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subject:"Volatility"
type_genre:"Article in journal"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~isPartOf:"Quantitative finance"
~subject:"Estimation"
~subject:"Portfolio-Management"
~subject:"Statistical distribution"
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Search: subject_exact:"Estimation theory"
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Volatility
Estimation
Portfolio-Management
Statistical distribution
Estimation theory
628
Schätztheorie
628
Theorie
195
Theory
195
Time series analysis
148
Zeitreihenanalyse
148
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140
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112
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Article in journal
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203
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Liesenfeld, Roman
4
Su, Liangjun
4
Gao, Jiti
3
Ghysels, Eric
3
Hsu, Yu-Chin
3
Li, Qi
3
Lieli, Robert P.
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Lucas, André
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2
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2
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2
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2
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Wang, Hansheng
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2
Yamagata, Takashi
2
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2
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2
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Quantitative finance
Journal of econometrics
338
Economics letters
143
Econometric reviews
90
Economic modelling
64
Applied economics letters
61
Econometric theory
59
Insurance / Mathematics & economics
57
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
55
Applied economics
49
Journal of banking & finance
49
The econometrics journal
49
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
48
Journal of empirical finance
45
European journal of operational research : EJOR
43
International journal of forecasting
43
Journal of applied econometrics
43
Journal of the American Statistical Association : JASA
42
Finance research letters
38
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35
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35
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31
Journal of financial econometrics : official journal of the Society for Financial Econometrics
30
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30
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29
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
27
Statistics in transition : an international journal of the Polish Statistical Association
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Journal of risk
25
International journal of economics and financial issues : IJEFI
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The review of economics and statistics
23
International journal of theoretical and applied finance
22
Energy economics
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Risks : open access journal
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The North American journal of economics and finance : a journal of financial economics studies
19
Journal of economic dynamics & control
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ECONIS (ZBW)
203
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1
Do price trajectory data increase the efficiency of market impact estimation?
Li, Fengpei
;
Ihnatiuk, Vitalii
;
Chen, Yu
;
Lin, Jiahe
; …
- In:
Quantitative finance
24
(
2024
)
5
,
pp. 545-568
Persistent link: https://www.econbiz.de/10014552104
Saved in:
2
No-crossing single-index quantile regression curve estimation
Jiang, Rong
;
Yu, Keming
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
2
,
pp. 309-320
Persistent link: https://www.econbiz.de/10014448153
Saved in:
3
Estimating density ratio of marginals to joint : applications to causal inference
Matsushita, Yukitoshi
;
Otsu, Taisuke
;
Takahata, Keisuke
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
2
,
pp. 467-481
Persistent link: https://www.econbiz.de/10014448247
Saved in:
4
Singular conditional autoregressive Wishart model for realized covariance matrices
Alfelt, Gustav
;
Bodnar, Taras
;
Javed, Farrukh
;
Tyrcha, …
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
3
,
pp. 833-845
Persistent link: https://www.econbiz.de/10014448443
Saved in:
5
An eigenvalue distribution derived "Stability Measure" for evaluating Minimum Variance portfolios
Smyth, William
;
Broby, Daniel
- In:
Quantitative finance
23
(
2023
)
3
,
pp. 521-537
Persistent link: https://www.econbiz.de/10014232686
Saved in:
6
Optimal shrinkage-based portfolio selection in high dimensions
Bodnar, Taras
;
Okhrin, Yarema
;
Parolya, Nestor
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
1
,
pp. 140-156
Persistent link: https://www.econbiz.de/10013540653
Saved in:
7
Extreme value estimation for heterogeneous data
Einmahl, John H. J.
;
He, Yi
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
1
,
pp. 255-269
Persistent link: https://www.econbiz.de/10013540838
Saved in:
8
Markovian approximations of stochastic Volterra equations with the fractional kernel
Bayer, Christian
;
Breneis, Simon
- In:
Quantitative finance
23
(
2023
)
1
,
pp. 53-70
Persistent link: https://www.econbiz.de/10013490954
Saved in:
9
Adaptive testing for cointegration with nonstationary volatility
Boswijk, Herman Peter
;
Zu, Yang
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
2
,
pp. 744-755
Persistent link: https://www.econbiz.de/10013534484
Saved in:
10
The incidental parameters problem in testing for remaining cross-section correlation
Juodis, Artūras
;
Reese, Simon
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
3
,
pp. 1191-1203
Persistent link: https://www.econbiz.de/10013539484
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