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subject:"Volatility"
type_genre:"Article in journal"
~isPartOf:"Computational economics"
~subject:"Estimation"
~subject:"Forecasting model"
~subject:"Statistical distribution"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Nachschlagewerk"
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Volatility
Estimation
Forecasting model
Statistical distribution
Estimation theory
111
Schätztheorie
111
Time series analysis
32
Zeitreihenanalyse
32
Monte Carlo simulation
22
Monte-Carlo-Simulation
22
Regression analysis
20
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18
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14
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10
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9
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Boubaker, Heni
3
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1
Akira Toda, Alexis
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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
Emirmahmutoglu, Furkan
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1
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1
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Computational economics
Journal of econometrics
376
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
204
Economics letters
156
International journal of forecasting
120
Econometric reviews
98
Journal of forecasting
83
Econometric theory
70
Economic modelling
69
Applied economics letters
64
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
64
Insurance / Mathematics & economics
62
The econometrics journal
57
Applied economics
53
Journal of the American Statistical Association : JASA
53
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
51
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47
Journal of empirical finance
46
Journal of banking & finance
41
Econometrics : open access journal
40
European journal of operational research : EJOR
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
34
Finance research letters
34
Quantitative economics : QE ; journal of the Econometric Society
33
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
32
Journal of financial econometrics
31
Statistics in transition : an international journal of the Polish Statistical Association
31
Journal of financial econometrics : official journal of the Society for Financial Econometrics
30
Journal of risk and financial management : JRFM
29
Quantitative finance
29
Risks : open access journal
25
The review of economics and statistics
25
International journal of economics and financial issues : IJEFI
24
Energy economics
22
Journal of economic dynamics & control
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Journal of risk
21
The North American journal of economics and finance : a journal of financial economics studies
19
Journal of quantitative economics
18
Oxford bulletin of economics and statistics
18
The empirical economics letters : a monthly international journal of economics
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1
Weighted-Average Least Squares (WALS) : confidence and prediction intervals
De Luca, Giuseppe
;
Magnus, Jan R.
;
Peracchi, Franco
- In:
Computational economics
61
(
2023
)
4
,
pp. 1637-1664
Persistent link: https://www.econbiz.de/10014327098
Saved in:
2
Penalized averaging of quantile forecasts from GARCH models with many exogenous predictors
Gooijer, Jan G. de
- In:
Computational economics
62
(
2023
)
1
,
pp. 407-424
Persistent link: https://www.econbiz.de/10014327543
Saved in:
3
Bayesian estimation of economic simulation models using neural networks
Platt, Donovan
- In:
Computational economics
59
(
2022
)
2
,
pp. 599-650
Persistent link: https://www.econbiz.de/10013169024
Saved in:
4
Prediction of Loan Rate for Mortgage Data : Deep Learning Versus Robust Regression
Wang, Donglin
;
Hong, Don
;
Wu, Qiang
- In:
Computational economics
61
(
2023
)
3
,
pp. 1137-1150
Persistent link: https://www.econbiz.de/10014252161
Saved in:
5
Unfolding Beijing in a hedonic way
Lin, Wei
;
Shi, Zhentao
;
Wang, Yishu
;
Yan, Ting Hin
- In:
Computational economics
61
(
2023
)
1
,
pp. 317-340
Persistent link: https://www.econbiz.de/10014228430
Saved in:
6
Inferring causal interactions in financial markets using conditional Granger causality based on quantile regression
Cheng, Hong
;
Wang, Yunqing
;
Wang, Yihong
;
Yang, Tinggan
- In:
Computational economics
59
(
2022
)
2
,
pp. 719-748
Persistent link: https://www.econbiz.de/10013169042
Saved in:
7
Portfolio selection using multivariate semiparametric estimators and a copula PCA-based approach
Kouaissah, Noureddine
;
Ortobelli Lozza, Sergio
; …
- In:
Computational economics
60
(
2022
)
3
,
pp. 833-859
Persistent link: https://www.econbiz.de/10013380843
Saved in:
8
A statistical analysis of global economies using time varying copulas
Afuecheta, Emmanuel
;
Nadarajah, Saralees
;
Chan, Stephen
- In:
Computational economics
58
(
2021
)
4
,
pp. 1167-1194
Persistent link: https://www.econbiz.de/10012697904
Saved in:
9
Bayesian estimation for high-frequency volatility models in a time deformed framework
Santos, Antonio A. F.
- In:
Computational economics
57
(
2021
)
2
,
pp. 455-479
Persistent link: https://www.econbiz.de/10012486920
Saved in:
10
Data-based automatic discretization of nonparametric distributions
Akira Toda, Alexis
- In:
Computational economics
57
(
2021
)
4
,
pp. 1217-1235
Persistent link: https://www.econbiz.de/10012543278
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