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subject:"Volatility"
~isPartOf:"Applied financial economics"
~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~subject:"Devisenmarkt"
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Search: subject_exact:"Estimation theory"
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Volatility
Devisenmarkt
Estimation theory
126
Schätztheorie
126
Estimation
37
Schätzung
37
Time series analysis
33
Zeitreihenanalyse
33
Volatilität
31
ARCH model
22
ARCH-Modell
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Theorie
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Theory
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Börsenkurs
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Share price
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Forecasting model
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Prognoseverfahren
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Risikomaß
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Risk measure
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Capital income
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Kapitaleinkommen
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Market microstructure
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Marktmikrostruktur
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Nichtparametrisches Verfahren
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Nonparametric statistics
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Regression analysis
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Regressionsanalyse
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Correlation
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Korrelation
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Stochastic process
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Stochastischer Prozess
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USA
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United States
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Interest rate
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Portfolio selection
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Portfolio-Management
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Yield curve
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Zins
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English
32
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Alañón Pardo, Ángel
1
Andreou, Alena
1
Arize, Augustine Chuck
1
Balter, Janine
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Bos, Charles S.
1
Caldeira, João F.
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Carrasco, Marine
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Chen, Cathy W. S.
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Dufrénot, Gilles
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Díaz-Mendoza, Ana-Carmen
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Fan, Jianqing
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Fan, Yingying
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Francq, Christian
1
Frederiksen, Per
1
Ghysels, Eric
1
Guillén, Montserrat
1
Guégan, Dominique
1
Hassler, Uwe
1
Herwartz, Helmut
1
Horváth, Lajos
1
Horváth, Roman
1
Härdle, Wolfgang
1
Ikeda, Shin S.
1
Janus, Paweł
1
Koopman, Siem Jan
1
Kotchoni, Rachidi
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Kunitomo, Naoto
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Li, Leon
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Masih, Abdul Mansur M.
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Masih, Rumi
1
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1
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Applied financial economics
Journal of financial econometrics : official journal of the Society for Financial Econometrics
The North American journal of economics and finance : a journal of financial economics studies
Journal of econometrics
117
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
42
Discussion paper / Tinbergen Institute
28
Economics letters
26
Econometric reviews
22
Journal of empirical finance
20
Economic modelling
18
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
17
Quantitative finance
16
CREATES research paper
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Econometric theory
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International journal of forecasting
14
Journal of banking & finance
14
International journal of theoretical and applied finance
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Journal of financial econometrics
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Finance research letters
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The econometrics journal
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Journal of forecasting
10
Journal of risk and financial management : JRFM
10
Econometrics : open access journal
9
International journal of economics and financial issues : IJEFI
9
SFB 649 discussion paper
9
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
8
Finance and stochastics
8
NBER Working Paper
8
Applied economics
7
Journal of mathematical finance
7
Working paper / National Bureau of Economic Research, Inc.
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Working papers
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Computational economics
6
Decisions in economics and finance : DEF ; a journal of applied mathematics
6
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
6
Documento de trabajo
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GRIPS discussion papers
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Handbook of financial time series
6
International journal of financial engineering
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NBER working paper series
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The European journal of finance
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Cross-sectional quantile regression for estimating conditional VaR of returns during periods of high volatility
Vidal-Llana, Xenxo
;
Guillén, Montserrat
- In:
The North American journal of economics and finance : a …
63
(
2022
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014225819
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2
Multi-asset pair-trading strategy : a statistical learning approach
Lin, Tsai-Yu
;
Chen, Cathy W. S.
;
Syu, Fong-Yi
- In:
The North American journal of economics and finance : a …
55
(
2021
),
pp. 1-10
Persistent link: https://www.econbiz.de/10012667381
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3
Holidays, weekends and range-based volatility
Díaz-Mendoza, Ana-Carmen
;
Alañón Pardo, Ángel
- In:
The North American journal of economics and finance : a …
52
(
2020
),
pp. 1-8
Persistent link: https://www.econbiz.de/10012656917
Saved in:
4
Estimation of spot volatility with superposed noisy data
Liu, Qiang
;
Liu, Yiqi
;
Liu, Zhi
;
Wang, Li
- In:
The North American journal of economics and finance : a …
44
(
2018
),
pp. 62-79
Persistent link: https://www.econbiz.de/10012036296
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5
Combining multivariate volatility forecasts: an economic-based approach
Caldeira, João F.
;
Moura, Guilherme Valle
;
Nogales, …
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
2
,
pp. 247-285
Persistent link: https://www.econbiz.de/10011987429
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6
Testing and comparing the performance of dynamic variance and correlation models in value-at-risk estimation
Li, Leon
- In:
The North American journal of economics and finance : a …
40
(
2017
),
pp. 116-135
Persistent link: https://www.econbiz.de/10011878799
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7
Moments expansion densities for quantifying financial risk
Ñíguez, Trino-Manuel
;
Perote, Javier
- In:
The North American journal of economics and finance : a …
42
(
2017
),
pp. 53-69
Persistent link: https://www.econbiz.de/10011938073
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8
Quantile regression for long memory testing : a case of realized volatility
Hassler, Uwe
;
Rodrigues, Paulo M. M.
;
Rubia, Antonio
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
4
,
pp. 693-724
Persistent link: https://www.econbiz.de/10011623824
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9
Variance targeting estimation of multivariate GARCH models
Francq, Christian
;
Horváth, Lajos
;
Zakoïan, Jean-Michel
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
2
,
pp. 353-382
Persistent link: https://www.econbiz.de/10011589013
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10
GARCH models, tail indexes and error distributions : an empirical investigation
Horváth, Roman
;
Šopov, Boril
- In:
The North American journal of economics and finance : a …
37
(
2016
),
pp. 1-15
Persistent link: https://www.econbiz.de/10011672845
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