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isPartOf:"MNB working papers"
subject:"Volatilität"
~isPartOf:"Computational economics"
~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~subject:"Exchange rate"
~subject:"Markov-Kette"
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Search: subject_exact:"Estimation theory"
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Volatilität
Exchange rate
Markov-Kette
Estimation theory
212
Schätztheorie
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Time series analysis
81
Zeitreihenanalyse
81
Estimation
52
Schätzung
51
Regression analysis
34
Regressionsanalyse
34
Monte Carlo simulation
29
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Abbara, Omar
1
Aloy, Marcel
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Anatolyev, Stanislav
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Bartolucci, Francesco
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Baruník, Jozef
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Byoung Hark Yoo
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Flachaire, Emmanuel
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MNB working papers
Computational economics
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
Journal of econometrics
135
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
64
Discussion paper / Tinbergen Institute
38
Economics letters
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Econometric reviews
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Economic modelling
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Journal of empirical finance
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International journal of forecasting
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CREATES research paper
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International journal of theoretical and applied finance
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The econometrics journal
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
12
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
12
International journal of economics and financial issues : IJEFI
12
NBER Working Paper
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Série des documents de travail / Centre de Recherche en Économie et Statistique
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The North American journal of economics and finance : a journal of financial economics studies
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Working paper / National Bureau of Economic Research, Inc.
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Econometrics : open access journal
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European journal of operational research : EJOR
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Journal of risk and financial management : JRFM
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NBER working paper series
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SFB 649 discussion paper
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Applied economics
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Discussion paper
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Journal of applied econometrics
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Working paper / Department of Econometrics and Business Statistics, Monash University
9
Working papers
9
Finance and stochastics
8
Journal of mathematical finance
8
Applied economics letters
7
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ECONIS (ZBW)
35
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1
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:
2
Score-driven location plus scale models : asymptotic theory and an application to forecasting Dow Jones volatility
Blazsek, Szabolcs
;
Escribano, Álvaro
;
Licht, Adrian
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
28
(
2024
)
1
,
pp. 61-82
Persistent link: https://www.econbiz.de/10014506888
Saved in:
3
Estimation and forecasting of long memory stochastic volatility models
Abbara, Omar
;
Zevallos, Mauricio
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10014288818
Saved in:
4
Unrestricted, restricted, and regularized models for forecasting multivariate volatility
Anatolyev, Stanislav
;
Staněk, Filip
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
2
,
pp. 199-218
Persistent link: https://www.econbiz.de/10014288890
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
Bayesian bandwidth estimation for local linear fitting in nonparametric regression models
Shang, Han Lin
;
Zhang, Xibin
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
26
(
2022
)
1
,
pp. 55-71
Persistent link: https://www.econbiz.de/10013334620
Saved in:
7
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
Saved in:
8
Bayesian estimation for high-frequency volatility models in a time deformed framework
Santos, Antonio A. F.
- In:
Computational economics
57
(
2021
)
2
,
pp. 455-479
Persistent link: https://www.econbiz.de/10012486920
Saved in:
9
Forecasting with second-order approximations and Markov-switching DSGE models
Ivashchenko, Sergey
;
Çekin, Semih Emre
;
Kotzé, Kevin
; …
- In:
Computational economics
56
(
2020
)
4
,
pp. 747-771
Persistent link: https://www.econbiz.de/10012390465
Saved in:
10
Finite Gaussian mixture approximations to analytically intractable density Kernels
Khorunzhina, Natalia
;
Richard, Jean-François
- In:
Computational economics
53
(
2019
)
3
,
pp. 991-1017
Persistent link: https://www.econbiz.de/10012135106
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