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isPartOf:"MNB working papers"
subject:"Volatilität"
~isPartOf:"Computational economics"
~isPartOf:"Finance research letters"
~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
197
Schätztheorie
197
Time series analysis
51
Zeitreihenanalyse
51
Estimation
49
Schätzung
48
Volatility
31
ARCH model
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MNB working papers
Computational economics
Finance research letters
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
Economic modelling
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International journal of forecasting
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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
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
19
Econometric theory
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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
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Quantitative finance
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Discussion papers / CEPR
15
Journal of banking & finance
15
Journal of forecasting
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European journal of operational research : EJOR
14
Journal of applied econometrics
14
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
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Journal of risk and financial management : JRFM
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Quantitative economics : QE ; journal of the Econometric Society
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SFB 649 discussion paper
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
11
Journal of quantitative economics
11
NBER working paper series
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Applied economics
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CEMMAP working papers / Centre for Microdata Methods and Practice
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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
Estimating the US trend short-term interest rate
Beechey, Meredith Jane
;
Österholm, Pär
;
Poon, Aubrey
- In:
Finance research letters
55
(
2023
)
1
,
pp. 1-8
Persistent link: https://www.econbiz.de/10014473294
Saved in:
5
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:
6
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:
7
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:
8
S&P volatility, VIX, and asymptotic volatility estimates
Bonaparte, Yosef
;
Chatrath, Arjun
;
Christie-David, Rohan
- In:
Finance research letters
51
(
2023
),
pp. 1-5
Persistent link: https://www.econbiz.de/10014286751
Saved in:
9
A discussion on the robustness of conditional heteroskedasticity models : simulation evidence and applications of the crude oil returns
Shi, Yanlin
- In:
Finance research letters
44
(
2022
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014494772
Saved in:
10
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
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