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subject:"Volatility"
type_genre:"Article in journal"
~isPartOf:"Asia-Pacific financial markets"
~isPartOf:"Journal of forecasting"
~subject:"Estimation"
~subject:"Monte Carlo simulation"
~subject:"Regressionsanalyse"
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Search: subject_exact:"Estimation theory"
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Volatility
Estimation
Monte Carlo simulation
Regressionsanalyse
Estimation theory
139
Schätztheorie
139
Forecasting model
71
Prognoseverfahren
71
Time series analysis
57
Zeitreihenanalyse
57
Theorie
47
Theory
47
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Chan, Ngai Hang
2
Kouassi, Eugène
2
Taylor, James W.
2
Abraham, Bovas
1
Abramov, Vyacheslav M.
1
Ai, Chunrong
1
An, Yang
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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
Davis, Richard A.
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Doran, Howard E.
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1
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Asia-Pacific financial markets
Journal of forecasting
Journal of econometrics
518
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
226
Economics letters
214
Econometric reviews
139
Econometric theory
128
Journal of the American Statistical Association : JASA
118
The econometrics journal
85
Applied economics letters
81
Economic modelling
80
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
69
Applied economics
60
Econometrics : open access journal
56
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55
Computational economics
54
European journal of operational research : EJOR
54
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
53
Journal of applied econometrics
50
International journal of forecasting
48
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42
Journal of banking & finance
39
Empirical economics : a quarterly journal of the Institute for Advanced Studies
37
Journal of empirical finance
36
Journal of risk and financial management : JRFM
35
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
34
Journal of financial econometrics : official journal of the Society for Financial Econometrics
32
Finance research letters
28
International journal of economics and financial issues : IJEFI
26
Journal of financial econometrics
26
The review of economics and statistics
26
Risks : open access journal
25
The empirical economics letters : a monthly international journal of economics
25
Journal of economic dynamics & control
24
Journal of quantitative economics
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Quantitative finance
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Journal of econometric methods
23
Energy economics
22
The North American journal of economics and finance : a journal of financial economics studies
22
Oxford bulletin of economics and statistics
21
Statistics in transition : an international journal of the Polish Statistical Association
20
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1
Mixed-frequency predictive regressions with parameter learning
Leippold, Markus
;
Yang, Hanlin
- In:
Journal of forecasting
42
(
2023
)
8
,
pp. 1955-1972
Persistent link: https://www.econbiz.de/10014432824
Saved in:
2
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:
3
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:
4
Regularized Poisson regressions predict regional innovation output
Xiang, Li
;
Hu, Xuemei
;
Junwen, Yang
- In:
Journal of forecasting
42
(
2023
)
8
,
pp. 2197-2216
Persistent link: https://www.econbiz.de/10014432870
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
Saved in:
6
Competition can help predict sales
Fortsch, Sima M.
;
Choi, Jeong Hoon
;
Khapalova, Elena A.
- In:
Journal of forecasting
41
(
2022
)
2
,
pp. 331-344
Persistent link: https://www.econbiz.de/10012817763
Saved in:
7
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:
8
Mixed data sampling regression : parameter selection of smoothed least squares estimator
Toker, Selma
;
Özbay, Nimet
;
Månsson, Kristofer
- In:
Journal of forecasting
41
(
2022
)
4
,
pp. 718-751
Persistent link: https://www.econbiz.de/10013287847
Saved in:
9
Adaptive interest rate modelling
Guo, Mengmeng
;
Härdle, Wolfgang
- In:
Journal of forecasting
36
(
2017
)
3
,
pp. 241-256
Persistent link: https://www.econbiz.de/10011729251
Saved in:
10
Effects of jumps and small noise in high-frequency financial econometrics
Kunitomo, Naoto
;
Kurisu, Daisuke
- In:
Asia-Pacific financial markets
24
(
2017
)
1
,
pp. 39-73
Persistent link: https://www.econbiz.de/10011742284
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