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subject:"Zeitreihenanalyse"
type_genre:"Aufsatz im Buch"
~accessRights:"restricted"
~isPartOf:"Advances in economics and econometrics: theory and applications ; Vol. 3"
~isPartOf:"Application of operations research to financial markets"
~isPartOf:"Proceedings of the 1995 Econometrics Conference at Monash : Melbourne, Victoria, 13 - 14 July 1995"
~subject:"Cost function"
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Search: subject_exact:"Estimation theory"
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Zeitreihenanalyse
Cost function
Estimation theory
2
Schätztheorie
2
Time series analysis
2
Volatility
2
Volatilität
2
ARCH model
1
ARCH-Modell
1
Affine GARCH models
1
Analysis of variance
1
Diffusion limits
1
Forecasting model
1
Functional linear regression
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Functional principal component regression
1
High-frequency financial data
1
Kleinste-Quadrate-Methode
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Least squares method
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Option pricing theory
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Optionspreistheorie
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Ordinary least squares
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Penalised least squares
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Prognoseverfahren
1
Realized variance
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Regression analysis
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Regressionsanalyse
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Swap
1
Variance dependent pricing kernels
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Variance swaps
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Varianzanalyse
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Aufsatz im Buch
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English
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Andrikopoulos, Alexandru
1
Cui, Zhenyu
1
Kearney, Fearghal
1
Ortega, Juan-Pablo
1
Shang, Han Lin
1
Yang, Yang
1
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Advances in economics and econometrics: theory and applications ; Vol. 3
Application of operations research to financial markets
Proceedings of the 1995 Econometrics Conference at Monash : Melbourne, Victoria, 13 - 14 July 1995
Essays in honor of Joon Y. Park : econometric theory
9
Macroeconomic forecasting in the era of big data : theory and practice
3
Robustness in econometrics
3
Essays in honor of M. Hashem Pesaran : prediction and macro modeling
2
Handbook of research on emerging theories, models, and applications of financial econometrics
2
Productivity and Inequality
2
The Oxford handbook of applied nonparametric and semiparametric econometrics and statistics
2
Topics in identification, limited dependent variables, partial observability, experimentation, and flexible modelling ; Part A
2
Advances of OR in commodities and financial modeling
1
Computational biomedicine
1
Economic miracles in the European economies
1
Essays in honor of Joon Y. Park : econometric methodology in empirical applications
1
Essays in honor of Subal Kumbhakar
1
Logistics, supply chain and financial predictive analytics : theory and practices
1
Recent econometric techniques for macroeconomic and financial data
1
The Oxford handbook of economic forecasting
1
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Closed-form variance swap prices under general affine GARCH models and their continuous-time limits
Andrikopoulos, Alexandru
;
Cui, Zhenyu
;
Ortega, Juan-Pablo
- In:
Application of operations research to financial markets
,
(pp. 27-57)
.
2019
Persistent link: https://www.econbiz.de/10012157341
Saved in:
2
Intraday forecasts of a volatility index : functional time series methods with dynamic updating
Shang, Han Lin
;
Yang, Yang
;
Kearney, Fearghal
- In:
Application of operations research to financial markets
,
(pp. 331-354)
.
2019
Persistent link: https://www.econbiz.de/10012160005
Saved in:
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