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isPartOf:"International journal of theoretical and applied finance"
subject:"Volatilität"
~isPartOf:"Finance and stochastics"
~isPartOf:"Finance research letters"
~subject:"Mathematische Optimierung"
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Search: subject_exact:"Estimation theory"
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Volatilität
Mathematische Optimierung
Estimation theory
119
Schätztheorie
119
Volatility
33
Estimation
23
Schätzung
23
Option pricing theory
22
Optionspreistheorie
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Portfolio selection
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Gatheral, Jim
2
Wu, Xinyu
2
Adesina, Tola
1
Albani, Vinícius
1
Ammou, Samir Ben
1
Ardia, David
1
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International journal of theoretical and applied finance
Finance and stochastics
Finance research letters
Journal of econometrics
122
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
44
European journal of operational research : EJOR
30
Discussion paper / Tinbergen Institute
29
Economics letters
27
Econometric reviews
24
Economic modelling
20
Journal of empirical finance
20
Operations research letters
19
Mathematics of operations research
18
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
17
Journal of financial econometrics : official journal of the Society for Financial Econometrics
16
CREATES research paper
15
Quantitative finance
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Econometric theory
14
International journal of forecasting
14
Journal of banking & finance
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
13
Journal of financial econometrics
13
The econometrics journal
13
Journal of risk and financial management : JRFM
11
Operations research
11
The North American journal of economics and finance : a journal of financial economics studies
11
CEMMAP working papers / Centre for Microdata Methods and Practice
10
Computational economics
10
Econometrics : open access journal
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Journal of forecasting
10
SFB 649 discussion paper
10
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
10
NBER Working Paper
9
Working papers
9
International journal of economics and financial issues : IJEFI
8
Working paper / National Bureau of Economic Research, Inc.
8
Computers & operations research : and their applications to problems of world concern ; an international journal
7
Discussion paper / Center for Economic Research, Tilburg University
7
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
7
INFORMS journal on computing : JOC
7
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1
Non-linear shrinkage of the price return covariance matrix is far from optimal for portfolio optimization
Bongiorno, Christian
;
Challet, Damien
- In:
Finance research letters
52
(
2023
),
pp. 1-5
Persistent link: https://www.econbiz.de/10014472232
Saved in:
2
Recurrent neural network based parameter estimation of Hawkes model on high-frequency financial data
Lee, Kyungsub
- In:
Finance research letters
55
(
2023
)
1
,
pp. 1-6
Persistent link: https://www.econbiz.de/10014473319
Saved in:
3
Do extreme range estimators improve realized volatility forecasts? : evidence from G7 Stock Markets
Korkusuz, Burak
;
Kambouroudis, Dimos
;
McMillan, David G.
- In:
Finance research letters
55
(
2023
)
2
,
pp. 1-7
Persistent link: https://www.econbiz.de/10014473523
Saved in:
4
The Chinese oil futures volatility : evidence from high-low estimator information
Huang, Xiaozhou
;
Wang, Yubao
;
Song, Juan
- In:
Finance research letters
56
(
2023
),
pp. 1-4
Persistent link: https://www.econbiz.de/10014473684
Saved in:
5
S&P volatility, VIX, and asymptotic volatility estimates
Bonaparte, Yosef
;
Chatrath, Arjun
;
Christie-David, Rohan
- In:
Finance research letters
51
(
2023
),
pp. 1-5
Persistent link: https://www.econbiz.de/10014286751
Saved in:
6
Nonparametric estimation for i.i.d. paths of a martingale-driven model with application to non-autonomous financial models
Marie, Nicolas
- In:
Finance and stochastics
27
(
2023
)
1
,
pp. 97-126
Persistent link: https://www.econbiz.de/10013489500
Saved in:
7
A discussion on the robustness of conditional heteroskedasticity models : simulation evidence and applications of the crude oil returns
Shi, Yanlin
- In:
Finance research letters
44
(
2022
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014494772
Saved in:
8
A realized EGARCH-MIDAS model with higher moments
Wu, Xinyu
;
Xie, Haibin
- In:
Finance research letters
38
(
2021
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012485028
Saved in:
9
Effective asymptotics analysis for finance
Grunspan, Cyril
;
Van der Hoeven, Joris
- In:
International journal of theoretical and applied finance
23
(
2020
)
2
,
pp. 1-23
Persistent link: https://www.econbiz.de/10012270910
Saved in:
10
Realised volatility and parametric estimation of Heston SDEs
Azencott, Robert
;
Ren, Peng
;
Timofeyev, Ilya
- In:
Finance and stochastics
24
(
2020
)
3
,
pp. 723-755
Persistent link: https://www.econbiz.de/10012518091
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