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subject:"Volatility"
type_genre:"Article in journal"
~isPartOf:"Journal of banking & finance"
~isPartOf:"Journal of the American Statistical Association : JASA"
~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
398
Schätztheorie
398
Regression analysis
94
Regressionsanalyse
94
Nichtparametrisches Verfahren
83
Nonparametric statistics
83
Estimation
52
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Dunson, David B.
4
Fan, Jianqing
2
Hall, Peter
2
Jing, Bingyi
2
Puig, Pedro
2
Aban, Inmaculada B.
1
Alexander, Carol
1
Aït-Sahalia, Yacine
1
Basu, Sanjib
1
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1
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1
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1
Brooks, Steve
1
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1
Casella, George
1
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1
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1
Choudhuri, Nidhan
1
Clements, Adam
1
Corkrey, Ross
1
Cruz-Marcelo, Alejandro
1
Durban, John W.
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
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1
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Journal of banking & finance
Journal of the American Statistical Association : JASA
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
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
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
26
European journal of operational research : EJOR
23
Journal of financial econometrics : official journal of the Society for Financial Econometrics
21
Journal of forecasting
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Computational economics
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Finance research letters
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Journal of risk and financial management : JRFM
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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
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Journal of quantitative economics
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The North American journal of economics and finance : a journal of financial economics studies
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Journal of risk
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
9
Finance and stochastics
9
Scandinavian actuarial journal
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ECONIS (ZBW)
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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
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
Saved in:
8
A parametric alternative to the Hill estimator for heavy-tailed distributions
Kim, Joseph H. T.
;
Kim, Joocheol
- In:
Journal of banking & finance
54
(
2015
),
pp. 60-71
Persistent link: https://www.econbiz.de/10011377782
Saved in:
9
Forecasting portfolio-Value-at-Risk with nonparametric lower tail dependence estimates
Siburg, Karl Friedrich
;
Stoimenov, Pavel
;
Weiß, Gregor
- In:
Journal of banking & finance
54
(
2015
),
pp. 129-140
Persistent link: https://www.econbiz.de/10011377805
Saved in:
10
Estimating the price impact of trades in a high-frequency microstructure model with jumps
Jondeau, Eric
;
Lahaye, Jérôme
;
Rockinger, Michael
- In:
Journal of banking & finance
61
(
2015
)
2
,
pp. 205-224
Persistent link: https://www.econbiz.de/10011585573
Saved in:
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