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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:"Regression analysis"
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Search: subject_exact:"Estimation theory"
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Volatilität
Maximum-Likelihood-Schätzung
Regression analysis
Estimation theory
90
Schätztheorie
90
Estimation
21
Schätzung
21
Time series analysis
19
Volatility
19
Zeitreihenanalyse
19
ARCH model
17
ARCH-Modell
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Nichtparametrisches Verfahren
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English
33
Author
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Hafner, Christian M.
4
Bauwens, Luc
3
Preminger, Arie
3
Sancetta, Alessio
3
Van Bellegem, Sébastien
3
Johannes, Jan
2
Bertanha, Marinho
1
Birke, Melanie
1
Buccheri, Giuseppe
1
Chen, Feng
1
Cipollini, Fabrizio
1
Duan, Jin-Chuan
1
Dunsmuir, William T.M.
1
Dēmos, Antōnēs A.
1
Florens, Jean-Pierre
1
Fulop, Andras
1
Galli, Fausto
1
Gallo, Giampiero M.
1
Golinski, Adam
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
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
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1
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MNB working papers
CORE discussion papers : DP
Journal of financial econometrics
Journal of econometrics
444
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
148
Economics letters
136
Econometric theory
111
CEMMAP working papers / Centre for Microdata Methods and Practice
105
Journal of the American Statistical Association : JASA
103
Econometric reviews
102
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
82
Discussion paper / Tinbergen Institute
79
The econometrics journal
73
Cowles Foundation discussion paper
49
Discussion papers of interdisciplinary research project 373
48
Discussion paper series / IZA
46
NBER Working Paper
46
Economic modelling
43
Discussion paper / Sonderforschungsbereich 386 der Ludwig-Maximilians-Universität München
42
Econometrics : open access journal
42
European journal of operational research : EJOR
41
International journal of forecasting
36
Working paper / Department of Econometrics and Business Statistics, Monash University
35
NBER working paper series
33
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
33
CREATES research paper
32
Computational economics
31
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
31
KBI
31
Insurance / Mathematics & economics
30
Journal of risk and financial management : JRFM
29
SFB 649 discussion paper
29
Working paper
29
Cowles Foundation Discussion Paper
28
Discussion paper
28
Discussion paper / Center for Economic Research, Tilburg University
28
Quantitative economics : QE ; journal of the Econometric Society
28
Applied economics letters
27
Journal of empirical finance
26
Journal of financial econometrics : official journal of the Society for Financial Econometrics
26
Journal of forecasting
26
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
25
Série des documents de travail / Centre de Recherche en Économie et Statistique
25
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ECONIS (ZBW)
33
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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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