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type_genre:"Article in journal"
~isPartOf:"Quantitative finance"
~subject:"Autokorrelation"
~subject:"Marktmikrostruktur"
~subject:"Stochastischer Prozess"
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Search: subject_exact:"Estimation theory"
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Autokorrelation
Marktmikrostruktur
Stochastischer Prozess
Estimation theory
38
Schätztheorie
38
Volatility
16
Volatilität
16
Estimation
13
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13
Time series analysis
10
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Achab, Massil
1
Bacry, E.
1
Bayer, Christian
1
Breneis, Simon
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Cang, Yuquan
1
Capriotti, Luca
1
Chen, May-Ru
1
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Lin, Jiahe
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Liu, Guangying
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1
Nevmyvaka, Yuriy
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Nolte, Ingmar
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Schneider, Anderson
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Quantitative finance
Journal of econometrics
163
Economics letters
53
Econometric reviews
49
Econometric theory
45
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
44
Economic modelling
19
Journal of financial econometrics : official journal of the Society for Financial Econometrics
19
The econometrics journal
19
Journal of empirical finance
17
Econometrics : open access journal
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
15
European journal of operational research : EJOR
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Applied economics letters
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Regional science & urban economics
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
9
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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International journal of forecasting
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Quantitative economics : QE ; journal of the Econometric Society
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Finance and stochastics
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Finance research letters
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Journal of productivity analysis
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Spatial economic analysis : the journal of the Regional Studies Association
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Journal of mathematical finance
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Journal of time series econometrics
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Operations research letters
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Oxford bulletin of economics and statistics
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Risks : open access journal
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Asia-Pacific financial markets
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ECONIS (ZBW)
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11
Stock market trend prediction using a functional time series approach
Huang, Shih-Feng
;
Guo, Meihui
;
Chen, May-Ru
- In:
Quantitative finance
20
(
2020
)
1
,
pp. 69-79
Persistent link: https://www.econbiz.de/10012194855
Saved in:
12
Analysis of order book flows using a non-parametric estimation of the branching ratio matrix
Achab, Massil
;
Bacry, E.
;
Muzy, J. F.
;
Rambaldi, M.
- In:
Quantitative finance
18
(
2018
)
2
,
pp. 199-212
Persistent link: https://www.econbiz.de/10011905857
Saved in:
13
Sequential Monte Carlo for fractional stochastic volatility models
Chronopoulou, Alexandra
;
Spiliopoulos, Konstantinos
- In:
Quantitative finance
18
(
2018
)
3
,
pp. 507-517
Persistent link: https://www.econbiz.de/10011906404
Saved in:
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