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subject:"Volatility"
type_genre:"Article in journal"
~isPartOf:"Journal of empirical finance"
~subject:"Bayesian inference"
~subject:"Korrelation"
~type_genre:"Government document"
~type_genre:"Non-commercial literature"
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Search: subject_exact:"Estimation theory"
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Volatility
Bayesian inference
Korrelation
Estimation theory
75
Schätztheorie
75
Time series analysis
24
Zeitreihenanalyse
24
Estimation
22
Schätzung
22
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20
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28
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Kristensen, Dennis
2
Abergel, Frédéric
1
Agosto, Arianna
1
Amado, Cristina
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Asai, Manabu
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Bauwens, Luc
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Cavaliere, Giuseppe
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1
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Rahbek, Anders
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Journal of empirical finance
Journal of econometrics
205
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
90
Economics letters
61
Discussion paper / Tinbergen Institute
39
Econometric reviews
37
Journal of the American Statistical Association : JASA
33
Econometric theory
30
Working paper / Department of Econometrics and Business Statistics, Monash University
30
Economic modelling
28
International journal of forecasting
28
The econometrics journal
26
Econometrics : open access journal
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Finance research letters
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Cambridge working papers in economics
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Journal of banking & finance
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Journal of forecasting
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Quantitative finance
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Journal of financial econometrics
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Applied economics letters
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CREATES research paper
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SFB 649 discussion paper
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Journal of applied econometrics
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CEMMAP working papers / Centre for Microdata Methods and Practice
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
16
CESifo working papers
15
European journal of operational research : EJOR
15
Applied economics
14
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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Working papers
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Discussion paper series / IZA
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
13
International journal of theoretical and applied finance
13
Journal of economic dynamics & control
13
Journal of quantitative economics
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Quantitative economics : QE ; journal of the Econometric Society
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1
An adaptive long memory conditional correlation model
Dark, Jonathan
- In:
Journal of empirical finance
75
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014491877
Saved in:
2
Using, taming or avoiding the factor zoo? : a double-shrinkage estimator for covariance matrices
De Nard, Gianluca
;
Zhao, Zhao
- In:
Journal of empirical finance
72
(
2023
),
pp. 23-35
Persistent link: https://www.econbiz.de/10014476795
Saved in:
3
Uncertainty in the Black-Litterman model : empirical estimation of the equilibrium
Fuhrer, Adrian
;
Hock, Thorsten
- In:
Journal of empirical finance
72
(
2023
),
pp. 251-275
Persistent link: https://www.econbiz.de/10014476878
Saved in:
4
Estimating and testing skewness in a stochastic volatility model
Lee, Cheol Woo
;
Kang, Kyu Ho
- In:
Journal of empirical finance
72
(
2023
),
pp. 445-467
Persistent link: https://www.econbiz.de/10014476881
Saved in:
5
Estimation with mixed data frequencies : a bias-correction approach
Ghosh, Anisha
;
Linton, Oliver
- In:
Journal of empirical finance
74
(
2023
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014477062
Saved in:
6
Bond and option prices with permanent shocks
Zoubi, Haitham al-
- In:
Journal of empirical finance
53
(
2019
),
pp. 272-290
Persistent link: https://www.econbiz.de/10012171645
Saved in:
7
Dynamic cross-autocorrelation in stock returns
Kinnunen, Jyri
- In:
Journal of empirical finance
40
(
2017
),
pp. 162-173
Persistent link: https://www.econbiz.de/10011744473
Saved in:
8
Marked Hawkes process modeling of price dynamics and volatility estimation
Lee, Kyungsub
;
Seo, Byoung Ki
- In:
Journal of empirical finance
40
(
2017
),
pp. 174-200
Persistent link: https://www.econbiz.de/10011745018
Saved in:
9
Nonparametric estimates of pricing functionals
Marinelli, Carlo
;
D'Addona, Stefano
- In:
Journal of empirical finance
44
(
2017
),
pp. 19-35
Persistent link: https://www.econbiz.de/10011817977
Saved in:
10
The benefits of improved covariance estimation
Turtle, Harry J.
;
Wang, Kainan
- In:
Journal of empirical finance
37
(
2016
),
pp. 233-246
Persistent link: https://www.econbiz.de/10011663041
Saved in:
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