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Regression analysis
Volatility
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90
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40
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39
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31
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28
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27
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24
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23
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22
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22
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21
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21
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20
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19
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18
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17
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15
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14
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14
Horowitz, Joel
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Journal of econometrics
299
Economics letters
100
CEMMAP working papers / Centre for Microdata Methods and Practice
97
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
97
Econometric theory
92
Journal of the American Statistical Association : JASA
89
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
76
Econometric reviews
70
The econometrics journal
55
Cowles Foundation discussion paper
45
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42
Discussion paper / Sonderforschungsbereich 386 der Ludwig-Maximilians-Universität München
41
Discussion papers of interdisciplinary research project 373
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NBER Working Paper
34
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32
European journal of operational research : EJOR
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NBER working paper series
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Cowles Foundation Discussion Paper
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Economic modelling
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International journal of forecasting
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Journal of risk and financial management : JRFM
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Computational economics
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KBI
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ECONIS (ZBW)
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1
Improvized implied
volatility
function and nonparametric approach to unbiased estimation
Muhammad, Atif Sattar
;
Zhang, Hailiang
;
Kanwal, Samra
; …
- In:
International journal of financial engineering
10
(
2023
)
1
,
pp. 1-14
Persistent link: https://www.econbiz.de/10014251229
Saved in:
2
A linear regression approach for determining explicit expressions for option prices for equity option pricing models with dependent
volatility
and return processes
Jagannathan, Raj
- In:
Journal of mathematical finance
6
(
2016
)
2
,
pp. 303-323
Persistent link: https://www.econbiz.de/10011544516
Saved in:
3
A linear regression approach for determining option pricing for currency-rate diffusion model with dependent stochastic
volatility
, stochastic interest rate, and return processes
Jagannathan, Raj
- In:
Journal of mathematical finance
8
(
2018
)
1
,
pp. 161-177
Persistent link: https://www.econbiz.de/10011846254
Saved in:
4
Künstliche neuronale Netze und ihre Beziehungen zur Statistik
Widmann, Gabriele
-
2001
Persistent link: https://www.econbiz.de/10001543805
Saved in:
5
Modelling option-implied return distributions: a generalized log-logistic approximation
Hallerbach, Winfried G.
- In:
Current topics in quantitative finance : with 23 tables
,
(pp. 80-92)
.
1999
Persistent link: https://www.econbiz.de/10001442926
Saved in:
6
The performance of the Indian stock market during COVID-19
Chaudhary, Rashmi
;
Bakhshi, Priti
;
Gupta, Hemendra
- In:
Investment management and financial innovations
17
(
2020
)
3
,
pp. 133-147
Persistent link: https://www.econbiz.de/10012405625
Saved in:
7
Macroeconomic determinants of stock market
volatility
: an empirical study of Malaysia and Indonesia
Nikmanesh, Lida
;
Abu Hassan Shaari Mohd Nor
- In:
Asian Academy of Management journal : AAMJ
21
(
2016
)
1
,
pp. 161-180
Persistent link: https://www.econbiz.de/10011665273
Saved in:
8
Volatility
regressions with fat tails
Kim, Jihyun
;
Meddahi, Nour
-
2020
Persistent link: https://www.econbiz.de/10012216036
Saved in:
9
On financial distributions modelling methods : application on regression models for time series
Dewick, Paul R.
- In:
Journal of risk and financial management : JRFM
15
(
2022
)
10
,
pp. 1-15
, as the distribution and stylized facts can determine if
volatility
is present, resulting in financial risk and contagion …
Persistent link: https://www.econbiz.de/10013471223
Saved in:
10
Nonparametric autoregression with multiplicative
volatility
and additive mean
Yang, Lijian
;
Härdle, Wolfgang
;
Nielsen, Jens Perch
-
1998
Persistent link: https://www.econbiz.de/10000168636
Saved in:
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