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subject:"Volatility"
type_genre:"Article in journal"
~isPartOf:"Finance research letters"
~subject:"Sampling"
~subject:"Statistische Verteilung"
~subject:"Stochastic process"
~subject:"Zeitreihenanalyse"
~type_genre:"Bibliografie"
~type_genre:"Government document"
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Search: subject_exact:"Estimation theory"
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Volatility
Sampling
Statistische Verteilung
Stochastic process
Zeitreihenanalyse
Estimation theory
63
Schätztheorie
63
Estimation
18
Schätzung
18
Portfolio selection
16
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Ardia, David
2
De Luca, Giovanni
2
Rivieccio, Giorgia
2
Wu, Xinyu
2
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1
Arnerić, Josip
1
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1
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1
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Finance research letters
Journal of econometrics
456
Economics letters
198
Econometric theory
196
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
195
Econometric reviews
129
International journal of forecasting
80
Journal of the American Statistical Association : JASA
77
Journal of forecasting
67
Econometrics : open access journal
66
Applied economics letters
65
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
62
The econometrics journal
62
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
59
Insurance / Mathematics & economics
58
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57
Statistics in transition : an international journal of the Polish Statistical Association
56
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50
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49
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46
Journal of applied econometrics
44
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43
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40
Journal of financial econometrics : official journal of the Society for Financial Econometrics
35
Série des documents de travail / Centre de Recherche en Économie et Statistique
33
European journal of operational research : EJOR
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Journal of financial econometrics
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Oxford bulletin of economics and statistics
30
Journal of risk and financial management : JRFM
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Journal of banking & finance
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The review of economics and statistics
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International journal of theoretical and applied finance
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Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
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The North American journal of economics and finance : a journal of financial economics studies
18
Empirical economics : a quarterly journal of the Institute for Advanced Studies
17
International journal of economics and financial issues : IJEFI
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1
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:
2
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
Saved in:
3
Estimating the US trend short-term interest rate
Beechey, Meredith Jane
;
Österholm, Pär
;
Poon, Aubrey
- In:
Finance research letters
55
(
2023
)
1
,
pp. 1-8
Persistent link: https://www.econbiz.de/10014473294
Saved in:
4
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:
5
An improved FIGARCH model with the fractional differencing operator (1-νL>)d
Pan, Qunxing
;
Li, Peng
;
Du, Xiuli
- In:
Finance research letters
55
(
2023
)
2
,
pp. 1-13
Persistent link: https://www.econbiz.de/10014473485
Saved in:
6
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:
7
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:
8
Challenging golden standards in EWMA smoothing parameter calibration based on realized covariance measures
Hartkopf, Jan Patrick
;
Reh, Laura
- In:
Finance research letters
56
(
2023
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014473708
Saved in:
9
Correlation impulse response functions
Hafner, Christian M.
;
Herwartz, Helmut
- In:
Finance research letters
57
(
2023
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014513333
Saved in:
10
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:
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