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subject:"Volatility"
type_genre:"Article in journal"
~isPartOf:"Journal of banking & finance"
~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~subject:"Bayesian inference"
~subject:"Statistical distribution"
~type_genre:"Government document"
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Search: subject_exact:"Estimation theory"
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Volatility
Bayesian inference
Statistical distribution
Estimation theory
147
Schätztheorie
147
Estimation
43
Schätzung
42
Time series analysis
30
Zeitreihenanalyse
30
Volatilität
29
Theorie
23
Theory
23
Portfolio selection
22
Portfolio-Management
22
ARCH model
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41
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Article in journal
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41
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English
41
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Gallant, A. Ronald
2
Alexander, Carol
1
Amengual, Dante
1
Andreou, Alena
1
Balter, Janine
1
Bormann, Carsten
1
Bos, Charles S.
1
Brailsford, Timothy J.
1
Bregantini, Daniele
1
Caldeira, João F.
1
Carrasco, Marine
1
Cenedese, Gino
1
Chen, Yi-ting
1
Clements, Adam
1
Corsi, Fulvio
1
Ergün, Tolga A.
1
Escobar, Marcos
1
Faff, Robert W.
1
Fan, Jianqing
1
Fan, Yingying
1
Feng, Guohua
1
Francq, Christian
1
Frederiksen, Per
1
Geweke, John
1
Ghysels, Eric
1
Girardi, Giulio
1
Golosnoy, Vasyl
1
Griffin, Jim
1
Hamid, Alain
1
Hartmann-Wendels, Thomas
1
Hassler, Uwe
1
Herwartz, Helmut
1
Horváth, Lajos
1
Härdle, Wolfgang
1
Ikeda, Shin S.
1
Janus, Paweł
1
Jondeau, Eric
1
Kaeck, Andreas
1
Kanniainen, Juho
1
Kim, Chae-yŏng
1
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Journal of banking & finance
Journal of financial econometrics : official journal of the Society for Financial Econometrics
Journal of econometrics
210
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
85
Economics letters
60
Insurance / Mathematics & economics
51
Econometric reviews
49
Econometric theory
41
International journal of forecasting
34
Journal of the American Statistical Association : JASA
32
The econometrics journal
32
Economic modelling
30
Journal of empirical finance
28
Statistics in transition : an international journal of the Polish Statistical Association
27
Econometrics : open access journal
26
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
26
European journal of operational research : EJOR
23
Journal of forecasting
21
Computational economics
20
Finance research letters
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Journal of financial econometrics
20
Quantitative finance
20
Journal of risk and financial management : JRFM
19
Applied economics
17
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
17
Risks : open access journal
16
Applied economics letters
15
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
15
International journal of theoretical and applied finance
15
Journal of applied econometrics
15
Journal of economic dynamics & control
14
Quantitative economics : QE ; journal of the Econometric Society
14
Statistical papers
14
Journal of mathematical finance
13
Journal of quantitative economics
13
The North American journal of economics and finance : a journal of financial economics studies
13
Journal of risk
12
Empirical economics : a quarterly journal of the Institute for Advanced Studies
9
Finance and stochastics
9
Scandinavian actuarial journal
9
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ECONIS (ZBW)
41
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1
Weighted least squares realized covariation estimation
Li, Yifan
;
Nolte, Ingmar
;
Vasios, Michalis
;
Voev, Valeri
; …
- In:
Journal of banking & finance
137
(
2022
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013460187
Saved in:
2
Sensitivity-implied tail-correlation matrices
Paulusch, Joachim
;
Schlütter, Sebastian
- In:
Journal of banking & finance
134
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013400104
Saved in:
3
A non-elliptical orthogonal GARCH model for portfolio selection under transaction costs
Paolella, Marc S.
;
Polak, Pawel
;
Walker, Patrick S.
- In:
Journal of banking & finance
125
(
2021
),
pp. 1-20
Persistent link: https://www.econbiz.de/10012819586
Saved in:
4
Estimating the probability of informed trading : A Bayesian approach
Griffin, Jim
;
Oberoi, Jaideep
;
Oduro, Samuel D.
- In:
Journal of banking & finance
125
(
2021
),
pp. 1-22
Persistent link: https://www.econbiz.de/10012819606
Saved in:
5
A practical guide to harnessing the HAR volatility model
Clements, Adam
;
Preve, Daniel P. A.
- In:
Journal of banking & finance
133
(
2021
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013256626
Saved in:
6
Affine multivariate GARCH models
Escobar, Marcos
;
Rastegari, Javad
;
Stentoft, Lars
- In:
Journal of banking & finance
118
(
2020
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012521059
Saved in:
7
Combining multivariate volatility forecasts: an economic-based approach
Caldeira, João F.
;
Moura, Guilherme Valle
;
Nogales, …
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
2
,
pp. 247-285
Persistent link: https://www.econbiz.de/10011987429
Saved in:
8
Beyond dimension two : a test for higher-order tail risk
Bormann, Carsten
;
Schaumburg, Julia
;
Schienle, Melanie
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
3
,
pp. 552-580
Persistent link: https://www.econbiz.de/10011623690
Saved in:
9
Quantile regression for long memory testing : a case of realized volatility
Hassler, Uwe
;
Rodrigues, Paulo M. M.
;
Rubia, Antonio
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
4
,
pp. 693-724
Persistent link: https://www.econbiz.de/10011623824
Saved in:
10
Multivariate moments expansion density : application of the dynamic equicorrelation model
Ñíguez, Trino-Manuel
;
Perote, Javier
- In:
Journal of banking & finance
72
(
2016
),
pp. 216-232
Persistent link: https://www.econbiz.de/10011637138
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