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subject:"Volatility"
~isPartOf:"Asia-Pacific financial markets"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~isPartOf:"Journal of forecasting"
~subject:"Monte Carlo simulation"
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Search: subject_exact:"Estimation theory"
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Volatility
Monte Carlo simulation
Estimation theory
743
Schätztheorie
743
Theorie
245
Theory
245
Time series analysis
197
Zeitreihenanalyse
197
Estimation
149
Schätzung
149
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116
Prognoseverfahren
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Nichtparametrisches Verfahren
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30
Statistical theory
30
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Gao, Jiti
2
Ghysels, Eric
2
Hansen, Christian Bailey
2
Hautsch, Nikolaus
2
Huber, Martin
2
Jing, Bingyi
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1
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1
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Asia-Pacific financial markets
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Journal of forecasting
Journal of econometrics
150
Economics letters
45
Discussion paper / Tinbergen Institute
41
Econometric reviews
39
Economic modelling
27
Computational economics
24
Econometric theory
22
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
22
The econometrics journal
21
Journal of empirical finance
20
Journal of financial econometrics : official journal of the Society for Financial Econometrics
19
Working paper / National Bureau of Economic Research, Inc.
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Applied economics
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International journal of forecasting
18
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International journal of theoretical and applied finance
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European journal of operational research : EJOR
15
Journal of financial econometrics
15
NBER working paper series
14
Journal of banking & finance
13
Journal of risk and financial management : JRFM
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CEMMAP working papers / Centre for Microdata Methods and Practice
12
The North American journal of economics and finance : a journal of financial economics studies
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Working paper / Department of Econometrics and Business Statistics, Monash University
12
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11
Finance and stochastics
10
Journal of economic dynamics & control
10
Journal of the American Statistical Association : JASA
10
Risks : open access journal
10
Série des documents de travail / Centre de Recherche en Économie et Statistique
10
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
9
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1
Singular conditional autoregressive Wishart model for realized covariance matrices
Alfelt, Gustav
;
Bodnar, Taras
;
Javed, Farrukh
;
Tyrcha, …
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
3
,
pp. 833-845
Persistent link: https://www.econbiz.de/10014448443
Saved in:
2
Adaptive testing for cointegration with nonstationary volatility
Boswijk, Herman Peter
;
Zu, Yang
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
2
,
pp. 744-755
Persistent link: https://www.econbiz.de/10013534484
Saved in:
3
Local polynomial order in regression discontinuity designs
Pei, Zhuan
;
Lee, David S.
;
Card, David E.
;
Weber, Andrea
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
3
,
pp. 1259-1267
Persistent link: https://www.econbiz.de/10013539508
Saved in:
4
Dynamic forecasting for nonstationary high-frequency financial data with jumps based on series decomposition and reconstruction
Song, Yuping
;
Li, Zhenwei
;
Ma, Zhiren
;
Sun, Xiaoyu
- In:
Journal of forecasting
42
(
2023
)
5
,
pp. 1055-1068
Persistent link: https://www.econbiz.de/10014338810
Saved in:
5
Forecasting stock return volatility : realized volatility-type or duration-based estimators
Fei, Tianlun
;
Liu, Xiaoquan
;
Wen, Conghua
- In:
Journal of forecasting
42
(
2023
)
7
,
pp. 1594-1621
Persistent link: https://www.econbiz.de/10014432725
Saved in:
6
Inference for nonparametric high-frequency estimators with an application to time variation in betas
Kalnina, Ilze
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
2
,
pp. 538-549
Persistent link: https://www.econbiz.de/10014448338
Saved in:
7
Inference in a class of optimization problems : confidence regions and finite sample bounds on errors in coverage probabilities
Horowitz, Joel
;
Lee, Sokbae
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
3
,
pp. 927-938
Persistent link: https://www.econbiz.de/10014448462
Saved in:
8
Estimation of leverage effect : kernel function and efficiency
Yang, Xiye
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
3
,
pp. 939-956
Persistent link: https://www.econbiz.de/10014448463
Saved in:
9
Overnight GARCH-Itô volatility models
Kim, Donggyu
;
Shin, Minseok
;
Wang, Yazhen
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
4
,
pp. 1215-1227
Persistent link: https://www.econbiz.de/10014448607
Saved in:
10
Volatility estimation when the zero-process is nonstationary
Francq, Christian
;
Sucarrat, Genaro
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
1
,
pp. 53-66
Persistent link: https://www.econbiz.de/10013540630
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