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subject:"Volatility"
type_genre:"Article in journal"
~isPartOf:"International journal of theoretical and applied finance"
~isPartOf:"Journal of macroeconomics"
~subject:"Sampling"
~subject:"Statistical test"
~subject:"Statistischer Test"
~subject:"USA"
~type_genre:"Conference proceedings"
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Search: subject_exact:"Estimation theory"
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Volatility
Sampling
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Statistischer Test
USA
Estimation theory
78
Schätztheorie
78
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23
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23
Time series analysis
16
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Anderson, Richard G.
3
Hoffman, Dennis L.
3
Rasche, Robert H.
3
Gatheral, Jim
2
Albani, Vinícius
1
Ammou, Samir Ben
1
Baldeaux, jan
1
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1
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1
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International journal of theoretical and applied finance
Journal of macroeconomics
Journal of econometrics
323
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
182
Economics letters
106
Econometric reviews
91
Econometric theory
64
The econometrics journal
55
The review of economics and statistics
49
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
46
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39
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39
Statistics in transition : an international journal of the Polish Statistical Association
36
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32
International journal of forecasting
31
Journal of empirical finance
30
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28
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26
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25
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
24
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24
Journal of financial econometrics : official journal of the Society for Financial Econometrics
23
American journal of agricultural economics
22
Journal of banking & finance
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Oxford bulletin of economics and statistics
19
The journal of futures markets
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Finance research letters
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European journal of operational research : EJOR
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ECONIS (ZBW)
28
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1
Moment approximations of displaced forward-LIBOR rates with application to swaptions
Van Appel, Jacques
;
McWalter, Thomas A.
- In:
International journal of theoretical and applied finance
23
(
2020
)
7
,
pp. 1-29
Persistent link: https://www.econbiz.de/10012496904
Saved in:
2
On tail fatness of macroeconomic dynamics
Liu, Xiaochun
- In:
Journal of macroeconomics
62
(
2019
),
pp. 1-18
Persistent link: https://www.econbiz.de/10012243478
Saved in:
3
Self-selection and treatment effects : revisiting the effectiveness of foreign exchange intervention
Pontines, Victor
- In:
Journal of macroeconomics
57
(
2018
),
pp. 299-316
Persistent link: https://www.econbiz.de/10012127989
Saved in:
4
Convex regularization of local volatility estimation
Albani, Vinícius
;
Cezaro, Adriano de
;
Zubelli, Jorge P.
- In:
International journal of theoretical and applied finance
20
(
2017
)
1
,
pp. 1-37
Persistent link: https://www.econbiz.de/10011686808
Saved in:
5
Tighter bounds for implied volatility
Gatheral, Jim
;
Matić, Ivan
;
Radoičić, Radoš
; …
- In:
International journal of theoretical and applied finance
20
(
2017
)
5
,
pp. 1-14
Persistent link: https://www.econbiz.de/10011733970
Saved in:
6
Spurious regressions and near-multicollinearity, with an application to aid, policies and growth
Chatelain, Jean-Bernard
;
Ralf, Kirsten
- In:
Journal of macroeconomics
39
(
2014
)
1
,
pp. 85-96
Persistent link: https://www.econbiz.de/10010494123
Saved in:
7
VaR/CVaR estimation under stochastic volatility models
Han, Chuan-Hsiang
;
Liu, Wei-han
;
Chen, Tzu-ying
- In:
International journal of theoretical and applied finance
17
(
2014
)
2
,
pp. 1-35
Persistent link: https://www.econbiz.de/10010363922
Saved in:
8
An application of the method of moments to range-based volatility estimation using daily high, low, opening, and closing (HLOC) prices
Buescu, Cristin
;
Taksar, Michael I.
;
Koné, Fatoumata J.
- In:
International journal of theoretical and applied finance
16
(
2013
)
5
,
pp. 1-24
Persistent link: https://www.econbiz.de/10009784042
Saved in:
9
A general computation scheme for a high-order asymptotic expansion method
Takahashi, Akihiko
;
Takehara, Kohta
;
Toda, Masashi
- In:
International journal of theoretical and applied finance
15
(
2012
)
6
,
pp. 1-25
Persistent link: https://www.econbiz.de/10009672591
Saved in:
10
Exact simulation of the 3/2 model
Baldeaux, jan
- In:
International journal of theoretical and applied finance
15
(
2012
)
5
,
pp. 1-13
Persistent link: https://www.econbiz.de/10009672611
Saved in:
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