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subject:"Volatility"
type_genre:"Article in journal"
~isPartOf:"Finance research letters"
~subject:"Panel study"
~subject:"Statistische Verteilung"
~type_genre:"Government document"
~type_genre:"Textbook"
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Search: subject_exact:"Estimation theory"
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Volatility
Panel study
Statistische Verteilung
Estimation theory
62
Schätztheorie
62
Estimation
18
Schätzung
18
Portfolio selection
15
Portfolio-Management
15
Capital income
14
Kapitaleinkommen
14
ARCH model
12
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Volatilität
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Time series analysis
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Ardia, David
2
Wu, Xinyu
2
Adesina, Tola
1
Arnerić, Josip
1
Auer, Benjamin R.
1
Bluteau, Keven
1
Bonaparte, Yosef
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
Lee, Kyungsub
1
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1
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Wang, King
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Xie, Haibin
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Finance research letters
Journal of econometrics
316
Economics letters
137
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
105
Econometric reviews
96
The econometrics journal
65
Econometric theory
60
Insurance / Mathematics & economics
44
Economic modelling
31
Applied economics letters
30
Econometrics : open access journal
29
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
27
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
25
International journal of forecasting
25
Journal of empirical finance
25
Applied economics
24
Statistics in transition : an international journal of the Polish Statistical Association
24
Empirical economics : a quarterly journal of the Institute for Advanced Studies
22
Journal of risk and financial management : JRFM
22
Journal of the American Statistical Association : JASA
22
Computational economics
21
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
21
Journal of financial econometrics
20
Oxford bulletin of economics and statistics
20
Journal of banking & finance
19
Journal of financial econometrics : official journal of the Society for Financial Econometrics
19
European journal of operational research : EJOR
17
Quantitative finance
17
Journal of forecasting
16
International journal of theoretical and applied finance
15
Quantitative economics : QE ; journal of the Econometric Society
14
Risks : open access journal
14
Journal of mathematical finance
13
Statistical papers
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Journal of applied econometrics
12
Journal of risk
12
Regional science & urban economics
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The North American journal of economics and finance : a journal of financial economics studies
12
International journal of economics and financial issues : IJEFI
11
Journal of econometric methods
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ECONIS (ZBW)
17
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1
Recurrent neural network based parameter estimation of Hawkes model on high-frequency financial data
Lee, Kyungsub
- In:
Finance research letters
55
(
2023
)
1
,
pp. 1-6
Persistent link: https://www.econbiz.de/10014473319
Saved in:
2
Do extreme range estimators improve realized volatility forecasts? : evidence from G7 Stock Markets
Korkusuz, Burak
;
Kambouroudis, Dimos
;
McMillan, David G.
- In:
Finance research letters
55
(
2023
)
2
,
pp. 1-7
Persistent link: https://www.econbiz.de/10014473523
Saved in:
3
The Chinese oil futures volatility : evidence from high-low estimator information
Huang, Xiaozhou
;
Wang, Yubao
;
Song, Juan
- In:
Finance research letters
56
(
2023
),
pp. 1-4
Persistent link: https://www.econbiz.de/10014473684
Saved in:
4
S&P volatility, VIX, and asymptotic volatility estimates
Bonaparte, Yosef
;
Chatrath, Arjun
;
Christie-David, Rohan
- In:
Finance research letters
51
(
2023
),
pp. 1-5
Persistent link: https://www.econbiz.de/10014286751
Saved in:
5
A discussion on the robustness of conditional heteroskedasticity models : simulation evidence and applications of the crude oil returns
Shi, Yanlin
- In:
Finance research letters
44
(
2022
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014494772
Saved in:
6
A realized EGARCH-MIDAS model with higher moments
Wu, Xinyu
;
Xie, Haibin
- In:
Finance research letters
38
(
2021
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012485028
Saved in:
7
Comparison of range-based volatility estimators against integrated volatility in European emerging markets
Arnerić, Josip
;
Matković, Mario
;
Sorić, Petar
- In:
Finance research letters
28
(
2019
),
pp. 118-124
Persistent link: https://www.econbiz.de/10012388033
Saved in:
8
Regime changes in Bitcoin GARCH volatility dynamics
Ardia, David
;
Bluteau, Keven
;
Rüede, Maxime
- In:
Finance research letters
29
(
2019
),
pp. 266-271
Persistent link: https://www.econbiz.de/10012419095
Saved in:
9
Optimization of multi-period portfolio model after fitting best distribution
Kamali, Rezvan
;
Mahmoodi, Safieh
;
Jahandideh, Mohammad-Taghi
- In:
Finance research letters
30
(
2019
),
pp. 44-50
Persistent link: https://www.econbiz.de/10012420187
Saved in:
10
Forecasting realized variance using asymmetric HAR model with time-varying coefficients
Wu, Xinyu
;
Hou, Xinmeng
- In:
Finance research letters
30
(
2019
),
pp. 89-95
Persistent link: https://www.econbiz.de/10012420297
Saved in:
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