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isPartOf:"MNB working papers"
subject:"Volatilität"
~isPartOf:"CORE discussion papers : DP"
~isPartOf:"Journal of financial econometrics"
~subject:"Maximum-Likelihood-Schätzung"
~subject:"Prognoseverfahren"
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Search: subject_exact:"Estimation theory"
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Volatilität
Maximum-Likelihood-Schätzung
Prognoseverfahren
Estimation theory
90
Schätztheorie
90
Estimation
21
Schätzung
21
Time series analysis
19
Volatility
19
Zeitreihenanalyse
19
ARCH model
17
ARCH-Modell
17
Correlation
16
Korrelation
16
Nichtparametrisches Verfahren
12
Nonparametric statistics
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Capital income
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Regression analysis
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Regressionsanalyse
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Maximum likelihood estimation
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Risikomaß
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7
Risk premium
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Stochastic process
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English
30
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Hafner, Christian M.
4
Bauwens, Luc
3
Preminger, Arie
3
Sancetta, Alessio
3
Buccheri, Giuseppe
1
Cai, Charlie X.
1
Cai, Yuzhi
1
Chen, Feng
1
Cipollini, Fabrizio
1
Duan, Jin-Chuan
1
Dunsmuir, William T.M.
1
Dēmos, Antōnēs A.
1
Fulop, Andras
1
Galli, Fausto
1
Gallo, Giampiero M.
1
Grassi, Stefano
1
Grønneberg, Steffen
1
Gungor, Sermin
1
Guo, Junjie
1
Hong, Seok Young
1
Hung, Mao-Wei
1
Hurn, Stan
1
Inoue, Atsushi
1
Jiang, Binyan
1
Kim, Minjoo
1
Ko, Yi-Chen
1
Kyriakopoulou, Dimitra
1
Laurent, Sébastien
1
Lindsay, Kenneth A.
1
Liu, Cheng
1
Liu, Qiang
1
Liu, Zhi
1
Livieri, Giulia
1
Lovcha, Yuliya
1
Lu, Jin
1
Lucas, André
1
Luger, Richard
1
Mancino, Maria Elvira
1
Marmi, Stefano
1
Nadler, Philip
1
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MNB working papers
CORE discussion papers : DP
Journal of financial econometrics
Journal of econometrics
253
International journal of forecasting
114
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
101
Journal of forecasting
75
Discussion paper / Tinbergen Institute
65
Economics letters
64
Econometric reviews
49
Journal of empirical finance
33
Econometric theory
32
CREATES research paper
31
Economic modelling
30
The econometrics journal
30
Working paper / Department of Econometrics and Business Statistics, Monash University
30
Journal of the American Statistical Association : JASA
29
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
25
Journal of financial econometrics : official journal of the Society for Financial Econometrics
24
Insurance / Mathematics & economics
23
European journal of operational research : EJOR
22
Computational economics
21
Econometrics : open access journal
21
Quantitative finance
21
Finance research letters
19
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
18
Journal of banking & finance
18
Journal of risk and financial management : JRFM
18
Working paper
18
Discussion paper
17
NBER Working Paper
17
Applied economics
16
CESifo working papers
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Working papers / Rutgers University, Department of Economics
16
The North American journal of economics and finance : a journal of financial economics studies
15
Applied economics letters
14
Discussion papers / CEPR
14
Empirical economics : a quarterly journal of the Institute for Advanced Studies
14
Statistics in transition : an international journal of the Polish Statistical Association
14
Série des documents de travail / Centre de Recherche en Économie et Statistique
14
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
14
CEMMAP working papers / Centre for Microdata Methods and Practice
13
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ECONIS (ZBW)
30
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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
A new test for multiple predictive regression
Xu, Ke-Li
;
Guo, Junjie
- In:
Journal of financial econometrics
22
(
2024
)
1
,
pp. 119-156
Persistent link: https://www.econbiz.de/10014526308
Saved in:
4
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:
5
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:
6
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:
7
Exact inference in long-horizon predictive quantile regressions with an application to stock returns
Gungor, Sermin
;
Luger, Richard
- In:
Journal of financial econometrics
19
(
2021
)
4
,
pp. 746-788
Persistent link: https://www.econbiz.de/10012654991
Saved in:
8
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:
9
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:
10
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
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