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subject:"Volatility"
type_genre:"Article in journal"
~isPartOf:"Insurance / Mathematics & economics"
~isPartOf:"Journal of forecasting"
~subject:"Estimation"
~subject:"Multivariate Verteilung"
~subject:"Statistical distribution"
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Search: subject_exact:"Estimation theory"
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Volatility
Estimation
Multivariate Verteilung
Statistical distribution
Estimation theory
242
Schätztheorie
242
Forecasting model
85
Prognoseverfahren
85
Time series analysis
62
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62
Statistische Verteilung
48
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45
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88
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English
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Guillou, Armelle
5
Goegebeur, Yuri
4
Qin, Jing
3
Chan, Ngai Hang
2
Genest, Christian
2
Hou, Yanxi
2
Lopez, Olivier
2
Taylor, Greg
2
Taylor, James W.
2
Zhang, Zhimin
2
Abdelli, Jihane
1
Abraham, Bovas
1
Ahn, Jae Youn
1
Ai, Chunrong
1
Albrecher, Hansjörg
1
An, Yang
1
Angelini, Giovanni
1
Asamoah, Kwadwo
1
Avanzi, Benjamin
1
Balakrishna, N.
1
Ben-Zion, Uri
1
Benkhelifa, Lazhar
1
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1
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1
Bladt, Mogens
1
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1
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1
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1
Calderín-Ojeda, Enrique
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1
Chavez-Demoulin, Valérie
1
Chen, Bei
1
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1
Chen, Yu
1
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Insurance / Mathematics & economics
Journal of forecasting
Journal of econometrics
338
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
168
Economics letters
142
Econometric reviews
94
Economic modelling
64
Applied economics letters
60
Econometric theory
59
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
55
The econometrics journal
49
Applied economics
48
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
47
Journal of applied econometrics
43
International journal of forecasting
42
Journal of the American Statistical Association : JASA
42
Journal of banking & finance
40
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37
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36
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33
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32
European journal of operational research : EJOR
31
Statistics in transition : an international journal of the Polish Statistical Association
29
Empirical economics : a quarterly journal of the Institute for Advanced Studies
28
Journal of financial econometrics
28
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
27
Finance research letters
27
Journal of risk and financial management : JRFM
27
Journal of financial econometrics : official journal of the Society for Financial Econometrics
26
Quantitative finance
25
International journal of economics and financial issues : IJEFI
23
The review of economics and statistics
23
Energy economics
21
Journal of risk
20
The North American journal of economics and finance : a journal of financial economics studies
19
Journal of economic dynamics & control
18
Risks : open access journal
18
International journal of theoretical and applied finance
16
The European journal of finance
16
Journal of mathematical finance
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1
Empirical prediction intervals for additive Holt-Winters methods under misspecification
Yang, Boning
;
Tang, Xinyi
;
Yau, Chun Yip
- In:
Journal of forecasting
43
(
2024
)
3
,
pp. 754-770
Persistent link: https://www.econbiz.de/10014532381
Saved in:
2
Dynamic forecasting for nonstationary high-frequency financial data with jumps based on series decomposition and reconstruction
Song, Yuping
;
Li, Zhenwei
;
Ma, Zhiren
;
Sun, Xiaoyu
- In:
Journal of forecasting
42
(
2023
)
5
,
pp. 1055-1068
Persistent link: https://www.econbiz.de/10014338810
Saved in:
3
Forecasting stock return volatility : realized volatility-type or duration-based estimators
Fei, Tianlun
;
Liu, Xiaoquan
;
Wen, Conghua
- In:
Journal of forecasting
42
(
2023
)
7
,
pp. 1594-1621
Persistent link: https://www.econbiz.de/10014432725
Saved in:
4
Large covariance estimation using a factor model with common and group-specific factors
Shi, Yafeng
;
Ai, Chunrong
;
Shi, Yanlong
;
Ying, Tingting
; …
- In:
Journal of forecasting
42
(
2023
)
8
,
pp. 2217-2248
Persistent link: https://www.econbiz.de/10014432877
Saved in:
5
Statistical inference for extreme extremile in heavy-tailed heteroscedastic regression model
Chen, Yu
;
Ma, Mengyuan
;
Sun, Hongfang
- In:
Insurance / Mathematics & economics
111
(
2023
),
pp. 142-162
Persistent link: https://www.econbiz.de/10014317142
Saved in:
6
Asymptotic properties of generalized shortfall risk measures for heavy-tailed risks
Mao, Tiantian
;
Stupfler, Gilles
;
Yang, Fan
- In:
Insurance / Mathematics & economics
111
(
2023
),
pp. 173-192
Persistent link: https://www.econbiz.de/10014317144
Saved in:
7
Nonparametric density estimation and risk quantification from tabulated sample moments
Lambert, Philippe
- In:
Insurance / Mathematics & economics
108
(
2023
),
pp. 177-189
Persistent link: https://www.econbiz.de/10013534519
Saved in:
8
Forecasting Bitcoin volatility : a new insight from the threshold regression model
Zhang, Yaojie
;
He, Mengxi
;
Wen, Danyan
;
Wang, Yudong
- In:
Journal of forecasting
41
(
2022
)
3
,
pp. 633-652
Persistent link: https://www.econbiz.de/10013166172
Saved in:
9
Estimating and backtesting risk under heavy tails
Pitera, Marcin
;
Schmidt, Thorsten
- In:
Insurance / Mathematics & economics
104
(
2022
),
pp. 1-14
Persistent link: https://www.econbiz.de/10013264930
Saved in:
10
Penalized quasi-likelihood estimation of generalized Pareto regression : consistent identification of risk factors for extreme losses
Meng, Jin
;
Chan, Kung-sik
- In:
Insurance / Mathematics & economics
104
(
2022
),
pp. 60-75
Persistent link: https://www.econbiz.de/10013264936
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