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isPartOf:"Advances in quantitative analysis of finance and accounting : a research annual"
subject:"Börsenkurs"
~isPartOf:"Quantitative finance"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~subject:"Kapitaleinkommen"
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Börsenkurs
Kapitaleinkommen
Estimation theory
69
Schätztheorie
69
Volatility
26
Volatilität
26
Estimation
25
Schätzung
25
Time series analysis
19
Zeitreihenanalyse
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Achab, Massil
1
Alañón Pardo, Ángel
1
Allen, David E.
1
Auer, Benjamin R.
1
Bacry, E.
1
Berry, Michael A.
1
Buccheri, G.
1
Callen, Jeffrey L.
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Canabarro, Askery
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Cang, Yuquan
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Chen, May-Ru
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Chi, Xie
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Guo, Meihui
1
Henderson, Glenn V.
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Hizmeri, Rodrigo
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Horváth, Roman
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Huang, Shih-Feng
1
Hunter, John Edward
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Iitsuka, Yoshitaka
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Izzeldin, Marwan
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Jiang, Zhi-Qiang
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Jones, Charles Parker
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Kawasaki, Yoshinori
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Kok Haur Ng
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Lange, Ronald H.
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Mboussa Anga, G.
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Motegi, Kaiji
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Muzy, J. F.
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Nolte, Ingmar
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Advances in quantitative analysis of finance and accounting : a research annual
Quantitative finance
The North American journal of economics and finance : a journal of financial economics studies
Journal of econometrics
75
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
41
Journal of empirical finance
23
Economics letters
18
Finance research letters
17
Journal of banking & finance
16
Journal of financial and quantitative analysis : JFQA
15
Economic modelling
13
Journal of financial econometrics : official journal of the Society for Financial Econometrics
12
Journal of forecasting
12
The journal of finance : the journal of the American Finance Association
12
Working paper
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Journal of risk and financial management : JRFM
11
NBER Working Paper
11
NBER working paper series
11
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
11
The review of financial studies
11
Discussion paper / Tinbergen Institute
10
Journal of financial econometrics
10
Journal of financial economics
10
Cambridge working papers in economics
9
Econometrics : open access journal
9
Working paper / National Bureau of Economic Research, Inc.
9
Econometric reviews
8
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
8
International journal of economics and financial issues : IJEFI
8
International review of financial analysis
8
Review of quantitative finance and accounting
8
The journal of business : B
8
International journal of forecasting
7
Journal of economic dynamics & control
7
SFB 649 discussion paper
7
The European journal of finance
7
CESifo working papers
6
CREATES research paper
6
Cogent economics & finance
6
Computational economics
6
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
6
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1
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:
2
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:
3
Inter-regional dependence of J-REIT stock prices : a heteroscedasticity-robust time series approach
Motegi, Kaiji
;
Iitsuka, Yoshitaka
- In:
The North American journal of economics and finance : a …
64
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014246819
Saved in:
4
Cross-sectional quantile regression for estimating conditional VaR of returns during periods of high volatility
Vidal-Llana, Xenxo
;
Guillén, Montserrat
- In:
The North American journal of economics and finance : a …
63
(
2022
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014225819
Saved in:
5
High-dimensional realized covariance estimation : a parametric approach
Buccheri, G.
;
Mboussa Anga, G.
- In:
Quantitative finance
22
(
2022
)
11
,
pp. 2093-2107
Persistent link: https://www.econbiz.de/10013490925
Saved in:
6
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:
7
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
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8
Holidays, weekends and range-based volatility
Díaz-Mendoza, Ana-Carmen
;
Alañón Pardo, Ángel
- In:
The North American journal of economics and finance : a …
52
(
2020
),
pp. 1-8
Persistent link: https://www.econbiz.de/10012656917
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9
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:
10
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
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