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subject:"Volatility"
type_genre:"Article in journal"
~isPartOf:"Journal of mathematical finance"
~subject:"Statistical test"
~type:"article"
~type_genre:"Book section"
~type_genre:"Übersichtsarbeit"
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Search: subject_exact:"Estimation theory"
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Volatility
Statistical test
Estimation theory
25
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25
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7
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7
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7
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Statistical distribution
7
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Bishwal, Jaya Prakasah Narayan
1
Ensor, Katherine Bennett
1
Epaphra, Manamba
1
Esen, Halil Erturk
1
Ginley, Matthew
1
Gumbo, Victor
1
Koulis, Theodoro
1
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1
Omari, Cyprian Ondieki
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Journal of mathematical finance
Journal of econometrics
254
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
85
Econometric reviews
74
Economics letters
66
Econometric theory
56
The econometrics journal
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26
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Journal of empirical finance
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Journal of financial econometrics
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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
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International journal of forecasting
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Quantitative economics : QE ; journal of the Econometric Society
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Applied economics letters
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Journal of banking & finance
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Finance research letters
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Journal of forecasting
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Journal of the American Statistical Association : JASA
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International journal of theoretical and applied finance
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Journal of time series econometrics
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Journal of risk and financial management : JRFM
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The North American journal of economics and finance : a journal of financial economics studies
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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European journal of operational research : EJOR
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Finance and stochastics
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The European journal of finance
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International journal of economics and financial issues : IJEFI
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Oxford bulletin of economics and statistics
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Decisions in economics and finance : DEF ; a journal of applied mathematics
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Journal of financial economics
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Handbook of financial time series
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1
Modelling volatility dynamics of cryptocurrencies using GARCH models
Ngunyi, Anthony
;
Mundia, Simon
;
Omari, Cyprian Ondieki
- In:
Journal of mathematical finance
9
(
2019
)
4
,
pp. 591-615
Persistent link: https://www.econbiz.de/10012433128
Saved in:
2
Modeling exchange rate volatility : application of the GARCH and EGARCH models
Epaphra, Manamba
- In:
Journal of mathematical finance
7
(
2017
)
1
,
pp. 121-143
Persistent link: https://www.econbiz.de/10011658449
Saved in:
3
Multivariate stochastic volatility estimation with sparse grid integration
Esen, Halil Erturk
- In:
Journal of mathematical finance
6
(
2016
)
1
,
pp. 68-81
Persistent link: https://www.econbiz.de/10011543122
Saved in:
4
An econometric approach to incorporating non-normality in VaR measurement
Gumbo, Victor
;
Siziba, Simiso
- In:
Journal of mathematical finance
6
(
2016
)
1
,
pp. 82-98
Persistent link: https://www.econbiz.de/10011543127
Saved in:
5
Simulation of leveraged ETF volatility using nonparametric density estimation
Ginley, Matthew
;
Scott, David W.
;
Ensor, Katherine Bennett
- In:
Journal of mathematical finance
5
(
2015
)
5
,
pp. 457-479
Persistent link: https://www.econbiz.de/10011440276
Saved in:
6
Recursive estimation for continuous time stochastic volatility models using the Milstein approximation
Koulis, Theodoro
;
Paseka, Alexander
;
Thavaneswaran, …
- In:
Journal of mathematical finance
3
(
2013
)
3
,
pp. 357-365
Persistent link: https://www.econbiz.de/10010239543
Saved in:
7
Maximum quasi-likelihood estimation in fractional Levy stochastic volatility model
Bishwal, Jaya Prakasah Narayan
- In:
Journal of mathematical finance
1
(
2011
)
3
,
pp. 58-62
Persistent link: https://www.econbiz.de/10009668523
Saved in:
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