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subject:"Volatility"
~accessRights:"restricted"
~isPartOf:"Journal of banking & finance"
~subject:"Bayes-Statistik"
~subject:"Time series analysis"
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Search: subject_exact:"Estimation theory"
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Volatility
Bayes-Statistik
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Estimation theory
25
Schätztheorie
25
Estimation
12
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12
Portfolio selection
9
Portfolio-Management
9
Volatilität
6
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5
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Baik, Hyeoncheol
1
Clements, Adam
1
Escobar, Marcos
1
Griffin, Jim
1
Han, Sumin
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Hansen, Anne Lundgaard
1
Jondeau, Eric
1
Joo, Sunghoon
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Lahaye, Jérôme
1
Lee, Kangbok
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Li, Yifan
1
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Paolella, Marc S.
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Perote, Javier
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Polak, Pawel
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1
Rockinger, Michael
1
Stentoft, Lars
1
Vasios, Michalis
1
Voev, Valeri
1
Walker, Patrick S.
1
Xu, Qi
1
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Journal of banking & finance
Journal of econometrics
214
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
81
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
61
Econometric reviews
60
Economics letters
57
International journal of forecasting
49
Econometric theory
43
Journal of time series econometrics
38
Computational economics
31
Economic modelling
29
Finance research letters
26
Applied economics letters
21
The econometrics journal
20
Discussion papers / CEPR
19
Journal of empirical finance
17
Journal of financial econometrics
16
Journal of forecasting
16
Journal of quantitative economics
16
Quantitative finance
16
European journal of operational research : EJOR
14
The North American journal of economics and finance : a journal of financial economics studies
14
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
13
Applied economics
12
Energy economics
12
Insurance / Mathematics & economics
12
Journal of economic dynamics & control
11
Essays in honor of Joon Y. Park : econometric theory
9
Empirical economics : a quarterly journal of the Institute for Advanced Studies
8
International journal of production research
8
Journal of financial econometrics : official journal of the Society for Financial Econometrics
8
Journal of mathematical finance
8
Decisions in economics and finance : DEF ; a journal of applied mathematics
7
Discussion paper / Centre for Economic Policy Research
7
Research in international business and finance
7
Scandinavian actuarial journal
7
International journal of computational economics and econometrics : IJCEE
6
International journal of economics and finance
6
Journal of international financial markets, institutions & money
6
Journal of risk
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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
Estimating the probability of informed trading : A Bayesian approach
Griffin, Jim
;
Oberoi, Jaideep
;
Oduro, Samuel D.
- In:
Journal of banking & finance
125
(
2021
),
pp. 1-22
Persistent link: https://www.econbiz.de/10012819606
Saved in:
5
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:
6
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:
7
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:
8
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:
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:
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