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isPartOf:"MNB working papers"
subject:"Volatilität"
~isPartOf:"CORE discussion papers : DP"
~isPartOf:"Journal of financial econometrics"
~isPartOf:"Journal of the American Statistical Association : JASA"
~subject:"Maximum-Likelihood-Schätzung"
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Search: subject_exact:"Estimation theory"
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Volatilität
Maximum-Likelihood-Schätzung
Estimation theory
414
Schätztheorie
414
Regression analysis
97
Regressionsanalyse
97
Nichtparametrisches Verfahren
88
Nonparametric statistics
88
Time series analysis
53
Zeitreihenanalyse
53
Estimation
45
Schätzung
45
Correlation
32
Korrelation
32
Sampling
27
Stichprobenerhebung
27
Statistical distribution
26
Statistische Verteilung
26
Induktive Statistik
23
Statistical inference
23
Volatility
22
Maximum likelihood estimation
21
Statistical test
21
Statistischer Test
21
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20
Prognoseverfahren
20
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19
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19
Multivariate Analyse
19
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Robustes Verfahren
18
Analysis of variance
16
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16
Bayesian inference
16
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16
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16
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12
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Hafner, Christian M.
4
Bauwens, Luc
3
Preminger, Arie
3
Fan, Jianqing
2
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2
Liu, Zhi
2
Sancetta, Alessio
2
Zeng, Donglin
2
Aït-Sahalia, Yacine
1
Boldea, Otilia
1
Buccheri, Giuseppe
1
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1
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1
Cheng, Ming-yen
1
Cipollini, Fabrizio
1
Duan, Jin-Chuan
1
Dunsmuir, William T.M.
1
Dēmos, Antōnēs A.
1
Fan, Yingying
1
Francq, Christian
1
Fulop, Andras
1
Galli, Fausto
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
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1
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1
Lam, K. F.
1
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1
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1
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1
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MNB working papers
CORE discussion papers : DP
Journal of financial econometrics
Journal of the American Statistical Association : JASA
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
Economic modelling
24
CREATES research paper
22
Econometric theory
22
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
International journal of forecasting
16
Quantitative finance
16
European journal of operational research : EJOR
14
Finance research letters
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
13
The North American journal of economics and finance : a journal of financial economics studies
13
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
10
SFB 649 discussion paper
10
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
Journal of mathematical finance
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ECONIS (ZBW)
42
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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
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:
7
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
Saved in:
8
Volatility estimation and forecasts based on price durations
Hong, Seok Young
;
Nolte, Ingmar
;
Taylor, Stephen
;
Zhao, …
- In:
Journal of financial econometrics
21
(
2023
)
1
,
pp. 106-144
Persistent link: https://www.econbiz.de/10013542852
Saved in:
9
Volatility prediction using a realized-measure-based component model
Noureldin, Diaa
- In:
Journal of financial econometrics
20
(
2022
)
1
,
pp. 76-104
Persistent link: https://www.econbiz.de/10012878187
Saved in:
10
Risk estimation with a time-varying probability of zero returns
Sucarrat, Genaro
;
Grønneberg, Steffen
- In:
Journal of financial econometrics
20
(
2022
)
2
,
pp. 278-309
Persistent link: https://www.econbiz.de/10013187979
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