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subject:"Volatility"
type_genre:"Article in journal"
~isPartOf:"Econometric theory"
~isPartOf:"Journal of empirical finance"
~subject:"Bayesian inference"
~type_genre:"Government document"
~type_genre:"Non-commercial literature"
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Search: subject_exact:"Estimation theory"
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Volatility
Bayesian inference
Estimation theory
797
Schätztheorie
797
Theorie
302
Theory
302
Time series analysis
181
Zeitreihenanalyse
181
Nichtparametrisches Verfahren
110
Nonparametric statistics
110
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96
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96
ARCH model
48
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48
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48
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46
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46
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40
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40
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34
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32
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32
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25
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25
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25
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25
Induktive Statistik
24
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24
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Article in journal
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Kristensen, Dennis
2
Li, Jia
2
Linton, Oliver
2
Abergel, Frédéric
1
Amado, Cristina
1
Asai, Manabu
1
Bauwens, Luc
1
Cavaliere, Giuseppe
1
Chen, Xiaohong
1
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1
Chevillon, Guillaume
1
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1
Creel, Michael D.
1
D'Addona, Stefano
1
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1
Daníelsson, Jón
1
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1
Dotsis, George
1
Dufays, Arnaud
1
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1
Francq, Christian
1
Fuhrer, Adrian
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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1
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1
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Econometric theory
Journal of empirical finance
Journal of econometrics
163
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
63
Economics letters
38
Discussion paper / Tinbergen Institute
33
Econometric reviews
30
Economic modelling
28
International journal of forecasting
25
Working paper / Department of Econometrics and Business Statistics, Monash University
25
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
21
Journal of financial econometrics : official journal of the Society for Financial Econometrics
19
The econometrics journal
18
CREATES research paper
17
Econometrics : open access journal
17
Journal of the American Statistical Association : JASA
17
Quantitative finance
17
Finance research letters
16
Journal of banking & finance
15
Journal of forecasting
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European journal of operational research : EJOR
14
Journal of applied econometrics
14
Journal of financial econometrics
14
Computational economics
13
International journal of theoretical and applied finance
13
Working paper
13
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
12
Journal of economic dynamics & control
12
Journal of risk and financial management : JRFM
12
Quantitative economics : QE ; journal of the Econometric Society
12
The North American journal of economics and finance : a journal of financial economics studies
12
Working papers
12
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
11
Journal of quantitative economics
11
SFB 649 discussion paper
11
Applied economics
10
CEMMAP working papers / Centre for Microdata Methods and Practice
10
Discussion papers / CEPR
10
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
10
Applied economics letters
9
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ECONIS (ZBW)
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1
Uncertainty in the Black-Litterman model : empirical estimation of the equilibrium
Fuhrer, Adrian
;
Hock, Thorsten
- In:
Journal of empirical finance
72
(
2023
),
pp. 251-275
Persistent link: https://www.econbiz.de/10014476878
Saved in:
2
Estimating and testing skewness in a stochastic volatility model
Lee, Cheol Woo
;
Kang, Kyu Ho
- In:
Journal of empirical finance
72
(
2023
),
pp. 445-467
Persistent link: https://www.econbiz.de/10014476881
Saved in:
3
Estimation with mixed data frequencies : a bias-correction approach
Ghosh, Anisha
;
Linton, Oliver
- In:
Journal of empirical finance
74
(
2023
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014477062
Saved in:
4
Estimation of volatility functions in jump diffusions using truncated bipower increments
Kim, Jihyun
;
Park, Joon Y.
;
Wang, Bin
- In:
Econometric theory
37
(
2021
)
5
,
pp. 926-958
Persistent link: https://www.econbiz.de/10012656389
Saved in:
5
Efficient estimation of integrated volatility functionals under general volatility dynamics
Li, Jia
;
Liu, Yunxiao
- In:
Econometric theory
37
(
2021
)
4
,
pp. 664-707
Persistent link: https://www.econbiz.de/10012618196
Saved in:
6
Large sample properties of bayesian estimation of spatial econometric models
Han, Xiaoyi
;
Lee, Lung-fei
;
Xu, Xingbai
- In:
Econometric theory
37
(
2021
)
4
,
pp. 708-746
Persistent link: https://www.econbiz.de/10012618199
Saved in:
7
Robust inference in structural vector autoregressions with long-run restrictions
Chevillon, Guillaume
;
Mavroeidis, Sophocles
;
Zhang, Zhaoguo
- In:
Econometric theory
36
(
2020
)
1
,
pp. 86-121
Persistent link: https://www.econbiz.de/10012156818
Saved in:
8
QML inference for volatility models with covariates
Francq, Christian
;
Le Quyen Thieu
- In:
Econometric theory
35
(
2019
)
1
,
pp. 37-72
Persistent link: https://www.econbiz.de/10012146117
Saved in:
9
Bond and option prices with permanent shocks
Zoubi, Haitham al-
- In:
Journal of empirical finance
53
(
2019
),
pp. 272-290
Persistent link: https://www.econbiz.de/10012171645
Saved in:
10
Estimating volatility functionals with multiple transactions
Jing, Bingyi
;
Liu, Zhi
;
Kong, Xinbing
- In:
Econometric theory
33
(
2017
)
2
,
pp. 331-365
Persistent link: https://www.econbiz.de/10011665349
Saved in:
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