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~isPartOf:"CREATES research paper"
~isPartOf:"Economic modelling"
~isPartOf:"Finance research letters"
~subject:"Estimation theory"
~subject:"Volatilität"
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Search: subject_exact:"Bernoulli process"
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Estimation theory
Volatilität
Stochastic process
215
Stochastischer Prozess
215
Theorie
99
Theory
99
Volatility
76
Option pricing theory
57
Optionspreistheorie
57
Estimation
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Barndorff-Nielsen, Ole E.
4
Pakkanen, Mikko S.
4
Podolskij, Mark
4
Bennedsen, Mikkel
3
Li, Hongyi
3
Lunde, Asger
3
Veraart, Almut E. D.
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2
Chen, Jun-Home
2
Christensen, Bent Jesper
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Corcuera, José Manual
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Grassi, Stefano
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Kim, Jeong-Hoon
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Li, Yong
2
Lian, Yu-Min
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2
Santucci de Magistris, Paolo
2
Wang, Xingchun
2
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1
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1
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CREATES research paper
Economic modelling
Finance research letters
International journal of theoretical and applied finance
137
Journal of econometrics
127
Quantitative finance
85
Discussion paper / Tinbergen Institute
66
Applied mathematical finance
62
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
60
The journal of computational finance
52
Econometric reviews
51
Computational economics
50
Mathematical finance : an international journal of mathematics, statistics and financial theory
50
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49
Journal of economic dynamics & control
47
European journal of operational research : EJOR
46
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Working paper
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Economics letters
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Journal of banking & finance
37
International journal of financial engineering
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
35
Annals of finance
31
Journal of empirical finance
31
Risks : open access journal
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Energy economics
29
Research paper series / Swiss Finance Institute
29
The journal of futures markets
29
Journal of risk and financial management : JRFM
27
The North American journal of economics and finance : a journal of financial economics studies
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Research paper / Quantitative Finance Research Centre, University of Technology Sydney
25
CAMA working paper series
24
Review of derivatives research
24
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
22
Applied economics
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Econometrics : open access journal
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NBER working paper series
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Journal of financial economics
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ECONIS (ZBW)
101
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1
Estimation of continuous-time linear DSGE models from discrete-time measurements
Christensen, Bent Jesper
;
Neri, Luca
;
Parra-Alvarez, …
-
2023
Persistent link: https://www.econbiz.de/10014280884
Saved in:
2
Inference on the dimension of the nonstationary subspace in functional time series
Nielsen, Morten Ørregaard
;
Seo, Wonk-ki
;
Seong, Dakyung
-
2022
Persistent link: https://www.econbiz.de/10012816384
Saved in:
3
Nonparametric statistical inference for stochastic optimal control problems and its applications for financial investment
Yang, Liu
;
Liang, Yanzi
;
Lan, Xinchen
;
Lu, Zheng
- In:
Finance research letters
64
(
2024
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014531668
Saved in:
4
Decoding financial performance of US-listed entities : a sectoral exploration of input efficiency amid stochastic volatility
Andrews, Antony
;
Kumar, Nikeel Nishkar
- In:
Finance research letters
64
(
2024
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014531748
Saved in:
5
A class of portfolio optimization solvable problems
Cheng, Yuyang
;
Escobar, Marcos
- In:
Finance research letters
52
(
2023
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014472208
Saved in:
6
Exchange rate volatility and intraday jump probability with periodicity filters using a local robust variance
Yi, Chae-Deug
- In:
Finance research letters
55
(
2023
)
1
,
pp. 1-7
Persistent link: https://www.econbiz.de/10014472978
Saved in:
7
Challenging golden standards in EWMA smoothing parameter calibration based on realized covariance measures
Hartkopf, Jan Patrick
;
Reh, Laura
- In:
Finance research letters
56
(
2023
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014473708
Saved in:
8
Sequential Bayesian analysis for semiparametric stochastic volatility model with applications
Wang, Nianling
;
Lou, Zhusheng
- In:
Economic modelling
123
(
2023
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014462582
Saved in:
9
Testing for integration and cointegration when time series are observed with noise
Gianfreda, Angelica
;
Maranzano, Paolo
;
Parisio, Lucia
; …
- In:
Economic modelling
125
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014463618
Saved in:
10
Roughness in spot variance? : a GMM approach for estimation of fractional log-normal stochastic volatility models using realized measures
Bolko, Anine E.
;
Christensen, Kim
;
Pakkanen, Mikko S.
; …
-
2020
Persistent link: https://www.econbiz.de/10012318238
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