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isPartOf:"MNB working papers"
subject:"Volatilität"
~isPartOf:"CORE discussion papers : DP"
~isPartOf:"Finance research letters"
~isPartOf:"Journal of financial econometrics"
~subject:"Maximum-Likelihood-Schätzung"
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Search: subject_exact:"Estimation theory"
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Volatilität
Maximum-Likelihood-Schätzung
Estimation theory
152
Schätztheorie
152
Estimation
39
Schätzung
39
Volatility
31
Time series analysis
30
Zeitreihenanalyse
30
ARCH model
29
ARCH-Modell
29
Correlation
24
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Portfolio selection
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Portfolio-Management
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Hafner, Christian M.
4
Bauwens, Luc
3
Preminger, Arie
3
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2
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1
Ardia, David
1
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1
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1
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1
Chatrath, Arjun
1
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1
Chen, Hueiling
1
Christie-David, Rohan
1
Cipollini, Fabrizio
1
Duan, Jin-Chuan
1
Dunsmuir, William T.M.
1
Dēmos, Antōnēs A.
1
Fulop, Andras
1
Galli, Fausto
1
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1
Gauthier, Geneviève
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1
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1
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1
Kambouroudis, Dimos
1
Ke, Wen-Chyan
1
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1
Korkusuz, Burak
1
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1
Laurent, Sébastien
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MNB working papers
CORE discussion papers : DP
Finance research letters
Journal of financial econometrics
Journal of econometrics
191
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
65
Discussion paper / Tinbergen Institute
50
Economics letters
45
Econometric reviews
40
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24
CREATES research paper
22
Econometric theory
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Journal of empirical finance
21
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
20
Journal of financial econometrics : official journal of the Society for Financial Econometrics
19
The econometrics journal
19
Econometrics : open access journal
17
Journal of the American Statistical Association : JASA
17
International journal of forecasting
16
Quantitative finance
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European journal of operational research : EJOR
14
Journal of banking & finance
14
Journal of forecasting
14
Journal of risk and financial management : JRFM
14
Série des documents de travail / Centre de Recherche en Économie et Statistique
14
Computational economics
13
International journal of theoretical and applied finance
13
NBER Working Paper
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The North American journal of economics and finance : a journal of financial economics studies
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CEMMAP working papers / Centre for Microdata Methods and Practice
11
Insurance / Mathematics & economics
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Working paper / Department of Econometrics and Business Statistics, Monash University
11
Applied economics
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SFB 649 discussion paper
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Statistics in transition : an international journal of the Polish Statistical Association
10
Série des documents de travail
10
Working paper
10
Applied economics letters
9
CESifo working papers
9
Journal of economic dynamics & control
9
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ECONIS (ZBW)
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1
Empirical asset pricing with functional factors
Nadler, Philip
;
Sancetta, Alessio
- In:
Journal of financial econometrics
21
(
2023
)
4
,
pp. 1258-1281
Persistent link: https://www.econbiz.de/10014391457
Saved in:
2
Intraday trades profile estimation : an intensity approach
Sancetta, Alessio
- In:
Journal of financial econometrics
21
(
2023
)
3
,
pp. 651-677
Persistent link: https://www.econbiz.de/10014314773
Saved in:
3
Volatility of volatility estimation : central limit theorems for the fourier transform estimator and empirical study of the daily time series stylized facts
Toscano, Giacomo
;
Livieri, Giulia
;
Mancino, Maria Elvira
; …
- In:
Journal of financial econometrics
22
(
2024
)
1
,
pp. 252-296
Persistent link: https://www.econbiz.de/10014526318
Saved in:
4
Dynamic covariance matrix estimation and portfolio analysis with high-frequency data
Jiang, Binyan
;
Liu, Cheng
;
Tang, Cheng Yong
- In:
Journal of financial econometrics
22
(
2024
)
2
,
pp. 461-491
Persistent link: https://www.econbiz.de/10014526333
Saved in:
5
Estimating risk in illiquid markets : a model of market friction with stochastic volatility
Buccheri, Giuseppe
;
Grassi, Stefano
;
Vocalelli, Giorgio
- In:
Journal of financial econometrics
22
(
2024
)
2
,
pp. 531-574
Persistent link: https://www.econbiz.de/10014526336
Saved in:
6
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:
7
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:
8
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:
9
An application of damped diffusion for modeling volatility dynamics
Hung, Mao-Wei
;
Ko, Yi-Chen
;
Wang, Jr-Yan
- In:
Journal of financial econometrics
21
(
2023
)
3
,
pp. 779-809
Persistent link: https://www.econbiz.de/10014314820
Saved in:
10
A comparative study of likelihood approximations for univariate diffusions
Hurn, Stan
;
Lindsay, Kenneth A.
;
Xu, Lina
- In:
Journal of financial econometrics
21
(
2023
)
3
,
pp. 852-879
Persistent link: https://www.econbiz.de/10014314834
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