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subject:"Volatility"
type_genre:"Article in journal"
~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
38
Schätztheorie
38
Volatilität
16
Schätzung
13
Time series analysis
10
Zeitreihenanalyse
10
Forecasting model
9
Prognoseverfahren
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Achab, Massil
1
Bacry, E.
1
Bayer, Christian
1
Behrendt, Simon
1
Breneis, Simon
1
Broby, Daniel
1
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1
Caccioli, Fabio
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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1
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1
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1
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1
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1
Gerlach, Richard H.
1
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1
Guo, Meihui
1
Han, Yongli
1
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1
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1
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1
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Quantitative finance
Journal of econometrics
338
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
171
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
Journal of financial econometrics
31
Journal of financial econometrics : official journal of the Society for Financial Econometrics
30
Journal of forecasting
30
Empirical economics : a quarterly journal of the Institute for Advanced Studies
29
Journal of risk and financial management : JRFM
29
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
27
Journal of risk
25
International journal of economics and financial issues : IJEFI
24
The review of economics and statistics
23
International journal of theoretical and applied finance
22
Energy economics
21
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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The European journal of finance
18
Journal of mathematical finance
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ECONIS (ZBW)
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21
Testing for jumps based on high-frequency data : a method exploiting microstructure noise
Liu, Guangying
;
Xiang, Jing
;
Cang, Yuquan
- In:
Quantitative finance
20
(
2020
)
11
,
pp. 1795-1809
Persistent link: https://www.econbiz.de/10012313515
Saved in:
22
Stock market trend prediction using a functional time series approach
Huang, Shih-Feng
;
Guo, Meihui
;
Chen, May-Ru
- In:
Quantitative finance
20
(
2020
)
1
,
pp. 69-79
Persistent link: https://www.econbiz.de/10012194855
Saved in:
23
Estimating a covariance matrix for market risk management and the case of credit default swaps
Neuberg, Richard
;
Glasserman, Paul
- In:
Quantitative finance
19
(
2019
)
1
,
pp. 77-92
Persistent link: https://www.econbiz.de/10012194621
Saved in:
24
Shrinkage estimation of Kelly portfolios
Han, Yongli
;
Yu, Philip L. H.
;
Mathew, Thomas
- In:
Quantitative finance
19
(
2019
)
2
,
pp. 277-287
Persistent link: https://www.econbiz.de/10012194653
Saved in:
25
Optimal investment and consumption under a continuous-time cointegration model with exponential utility
Ma, Guiyuan
;
Zhu, Song-Ping
- In:
Quantitative finance
19
(
2019
)
7
,
pp. 1135-1149
Persistent link: https://www.econbiz.de/10012194749
Saved in:
26
Portfolio optimization under Expected Shortfall : contour maps of estimation error
Caccioli, Fabio
;
Kondor, Imre
;
Papp, Gábor
- In:
Quantitative finance
18
(
2018
)
8
,
pp. 1295-1313
Persistent link: https://www.econbiz.de/10011911538
Saved in:
27
Analysis of order book flows using a non-parametric estimation of the branching ratio matrix
Achab, Massil
;
Bacry, E.
;
Muzy, J. F.
;
Rambaldi, M.
- In:
Quantitative finance
18
(
2018
)
2
,
pp. 199-212
Persistent link: https://www.econbiz.de/10011905857
Saved in:
28
Short term prediction of extreme returns based on the recurrence interval analysis
Jiang, Zhi-Qiang
;
Wang, Gang-Jin
;
Canabarro, Askery
; …
- In:
Quantitative finance
18
(
2018
)
3
,
pp. 353-370
Persistent link: https://www.econbiz.de/10011906380
Saved in:
29
A logistic regression point of view toward loss given default distribution estimation
Hwang, Ruey-Ching
;
Chu, Chih-Kang
- In:
Quantitative finance
18
(
2018
)
3
,
pp. 419-435
Persistent link: https://www.econbiz.de/10011906390
Saved in:
30
Sequential Monte Carlo for fractional stochastic volatility models
Chronopoulou, Alexandra
;
Spiliopoulos, Konstantinos
- In:
Quantitative finance
18
(
2018
)
3
,
pp. 507-517
Persistent link: https://www.econbiz.de/10011906404
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