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subject:"Volatility"
type_genre:"Article in journal"
~isPartOf:"Journal of banking & finance"
~subject:"Börsenkurs"
~subject:"Time series analysis"
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Search: subject_exact:"Estimation theory"
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Volatility
Börsenkurs
Time series analysis
Estimation theory
74
Schätztheorie
74
Estimation
28
Schätzung
27
Portfolio selection
18
Portfolio-Management
18
Theorie
14
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14
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13
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10
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Article in journal
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English
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Taylor, Stephen
2
Alexander, Carol
1
Baik, Hyeoncheol
1
Bekiros, Stelios D.
1
Berglund, Tom
1
Brailsford, Timothy J.
1
Bregantini, Daniele
1
Cenedese, Gino
1
Chan, Kalok
1
Chung, Kee H.
1
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1
Clements, Adam
1
Corhay, Albert
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
Jong, Frank de
1
Joo, Sunghoon
1
Kaeck, Andreas
1
Kanniainen, Juho
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1
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Lahaye, Jérôme
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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 econometrics
372
Econometric theory
169
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
164
Economics letters
154
Econometric reviews
97
International journal of forecasting
70
Journal of forecasting
64
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
57
Applied economics letters
55
Econometrics : open access journal
51
Economic modelling
46
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
44
Journal of empirical finance
43
The econometrics journal
43
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
41
Journal of time series econometrics
40
Applied economics
38
Journal of the American Statistical Association : JASA
37
Computational economics
36
Journal of applied econometrics
36
Journal of financial econometrics : official journal of the Society for Financial Econometrics
33
Finance research letters
26
Journal of risk and financial management : JRFM
23
Oxford bulletin of economics and statistics
23
Quantitative finance
21
Journal of financial econometrics
20
The North American journal of economics and finance : a journal of financial economics studies
18
International journal of economics and financial issues : IJEFI
17
The review of economics and statistics
16
International journal of theoretical and applied finance
15
Journal of economic dynamics & control
15
Journal of macroeconomics
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The review of economic studies
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Quantitative economics : QE ; journal of the Econometric Society
14
Empirical economics : a quarterly journal of the Institute for Advanced Studies
12
Journal of quantitative economics
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Energy economics
11
International journal of economics and finance
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Journal of mathematical finance
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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
A bank's optimal capital ratio : a time-varying parameter model to the partial adjustment framework
Baik, Hyeoncheol
;
Han, Sumin
;
Joo, Sunghoon
;
Lee, Kangbok
- In:
Journal of banking & finance
142
(
2022
),
pp. 1-25
Persistent link: https://www.econbiz.de/10013473072
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
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:
5
Modeling persistent interest rates with double-autoregressive processes
Hansen, Anne Lundgaard
- In:
Journal of banking & finance
133
(
2021
),
pp. 1-14
Persistent link: https://www.econbiz.de/10013257376
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
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:
9
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:
10
Exchange rates and fundamentals : co-movement, long-run relationships and short-run dynamics
Bekiros, Stelios D.
- In:
Journal of banking & finance
39
(
2014
),
pp. 117-134
Persistent link: https://www.econbiz.de/10010340766
Saved in:
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