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type_genre:"Collection of articles of several authors"
~isPartOf:"Quantitative finance"
~subject:"Stochastic process"
~subject:"Time series analysis"
~type_genre:"Article in journal"
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Search: subject_exact:"Estimation theory"
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Stochastic process
Time series analysis
Estimation theory
38
Schätztheorie
38
Volatility
16
Volatilität
16
Estimation
13
Schätzung
13
Zeitreihenanalyse
10
Forecasting model
9
Prognoseverfahren
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Börsenkurs
8
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Scientific modelling
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Autokorrelation
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CAPM
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Estimation error
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Monte Carlo simulation
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Collection of articles of several authors
Article in journal
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14
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English
14
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Bayer, Christian
1
Behrendt, Simon
1
Breneis, Simon
1
Cang, Yuquan
1
Capriotti, Luca
1
Chen, May-Ru
1
Chronopoulou, Alexandra
1
Guo, Meihui
1
Hizmeri, Rodrigo
1
Huang, Shih-Feng
1
Izzeldin, Marwan
1
Kaibuchi, Hibiki
1
Kawasaki, Yoshinori
1
Lewis, Alan L.
1
Liu, Guangying
1
Nolte, Ingmar
1
Pappas, Vasileios
1
Pelagatti, Matteo
1
Pirjol, Dan
1
Qiao, Kenan
1
Realdon, Marco
1
Ren, Yu
1
Sbrana, Giacomo
1
Sornette, Didier
1
Spiliopoulos, Konstantinos
1
Stupfler, G.
1
Sun, Yuying
1
Wang, Shouyang
1
Wehrli, Alexander
1
Wheatley, Spencer
1
Xiang, Jing
1
Xie, Tian
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Quantitative finance
Journal of econometrics
339
Econometric theory
166
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
148
Economics letters
143
Econometric reviews
97
International journal of forecasting
65
Journal of forecasting
57
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
53
Applied economics letters
51
Econometrics : open access journal
49
Economic modelling
42
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
41
Journal of time series econometrics
40
The econometrics journal
40
Journal of the American Statistical Association : JASA
39
Computational economics
37
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
36
Applied economics
35
Journal of applied econometrics
35
Journal of empirical finance
33
Journal of financial econometrics : official journal of the Society for Financial Econometrics
26
Oxford bulletin of economics and statistics
23
Journal of risk and financial management : JRFM
18
Quantitative economics : QE ; journal of the Econometric Society
18
European journal of operational research : EJOR
17
Journal of financial econometrics
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Insurance / Mathematics & economics
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Finance research letters
15
Journal of macroeconomics
15
The review of economics and statistics
15
Journal of economic dynamics & control
14
Journal of banking & finance
13
The review of economic studies
12
Empirical economics : a quarterly journal of the Institute for Advanced Studies
11
International journal of production research
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Mathematics of operations research
11
The North American journal of economics and finance : a journal of financial economics studies
11
Energy economics
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International journal of economics and financial issues : IJEFI
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ECONIS (ZBW)
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1
Markovian approximations of stochastic Volterra equations with the fractional kernel
Bayer, Christian
;
Breneis, Simon
- In:
Quantitative finance
23
(
2023
)
1
,
pp. 53-70
Persistent link: https://www.econbiz.de/10013490954
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
Estimating correlations among elliptically distributed random variables under any form of heteroskedasticity
Pelagatti, Matteo
;
Sbrana, Giacomo
- In:
Quantitative finance
24
(
2024
)
3/4
,
pp. 451-464
Persistent link: https://www.econbiz.de/10014552077
Saved in:
5
Proof of non-convergence of the short-maturity expansion for the SABR model
Lewis, Alan L.
;
Pirjol, Dan
- In:
Quantitative finance
22
(
2022
)
9
,
pp. 1747-1757
Persistent link: https://www.econbiz.de/10013367944
Saved in:
6
Structural breaks in Box-Cox transforms of realized volatility : a model selection perspective
Behrendt, Simon
- In:
Quantitative finance
21
(
2021
)
11
,
pp. 1905-1919
Persistent link: https://www.econbiz.de/10012696795
Saved in:
7
Discrete time affine term structure models with squared Gaussian shocks (DTATSM-SGS)
Realdon, Marco
- In:
Quantitative finance
21
(
2021
)
8
,
pp. 1365-1386
Persistent link: https://www.econbiz.de/10012608653
Saved in:
8
Scale-, time- and asset-dependence of Hawkes process estimates on high frequency price changes
Wehrli, Alexander
;
Wheatley, Spencer
;
Sornette, Didier
- In:
Quantitative finance
21
(
2021
)
5
,
pp. 729-752
Persistent link: https://www.econbiz.de/10012500185
Saved in:
9
Uncertainty shocks of Trump election in an interval model of stock market
Sun, Yuying
;
Qiao, Kenan
;
Wang, Shouyang
- In:
Quantitative finance
21
(
2021
)
5
,
pp. 865-879
Persistent link: https://www.econbiz.de/10012500201
Saved in:
10
Testing for jumps based on high-frequency data : a method exploiting microstructure noise
Liu, Guangying
;
Xiang, Jing
;
Cang, Yuquan
- In:
Quantitative finance
20
(
2020
)
11
,
pp. 1795-1809
Persistent link: https://www.econbiz.de/10012313515
Saved in:
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