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~isPartOf:"International journal of theoretical and applied finance"
~isPartOf:"The econometrics journal"
~subject:"Statistical theory"
~subject:"Volatilität"
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Search: subject_exact:"Schätzer"
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Statistical theory
Volatilität
Estimation theory
311
Schätztheorie
311
Nichtparametrisches Verfahren
61
Nonparametric statistics
61
Regression analysis
55
Regressionsanalyse
55
Time series analysis
40
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Theorie
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36
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Estimation
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Schätzung
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25
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Autokorrelation
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28
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Gatheral, Jim
2
Abadir, Karim Maher
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Albani, Vinícius
1
Ammou, Samir Ben
1
Baldeaux, jan
1
Buescu, Cristin
1
Cezaro, Adriano de
1
Chen, Tzu-ying
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Coudin, Elise
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Guhr, Thomas
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Götz, Thomas B.
1
Han, Chuan-Hsiang
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Hauzenberger, Klemens
1
Henry, Marc
1
Hounyo, Ulrich
1
How, Desmond
1
Hubner, Stefan
1
Koné, Fatoumata J.
1
Kortas, Hedi
1
Krishnamurthy, Vikram
1
Li, Pengfei
1
Lim, Kian-Guan
1
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Liu, Wei-han
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Liu, Zhi
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Mabrouk, Anouar Ben
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Matić, Ivan
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McWalter, Thomas A.
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Monfardini, Chiara
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1
Pong, Shiuyan
1
Radoičić, Radoš
1
Sass, Jörn
1
Schäfer, Rudi
1
Shackleton, Mark B.
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International journal of theoretical and applied finance
The econometrics journal
Journal of econometrics
148
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
71
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
52
Econometric reviews
49
Economics letters
48
Econometric theory
36
Discussion paper / Tinbergen Institute
34
Journal of empirical finance
20
Economic modelling
17
Journal of financial econometrics : official journal of the Society for Financial Econometrics
17
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
17
NBER Working Paper
16
Quantitative finance
16
CREATES research paper
15
Série des documents de travail / Centre de Recherche en Économie et Statistique
15
Econometrics : open access journal
14
International journal of forecasting
14
Finance research letters
13
Journal of banking & finance
13
Journal of financial econometrics
13
Working paper / Department of Econometrics and Business Statistics, Monash University
13
CORE discussion paper : DP
12
Europäische Hochschulschriften / 5
12
Oxford bulletin of economics and statistics
12
Technical working paper / National Bureau of Economic Research
12
International economic review
11
Journal of forecasting
11
SFB 649 discussion paper
11
The North American journal of economics and finance : a journal of financial economics studies
11
Discussion papers of interdisciplinary research project 373
10
Journal of quantitative economics : official journal of the Indian Econometric Society
10
Journal of risk and financial management : JRFM
10
Working papers in economics and econometrics
10
American journal of agricultural economics
9
Computational economics
9
Discussion paper
9
Discussion paper / Center for Economic Research, Tilburg University
9
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
9
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ECONIS (ZBW)
28
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1
Explicit minimal representation of variance matrices, and its implication for dynamic volatility models
Abadir, Karim Maher
- In:
The econometrics journal
26
(
2023
)
1
,
pp. 88-104
Persistent link: https://www.econbiz.de/10013543279
Saved in:
2
Estimating spot volatility under infinite variation jumps with dependent market microstructure noise
Liu, Qiang
;
Liu, Zhi
- In:
The econometrics journal
27
(
2024
)
2
,
pp. 278-298
Persistent link: https://www.econbiz.de/10015046377
Saved in:
3
Bubble testing under polynomial trends
Wang, Xiaohu
;
Yu, Jun
- In:
The econometrics journal
26
(
2023
)
1
,
pp. 25-44
Persistent link: https://www.econbiz.de/10013543273
Saved in:
4
Semi-parametric inference on Gini indices of two semi-continuous populations under density ratio models
Yuan, Meng
;
Li, Pengfei
;
Wu, Changbao
- In:
The econometrics journal
26
(
2023
)
2
,
pp. 174-188
Persistent link: https://www.econbiz.de/10014319288
Saved in:
5
Large mixed-frequency VARs with a parsimonious time-varying parameter structure
Götz, Thomas B.
;
Hauzenberger, Klemens
- In:
The econometrics journal
24
(
2021
)
3
,
pp. 442-461
Persistent link: https://www.econbiz.de/10012620715
Saved in:
6
Moment approximations of displaced forward-LIBOR rates with application to swaptions
Van Appel, Jacques
;
McWalter, Thomas A.
- In:
International journal of theoretical and applied finance
23
(
2020
)
7
,
pp. 1-29
Persistent link: https://www.econbiz.de/10012496904
Saved in:
7
Quantile-based smooth transition value at risk estimation
Hubner, Stefan
;
Čížek, Pavel
- In:
The econometrics journal
22
(
2019
)
3
,
pp. 241-261
Persistent link: https://www.econbiz.de/10012166749
Saved in:
8
Testing for changing volatility
Wu, Jilin
;
Xiao, Zhijie
- In:
The econometrics journal
21
(
2018
)
2
,
pp. 192-217
Persistent link: https://www.econbiz.de/10012166609
Saved in:
9
Convex regularization of local volatility estimation
Albani, Vinícius
;
Cezaro, Adriano de
;
Zubelli, Jorge P.
- In:
International journal of theoretical and applied finance
20
(
2017
)
1
,
pp. 1-37
Persistent link: https://www.econbiz.de/10011686808
Saved in:
10
Tighter bounds for implied volatility
Gatheral, Jim
;
Matić, Ivan
;
Radoičić, Radoš
; …
- In:
International journal of theoretical and applied finance
20
(
2017
)
5
,
pp. 1-14
Persistent link: https://www.econbiz.de/10011733970
Saved in:
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