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isPartOf:"MNB working papers"
subject:"Volatilität"
~isPartOf:"Computational economics"
~isPartOf:"European journal of operational research : EJOR"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~subject:"Bayesian inference"
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Search: subject_exact:"Estimation theory"
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Volatilität
Bayesian inference
Estimation theory
316
Schätztheorie
316
Regression analysis
52
Regressionsanalyse
52
Estimation
49
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47
Time series analysis
45
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Tsionas, Efthymios G.
3
Alañón Pardo, Ángel
1
Aloy, Marcel
1
Andreeva, Galina
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Arize, Augustine Chuck
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1
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1
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1
Díaz-Mendoza, Ana-Carmen
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1
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1
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MNB working papers
Computational economics
European journal of operational research : EJOR
The North American journal of economics and finance : a journal of financial economics studies
Journal of econometrics
163
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
63
Economics letters
38
Discussion paper / Tinbergen Institute
34
Econometric reviews
30
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28
International journal of forecasting
25
Working paper / Department of Econometrics and Business Statistics, Monash University
25
Journal of empirical finance
23
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
21
Journal of financial econometrics : official journal of the Society for Financial Econometrics
19
Econometric theory
18
The econometrics journal
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CREATES research paper
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Econometrics : open access journal
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Journal of the American Statistical Association : JASA
17
Quantitative finance
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Finance research letters
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Discussion papers / CEPR
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Journal of banking & finance
15
Journal of forecasting
15
Journal of applied econometrics
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Journal of financial econometrics
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NBER Working Paper
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International journal of theoretical and applied finance
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Working paper
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Working papers
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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Journal of economic dynamics & control
12
Journal of risk and financial management : JRFM
12
Quantitative economics : QE ; journal of the Econometric Society
12
SFB 649 discussion paper
12
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
11
Journal of quantitative economics
11
NBER working paper series
11
Applied economics
10
CEMMAP working papers / Centre for Microdata Methods and Practice
10
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ECONIS (ZBW)
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1
Spatio-temporal instrumental variables regression with missing data : a Bayesian approach
Nascimento, Marcus L.
;
Gonçalves, Kelly C. M.
; …
- In:
Computational economics
62
(
2023
)
1
,
pp. 29-47
Persistent link: https://www.econbiz.de/10014327216
Saved in:
2
Bayesian estimation of economic simulation models using neural networks
Platt, Donovan
- In:
Computational economics
59
(
2022
)
2
,
pp. 599-650
Persistent link: https://www.econbiz.de/10013169024
Saved in:
3
Bayesian estimation of agent-based models via adaptive particle Markov chain Monte Carlo
Lux, Thomas
- In:
Computational economics
60
(
2022
)
2
,
pp. 451-477
Persistent link: https://www.econbiz.de/10013380785
Saved in:
4
Constructing copulas using corrected Hermite polynomial expansion for estimating cross foreign exchange volatility
Shiraya, Kenichiro
;
Yamakami, Tomohisa
- In:
European journal of operational research : EJOR
314
(
2024
)
3
,
pp. 1195-1214
Persistent link: https://www.econbiz.de/10014456946
Saved in:
5
Best subset selection for double-threshold-variable autoregressive moving-average models : the Bayesian approach
Zheng, Xiaobing
;
Liang, Kun
;
Xia, Qiang
;
Zhang, Dabin
- In:
Computational economics
59
(
2022
)
3
,
pp. 1175-1201
Persistent link: https://www.econbiz.de/10013169238
Saved in:
6
Assessing the impact of jumps in an option pricing model : a gradient estimation approach
Volk-Makarewicz, Warren
;
Borovkova, Svetlana
; …
- In:
European journal of operational research : EJOR
298
(
2022
)
2
,
pp. 740-751
Persistent link: https://www.econbiz.de/10013206895
Saved in:
7
Cross-sectional quantile regression for estimating conditional VaR of returns during periods of high volatility
Vidal-Llana, Xenxo
;
Guillén, Montserrat
- In:
The North American journal of economics and finance : a …
63
(
2022
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014225819
Saved in:
8
Multi-asset pair-trading strategy : a statistical learning approach
Lin, Tsai-Yu
;
Chen, Cathy W. S.
;
Syu, Fong-Yi
- In:
The North American journal of economics and finance : a …
55
(
2021
),
pp. 1-10
Persistent link: https://www.econbiz.de/10012667381
Saved in:
9
A generalized true random-effects model with spatially autocorrelated persistent and transient inefficiency
Skevas, Ioannis
;
Skevas, Theodoros
- In:
European journal of operational research : EJOR
293
(
2021
)
3
,
pp. 1131-1142
Persistent link: https://www.econbiz.de/10012533813
Saved in:
10
Option pricing model biases : Bayesian and Markov Chain Monte Carlo regression analysis
Mozumder, Sharif
;
Choudhry, Taufiq
;
Dempsey, Michael
- In:
Computational economics
57
(
2021
)
4
,
pp. 1287-1305
Persistent link: https://www.econbiz.de/10012543312
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