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type_genre:"Article in journal"
~isPartOf:"Computational economics"
~isPartOf:"Quantitative finance"
~subject:"Autokorrelation"
~subject:"Estimation"
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Search: subject_exact:"Estimation theory"
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Autokorrelation
Estimation
Estimation theory
150
Schätztheorie
150
Time series analysis
42
Zeitreihenanalyse
42
Schätzung
31
Monte Carlo simulation
25
Monte-Carlo-Simulation
25
Volatility
22
Volatilität
22
Regression analysis
21
Regressionsanalyse
21
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18
Prognoseverfahren
18
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16
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35
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Boubaker, Heni
2
Achab, Massil
1
Afuecheta, Emmanuel
1
Bacry, E.
1
Beek, Misha van
1
Buccheri, G.
1
Canabarro, Askery
1
Ceffer, A.
1
Chan, Stephen
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
Chronopoulou, Alexandra
1
Chung, Munki
1
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1
Dias, Fabio S.
1
Emirmahmutoglu, Furkan
1
Fabozzi, Frank J.
1
Fernández del Hoyo, Juan J.
1
Galakis, John
1
Gibson, Heather D.
1
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1
Hall, Stephen G.
1
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Computational economics
Quantitative finance
Journal of econometrics
287
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
144
Economics letters
138
Econometric reviews
83
Applied economics letters
61
Economic modelling
60
Econometric theory
58
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
53
Applied economics
42
The econometrics journal
41
Journal of applied econometrics
40
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
37
Econometrics : open access journal
31
Quantitative economics : QE ; journal of the Econometric Society
31
Journal of banking & finance
29
Journal of empirical finance
29
Empirical economics : a quarterly journal of the Institute for Advanced Studies
27
Journal of the American Statistical Association : JASA
27
International journal of forecasting
24
The review of economics and statistics
23
Journal of financial econometrics
22
International journal of economics and financial issues : IJEFI
21
Journal of forecasting
21
Finance research letters
20
Regional science & urban economics
20
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
19
European journal of operational research : EJOR
19
Energy economics
18
Insurance / Mathematics & economics
18
Journal of economic dynamics & control
18
Journal of financial econometrics : official journal of the Society for Financial Econometrics
16
Journal of risk
14
Journal of risk and financial management : JRFM
14
The journal of real estate finance and economics
14
Oxford bulletin of economics and statistics
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The North American journal of economics and finance : a journal of financial economics studies
13
The empirical economics letters : a monthly international journal of economics
13
Journal of international money and finance
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1
Do price trajectory data increase the efficiency of market impact estimation?
Ihnatiuk, Vitalii
;
Lin, Jiahe
;
Kinnear, Ryan J.
; …
- In:
Quantitative finance
24
(
2024
)
5
,
pp. 545-568
Persistent link: https://www.econbiz.de/10014552104
Saved in:
2
GARCH-UGH : a bias-reduced approach for dynamic extreme Value-at-Risk estimation in financial time series
Kaibuchi, Hibiki
;
Kawasaki, Yoshinori
;
Stupfler, G.
- In:
Quantitative finance
22
(
2022
)
7
,
pp. 1277-1294
Persistent link: https://www.econbiz.de/10013367899
Saved in:
3
A generalized heterogeneous autoregressive model using market information
Hizmeri, Rodrigo
;
Izzeldin, Marwan
;
Nolte, Ingmar
; …
- In:
Quantitative finance
22
(
2022
)
8
,
pp. 1513-1534
Persistent link: https://www.econbiz.de/10013367925
Saved in:
4
Implied volatility directional forecasting : a machine learning approach
Vrontos, Spyridon D.
;
Galakis, John
;
Vrontos, Ioannis D.
- In:
Quantitative finance
21
(
2021
)
10
,
pp. 1687-1706
Persistent link: https://www.econbiz.de/10012653707
Saved in:
5
Inferring causal interactions in financial markets using conditional Granger causality based on quantile regression
Cheng, Hong
;
Wang, Yunqing
;
Wang, Yihong
;
Yang, Tinggan
- In:
Computational economics
59
(
2022
)
2
,
pp. 719-748
Persistent link: https://www.econbiz.de/10013169042
Saved in:
6
The effects of errors in means, variances, and correlations on the mean-variance framework
Chung, Munki
;
Lee, Yongjae
;
Kim, Jang Ho
;
Kim, Woo Chang
; …
- In:
Quantitative finance
22
(
2022
)
10
,
pp. 1893-1903
Persistent link: https://www.econbiz.de/10013367960
Saved in:
7
High-dimensional realized covariance estimation : a parametric approach
Buccheri, G.
;
Mboussa Anga, G.
- In:
Quantitative finance
22
(
2022
)
11
,
pp. 2093-2107
Persistent link: https://www.econbiz.de/10013490925
Saved in:
8
Portfolio selection using multivariate semiparametric estimators and a copula PCA-based approach
Kouaissah, Noureddine
;
Ortobelli Lozza, Sergio
; …
- In:
Computational economics
60
(
2022
)
3
,
pp. 833-859
Persistent link: https://www.econbiz.de/10013380843
Saved in:
9
A statistical analysis of global economies using time varying copulas
Afuecheta, Emmanuel
;
Nadarajah, Saralees
;
Chan, Stephen
- In:
Computational economics
58
(
2021
)
4
,
pp. 1167-1194
Persistent link: https://www.econbiz.de/10012697904
Saved in:
10
Bayesian estimation for high-frequency volatility models in a time deformed framework
Santos, Antonio A. F.
- In:
Computational economics
57
(
2021
)
2
,
pp. 455-479
Persistent link: https://www.econbiz.de/10012486920
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