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subject:"Volatility"
~isPartOf:"Economics letters"
~isPartOf:"International journal of theoretical and applied finance"
~subject:"Devisenmarkt"
~type_genre:"Article in journal"
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Search: subject_exact:"Estimation theory"
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Volatility
Devisenmarkt
Estimation theory
1,000
Schätztheorie
1,000
Theorie
387
Theory
387
Time series analysis
134
Zeitreihenanalyse
134
Estimation
111
Schätzung
109
Regression analysis
93
Regressionsanalyse
93
Panel
92
Panel study
92
Nichtparametrisches Verfahren
82
Nonparametric statistics
82
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45
Statistischer Test
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Volatilität
37
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36
Autokorrelation
36
Method of moments
36
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36
Bias
29
Panel data
29
Systematischer Fehler
29
Sampling
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Stichprobenerhebung
27
Correlation
26
Korrelation
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Statistical distribution
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Maximum likelihood estimation
25
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24
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24
Monte Carlo simulation
24
Monte-Carlo-Simulation
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Hwang, Eunju
3
Shin, Dong-wan
3
Gatheral, Jim
2
Albani, Vinícius
1
Ammou, Samir Ben
1
Anatolyev, Stanislav
1
Annaert, Jan
1
Ardia, David
1
Atak, Alev
1
Baffes, John
1
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1
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1
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1
Cezaro, Adriano de
1
Chen, Tzu-ying
1
Claes, Anouk G. P.
1
Corré, Nienke
1
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1
Deb, Partha
1
Dehay, Dominique
1
Dong, Yingjie
1
El Qalli, Yassine
1
Erkal, Cahit
1
Fornari, 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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Economics letters
International journal of theoretical and applied finance
Journal of econometrics
117
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
42
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
Journal of financial econometrics : official journal of the Society for Financial Econometrics
16
Quantitative finance
16
Econometric theory
14
International journal of forecasting
14
Journal of banking & finance
14
Journal of financial econometrics
13
Finance research letters
12
The North American journal of economics and finance : a journal of financial economics studies
11
The econometrics journal
11
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
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
Applied economics
7
Journal of mathematical finance
7
Computational economics
6
Decisions in economics and finance : DEF ; a journal of applied mathematics
6
International journal of financial engineering
6
The European journal of finance
6
The journal of risk model validation
6
Applied financial economics
5
Asia-Pacific financial markets
5
CBN journal of applied statistics
5
European journal of operational research : EJOR
5
International journal of financial research
5
Journal of international money and finance
5
Journal of quantitative economics
5
Journal of risk
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Applied economics letters
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Cogent economics & finance
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ECONIS (ZBW)
39
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1
Consistent estimation of drift parameter in diffusion model with misspecified volatility function
Jeong, Minsoo
- In:
Economics letters
211
(
2022
),
pp. 1-4
Persistent link: https://www.econbiz.de/10013172040
Saved in:
2
A new estimator of a jump discontinuity in regression
Martins-Filho, Carlos
;
Xie, Sihong
;
Yao, Feng
- In:
Economics letters
218
(
2022
),
pp. 1-6
Persistent link: https://www.econbiz.de/10013466389
Saved in:
3
Computationally efficient inference in large Bayesian mixed frequency VARs
Gefang, Deborah
;
Koop, Gary
;
Poon, Aubrey
- In:
Economics letters
191
(
2020
),
pp. 1-6
Persistent link: https://www.econbiz.de/10012508486
Saved in:
4
Moment approximations of displaced forward-LIBOR rates with application to swaptions
Van Appel, Jacques
;
McWalter, Thomas A.
- In:
International journal of theoretical and applied finance
23
(
2020
)
7
,
pp. 1-29
Persistent link: https://www.econbiz.de/10012496904
Saved in:
5
Maximum likelihood estimation of a TVP-VAR
Moura, Guilherme Valle
;
Noriller, Mateus R.
- In:
Economics letters
174
(
2019
),
pp. 78-83
Persistent link: https://www.econbiz.de/10012121029
Saved in:
6
Convex regularization of local volatility estimation
Albani, Vinícius
;
Cezaro, Adriano de
;
Zubelli, Jorge P.
- In:
International journal of theoretical and applied finance
20
(
2017
)
1
,
pp. 1-37
Persistent link: https://www.econbiz.de/10011686808
Saved in:
7
On estimating market microstructure noise variance
Dong, Yingjie
;
Tse, Yiu Kuen
- In:
Economics letters
150
(
2017
),
pp. 59-62
Persistent link: https://www.econbiz.de/10011762850
Saved in:
8
Volatility estimation for Bitcoin : a comparison of GARCH models
Katsiampa, Paraskevi
- In:
Economics letters
158
(
2017
),
pp. 3-6
Persistent link: https://www.econbiz.de/10011849728
Saved in:
9
Tighter bounds for implied volatility
Gatheral, Jim
;
Matić, Ivan
;
Radoičić, Radoš
; …
- In:
International journal of theoretical and applied finance
20
(
2017
)
5
,
pp. 1-14
Persistent link: https://www.econbiz.de/10011733970
Saved in:
10
Linear time-varying regression with Copula-DCC-GARCH models for volatility
Kim, Jong-Min
;
Jung, Hojin
- In:
Economics letters
145
(
2016
),
pp. 262-265
Persistent link: https://www.econbiz.de/10011618857
Saved in:
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