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subject:"Volatility"
type_genre:"Article in journal"
~isPartOf:"Econometric theory"
~isPartOf:"Quantitative finance"
~subject:"Bayesian inference"
~subject:"Option pricing theory"
~type_genre:"Government document"
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Search: subject_exact:"Estimation theory"
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Volatility
Bayesian inference
Option pricing theory
Estimation theory
761
Schätztheorie
761
Theorie
285
Theory
285
Time series analysis
168
Zeitreihenanalyse
168
Nichtparametrisches Verfahren
106
Nonparametric statistics
106
Regression analysis
92
Regressionsanalyse
92
Statistical test
44
Statistischer Test
44
Estimation
40
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37
ARCH-Modell
37
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34
Autokorrelation
34
Volatilität
30
Statistical distribution
29
Statistische Verteilung
29
Cointegration
26
Kointegration
26
Method of moments
25
Momentenmethode
25
Induktive Statistik
23
Statistical inference
23
Panel
22
Panel study
22
Statistical theory
22
Statistische Methodenlehre
22
Einheitswurzeltest
21
Stochastic process
21
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21
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38
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Article in journal
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38
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38
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Li, Jia
2
Tsiotas, Georgios
2
Bayer, Christian
1
Behrendt, Simon
1
Breneis, Simon
1
Canabarro, Askery
1
Cang, Yuquan
1
Capriotti, Luca
1
Cavaliere, Giuseppe
1
Chatterjee, Rupak
1
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1
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1
Chi, Xie
1
Chronopoulou, Alexandra
1
Favreau, Charles
1
Flury, Thomas
1
Francq, Christian
1
Galakis, John
1
Ghysels, Eric
1
Han, Xiaoyi
1
Harvey, David I.
1
Hizmeri, Rodrigo
1
Izzeldin, Marwan
1
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1
Jing, Bingyi
1
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1
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1
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1
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Lee, Lung-fei
1
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1
Lewis, Alan L.
1
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1
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Econometric theory
Quantitative finance
Journal of econometrics
166
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
65
Economics letters
39
Econometric reviews
31
Economic modelling
29
International journal of forecasting
25
Journal of empirical finance
24
Journal of financial econometrics : official journal of the Society for Financial Econometrics
22
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
22
Finance research letters
19
The econometrics journal
19
Econometrics : open access journal
17
European journal of operational research : EJOR
17
Journal of the American Statistical Association : JASA
17
Computational economics
16
International journal of theoretical and applied finance
16
Journal of banking & finance
16
Journal of economic dynamics & control
16
Journal of forecasting
16
Journal of risk and financial management : JRFM
15
Journal of applied econometrics
14
Journal of financial econometrics
14
Applied economics
13
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
11
Finance and stochastics
11
Journal of quantitative economics
11
Insurance / Mathematics & economics
10
Journal of mathematical finance
10
Risks : open access journal
10
Applied economics letters
9
Asia-Pacific financial markets
8
International journal of economics and financial issues : IJEFI
8
International journal of financial engineering
8
Marketing science : the marketing journal of the Institute for Operations Research and the Management Sciences
8
Mathematical finance : an international journal of mathematics, statistics and financial theory
8
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ECONIS (ZBW)
38
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1
Estimates of derivatives of (log) densities and related objects
Pinkse, Joris
;
Schurter, Karl
- In:
Econometric theory
39
(
2023
)
2
,
pp. 321-356
Persistent link: https://www.econbiz.de/10014306313
Saved in:
2
Markovian approximations of stochastic Volterra equations with the fractional kernel
Bayer, Christian
;
Breneis, Simon
- In:
Quantitative finance
23
(
2023
)
1
,
pp. 53-70
Persistent link: https://www.econbiz.de/10013490954
Saved in:
3
GARCH-UGH : a bias-reduced approach for dynamic extreme Value-at-Risk estimation in financial time series
Kaibuchi, Hibiki
;
Kawasaki, Yoshinori
;
Stupfler, G.
- In:
Quantitative finance
22
(
2022
)
7
,
pp. 1277-1294
Persistent link: https://www.econbiz.de/10013367899
Saved in:
4
A generalized heterogeneous autoregressive model using market information
Hizmeri, Rodrigo
;
Izzeldin, Marwan
;
Nolte, Ingmar
; …
- In:
Quantitative finance
22
(
2022
)
8
,
pp. 1513-1534
Persistent link: https://www.econbiz.de/10013367925
Saved in:
5
Estimating correlations among elliptically distributed random variables under any form of heteroskedasticity
Pelagatti, Matteo
;
Sbrana, Giacomo
- In:
Quantitative finance
24
(
2024
)
3/4
,
pp. 451-464
Persistent link: https://www.econbiz.de/10014552077
Saved in:
6
Implied volatility directional forecasting : a machine learning approach
Vrontos, Spyridon D.
;
Galakis, John
;
Vrontos, Ioannis D.
- In:
Quantitative finance
21
(
2021
)
10
,
pp. 1687-1706
Persistent link: https://www.econbiz.de/10012653707
Saved in:
7
Forecasting exchange rates using asymmetric losses : a Bayesian approach
Tsiotas, Georgios
- In:
Quantitative finance
22
(
2022
)
2
,
pp. 273-287
Persistent link: https://www.econbiz.de/10013167737
Saved in:
8
Proof of non-convergence of the short-maturity expansion for the SABR model
Lewis, Alan L.
;
Pirjol, Dan
- In:
Quantitative finance
22
(
2022
)
9
,
pp. 1747-1757
Persistent link: https://www.econbiz.de/10013367944
Saved in:
9
No arbitrage global parametrization for the eSSVI volatility surface
Mingone, A.
- In:
Quantitative finance
22
(
2022
)
12
,
pp. 2205-2217
Persistent link: https://www.econbiz.de/10013490938
Saved in:
10
The limitations of estimating implied densities from option prices
Shelton, Austin
;
Kane, Hayden
;
Favreau, Charles
- In:
Quantitative finance
21
(
2021
)
11
,
pp. 1885-1904
Persistent link: https://www.econbiz.de/10012696789
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