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isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
subject:"Wahrscheinlichkeitsrechnung"
~isPartOf:"Order statistics: applications"
~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~subject:"Volatilität"
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Wahrscheinlichkeitsrechnung
Volatilität
Estimation theory
717
Schätztheorie
717
Theorie
213
Theory
213
Time series analysis
190
Zeitreihenanalyse
190
Estimation
162
Schätzung
162
Nichtparametrisches Verfahren
121
Nonparametric statistics
121
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104
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30
Monte-Carlo-Simulation
30
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Akgiray, Vedat
2
Ghysels, Eric
2
Hautsch, Nikolaus
2
Jing, Bingyi
2
Qin, Jing
2
Shephard, Neil G.
2
Teräsvirta, Timo
2
Yang, Xiye
2
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1
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1
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1
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1
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1
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1
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1
Bauwens, Luc
1
Bibinger, Markus
1
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1
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1
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Chen Zhou
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1
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1
Cheng, Jie
1
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1
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Order statistics: applications
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
Journal of econometrics
140
Discussion paper / Tinbergen Institute
45
Economics letters
38
Econometric reviews
32
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
27
Econometric theory
23
International journal of forecasting
23
Journal of empirical finance
20
Journal of financial econometrics : official journal of the Society for Financial Econometrics
18
Economic modelling
17
Quantitative finance
16
Statistics in transition : an international journal of the Polish Statistical Association
16
CREATES research paper
15
Discussion paper / Center for Economic Research, Tilburg University
15
European journal of operational research : EJOR
15
The econometrics journal
15
Finance research letters
14
NBER Working Paper
14
International journal of theoretical and applied finance
13
Journal of banking & finance
13
Journal of financial econometrics
13
Journal of forecasting
12
Journal of risk and financial management : JRFM
12
Report / Econometric Institute, Erasmus University Rotterdam
11
Série des documents de travail / Centre de Recherche en Économie et Statistique
11
The North American journal of economics and finance : a journal of financial economics studies
11
Discussion paper / Tinbergen Institute / Tinbergen Institute
10
Econometrics : open access journal
10
Insurance / Mathematics & economics
10
SFB 649 discussion paper
10
Statistical papers
9
Technical working paper / National Bureau of Economic Research
9
Working papers
9
CEMMAP working papers / Centre for Microdata Methods and Practice
8
Computational economics
8
Finance and stochastics
8
International journal of economics and financial issues : IJEFI
8
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1
Singular conditional autoregressive Wishart model for realized covariance matrices
Alfelt, Gustav
;
Bodnar, Taras
;
Javed, Farrukh
;
Tyrcha, …
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
3
,
pp. 833-845
Persistent link: https://www.econbiz.de/10014448443
Saved in:
2
Adaptive testing for cointegration with nonstationary volatility
Boswijk, Herman Peter
;
Zu, Yang
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
2
,
pp. 744-755
Persistent link: https://www.econbiz.de/10013534484
Saved in:
3
Score-driven location plus scale models : asymptotic theory and an application to forecasting Dow Jones volatility
Blazsek, Szabolcs
;
Escribano, Álvaro
;
Licht, Adrian
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
28
(
2024
)
1
,
pp. 61-82
Persistent link: https://www.econbiz.de/10014506888
Saved in:
4
Testing the multivariate regular variation model
Einmahl, John H. J.
;
Yang, Fan
;
Chen Zhou
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
4
,
pp. 907-919
Persistent link: https://www.econbiz.de/10012653202
Saved in:
5
Inference for nonparametric high-frequency estimators with an application to time variation in betas
Kalnina, Ilze
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
2
,
pp. 538-549
Persistent link: https://www.econbiz.de/10014448338
Saved in:
6
Estimation of leverage effect : kernel function and efficiency
Yang, Xiye
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
3
,
pp. 939-956
Persistent link: https://www.econbiz.de/10014448463
Saved in:
7
Overnight GARCH-Itô volatility models
Kim, Donggyu
;
Shin, Minseok
;
Wang, Yazhen
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
4
,
pp. 1215-1227
Persistent link: https://www.econbiz.de/10014448607
Saved in:
8
From conditional quantile regression to marginal quantile estimation with applications to missing data and causal inference
Ma, Huijuan
;
Qin, Jing
;
Zhou, Yong
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
4
,
pp. 1377-1390
Persistent link: https://www.econbiz.de/10014448657
Saved in:
9
Estimation and forecasting of long memory stochastic volatility models
Abbara, Omar
;
Zevallos, Mauricio
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10014288818
Saved in:
10
Unrestricted, restricted, and regularized models for forecasting multivariate volatility
Anatolyev, Stanislav
;
Staněk, Filip
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
2
,
pp. 199-218
Persistent link: https://www.econbiz.de/10014288890
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