journal of forecasting
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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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Finance research letters
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Journal of financial econometrics
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
27
Journal of risk and financial management : JRFM
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Statistics in transition : an international journal of the Polish Statistical Association
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International journal of economics and financial issues : IJEFI
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The review of economics and statistics
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Energy economics
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Journal of economic dynamics & control
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Journal of risk
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The North American journal of economics and finance : a journal of financial economics studies
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Journal of mathematical finance
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Risks : open access journal
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International journal of theoretical and applied finance
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ECONIS (ZBW)
81
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1
Empirical prediction intervals for additive Holt-Winters methods under misspecification
Yang, Boning
;
Tang, Xinyi
;
Yau, Chun Yip
- In:
Journal of forecasting
43
(
2024
)
3
,
pp. 754-770
Persistent link: https://www.econbiz.de/10014532381
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
Dynamic forecasting for nonstationary high-frequency financial data with jumps based on series decomposition and reconstruction
Song, Yuping
;
Li, Zhenwei
;
Ma, Zhiren
;
Sun, Xiaoyu
- In:
Journal of forecasting
42
(
2023
)
5
,
pp. 1055-1068
Persistent link: https://www.econbiz.de/10014338810
Saved in:
4
Forecasting stock return volatility : realized volatility-type or duration-based estimators
Fei, Tianlun
;
Liu, Xiaoquan
;
Wen, Conghua
- In:
Journal of forecasting
42
(
2023
)
7
,
pp. 1594-1621
Persistent link: https://www.econbiz.de/10014432725
Saved in:
5
Large covariance estimation using a factor model with common and group-specific factors
Shi, Yafeng
;
Ai, Chunrong
;
Shi, Yanlong
;
Ying, Tingting
; …
- In:
Journal of forecasting
42
(
2023
)
8
,
pp. 2217-2248
Persistent link: https://www.econbiz.de/10014432877
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6
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:
7
Optimal forecast error as an unbiased estimator of abnormal return : a proposition
Enginar, Onur
;
Atici, Kazim Baris
- In:
Journal of forecasting
41
(
2022
)
1
,
pp. 158-166
Persistent link: https://www.econbiz.de/10012796281
Saved in:
8
Forecasting Bitcoin volatility : a new insight from the threshold regression model
Zhang, Yaojie
;
He, Mengxi
;
Wen, Danyan
;
Wang, Yudong
- In:
Journal of forecasting
41
(
2022
)
3
,
pp. 633-652
Persistent link: https://www.econbiz.de/10013166172
Saved in:
9
Unconditional density vs conditional density functions in estimating value-at-risk
Chiu, Yen-Chen
;
Chuang, I-Yuan
- In:
Applied economics
53
(
2021
)
4
,
pp. 482-494
Persistent link: https://www.econbiz.de/10012416070
Saved in:
10
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
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