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subject:"Volatility"
type_genre:"Article in journal"
~isPartOf:"Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria"
~isPartOf:"Finance research letters"
~subject:"Bayesian inference"
~subject:"Schätztheorie"
~type_genre:"Government document"
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Search: subject_exact:"Estimation theory"
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Volatility
Bayesian inference
Schätztheorie
Estimation theory
251
Estimation
66
Schätzung
66
Theorie
65
Theory
65
Time series analysis
45
Zeitreihenanalyse
45
Regression analysis
29
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29
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27
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27
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23
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18
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Baltagi, Badi H.
6
Krämer, Walter
5
Agiakloglou, Christos N.
3
Kim, Tae-hwan
3
Lechner, Michael
3
Ardia, David
2
Auer, Benjamin R.
2
Chiu, Wan-Yi
2
De Luca, Giovanni
2
Egger, Peter
2
Ericsson, Neil R.
2
Hendry, David F.
2
Huber, Martin
2
Kim, Yunmi
2
Lee, Hyejin
2
Lütkepohl, Helmut
2
Madan, Dilip B.
2
Maki, Daiki
2
McCabe, Brendan Peter Martin
2
McLaren, Keith Robert
2
Meng, Ming
2
Oh, Dong-Yop
2
Palma, Marco A.
2
Phillips, Peter C. B.
2
Rivieccio, Giorgia
2
Runde, Ralf
2
Schuhmacher, Frank
2
Shi, Yanlin
2
Siliverstovs, Boriss
2
Su, Liangjun
2
Tran, Kien C.
2
Ullah, Aman
2
Winkelmann, Rainer
2
Wu, Xinyu
2
Yamada, Hiroshi
2
Zhang, Yu Yvette
2
Adachi, Takanori
1
Adesina, Tola
1
Alaouze, Chris M.
1
Almanidis, Pavlos
1
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Conference on Economic Applications of Quantile Regressions <2000, Konstanz>
1
Universität Konstanz
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
Finance research letters
Journal of econometrics
1,601
Economics letters
961
Econometric theory
723
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
590
Econometric reviews
446
Journal of the American Statistical Association : JASA
324
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
312
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268
Journal of applied econometrics
220
Applied economics letters
198
Oxford bulletin of economics and statistics
187
European journal of operational research : EJOR
177
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169
Journal of quantitative economics : official journal of the Indian Econometric Society
166
International journal of forecasting
153
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146
The review of economics and statistics
146
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139
Série des documents de travail / Centre de Recherche en Économie et Statistique
136
Quantitative economics : QE ; journal of the Econometric Society
127
Journal of forecasting
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Insurance / Mathematics & economics
117
Computational economics
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Statistical papers
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Statistics in transition : an international journal of the Polish Statistical Association
96
Journal of economic dynamics & control
88
The review of economic studies
86
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
83
American journal of agricultural economics
77
Journal of empirical finance
75
Journal of banking & finance
74
Journal of financial econometrics : official journal of the Society for Financial Econometrics
73
International economic review
70
Annales d'économie et de statistique
69
Metrika : international journal for theoretical and applied statistics
68
Operations research
62
Empirical economics : a quarterly journal of the Institute for Advanced Studies
61
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ECONIS (ZBW)
251
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1
A critical analysis of the Weighted Least Squares Monte Carlo method for pricing American options
Reesor, R. Mark
;
Stentoft, Lars
;
Zhu, Xiaotian
- In:
Finance research letters
64
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014531706
Saved in:
2
Estimation of fixed effects partially linear varying coefficient spatial autoregressive model with disturbances correlated in space and time
Li, Bogui
;
Chen, Hao
- In:
Finance research letters
59
(
2024
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014445336
Saved in:
3
Nonparametric statistical inference for stochastic optimal control problems and its applications for financial investment
Yang, Liu
;
Liang, Yanzi
;
Lan, Xinchen
;
Lu, Zheng
- In:
Finance research letters
64
(
2024
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014531668
Saved in:
4
Shrinkage and thresholding approaches for expected utility portfolios : an analysis in terms of predictive ability
Dutta, Sumanjay
;
Jain, Shashi
- In:
Finance research letters
64
(
2024
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014531731
Saved in:
5
Predicting stock market returns with average correlation and average variance : decomposition approach
Oh, Jong-Min
- In:
Finance research letters
63
(
2024
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014531460
Saved in:
6
Estimation for generalized linear cointegration regression models through composite quantile regression approach
Liu, Bingqi
;
Pang, Tianxiao
;
Cheng, Siang
- In:
Finance research letters
65
(
2024
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014563764
Saved in:
7
Non-linear shrinkage of the price return covariance matrix is far from optimal for portfolio optimization
Bongiorno, Christian
;
Challet, Damien
- In:
Finance research letters
52
(
2023
),
pp. 1-5
Persistent link: https://www.econbiz.de/10014472232
Saved in:
8
Is the empirical out-of-sample variance an informative risk measure for the high-dimensional portfolios?
Bodnar, Taras
;
Parolya, Nestor
;
Thorsén, Erik
- In:
Finance research letters
54
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014472777
Saved in:
9
Confidence intervals for stress test predictions
Kopeliovich, Yaacov
;
Shea, Kevin
- In:
Finance research letters
55
(
2023
)
1
,
pp. 1-6
Persistent link: https://www.econbiz.de/10014472996
Saved in:
10
LIBOR meets machine learning : A Lasso regression approach to detecting data irregularities
Pontines, Victor
;
Rummel, Ole
- In:
Finance research letters
55
(
2023
)
1
,
pp. 1-5
Persistent link: https://www.econbiz.de/10014473047
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