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isPartOf:"MNB working papers"
subject:"Volatilität"
~isPartOf:"Computational economics"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~subject:"Bayesian inference"
~type_genre:"Article in journal"
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Search: subject_exact:"Estimation theory"
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Volatilität
Bayesian inference
Estimation theory
133
Schätztheorie
133
Time series analysis
40
Zeitreihenanalyse
40
Estimation
31
Schätzung
30
Regression analysis
24
Regressionsanalyse
24
Monte Carlo simulation
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Volatility
17
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11
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Alañón Pardo, Ángel
1
Aloy, Marcel
1
Arize, Augustine Chuck
1
Bartolucci, Francesco
1
Cagnone, Silvia
1
Chen, Cathy W. S.
1
Choudhry, Taufiq
1
Dempsey, Michael
1
Díaz-Mendoza, Ana-Carmen
1
Franke, Reiner
1
Gonçalves, Kelly C. M.
1
Guillén, Montserrat
1
Herbst, Edward P.
1
Horváth, Roman
1
Jang, Tae-Seok
1
Khorunzhina, Natalia
1
Kumar, Satish
1
Kunitomo, Naoto
1
Li, Leon
1
Liang, Kun
1
Lin, Tsai-Yu
1
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1
Liu, Yiqi
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1
Santos, Antonio A. F.
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Sato, Seisho
1
Syu, Fong-Yi
1
Tanaka, Masahiro
1
Truchis, Gilles de
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MNB working papers
Computational economics
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
Econometric reviews
30
Economic modelling
28
International journal of forecasting
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
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The econometrics journal
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Econometrics : open access journal
17
Journal of the American Statistical Association : JASA
17
Quantitative finance
17
Finance research letters
16
Journal of banking & finance
15
Journal of forecasting
15
European journal of operational research : EJOR
14
Journal of applied econometrics
14
Journal of financial econometrics
14
International journal of theoretical and applied finance
13
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
12
Journal of economic dynamics & control
12
Journal of risk and financial management : JRFM
12
Quantitative economics : QE ; journal of the Econometric Society
12
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
11
Journal of quantitative economics
11
Applied economics
10
Applied economics letters
9
Insurance / Mathematics & economics
9
Finance and stochastics
8
International journal of economics and financial issues : IJEFI
8
Journal of mathematical finance
8
Marketing science : the marketing journal of the Institute for Operations Research and the Management Sciences
8
Central European journal of economic modelling and econometrics
7
Risks : open access journal
7
Statistics in transition : an international journal of the Polish Statistical Association
7
Decisions in economics and finance : DEF ; a journal of applied mathematics
6
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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
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:
5
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:
6
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:
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
Bayesian inference of local projections with roughness penalty priors
Tanaka, Masahiro
- In:
Computational economics
55
(
2020
)
2
,
pp. 629-651
Persistent link: https://www.econbiz.de/10012223655
Saved in:
10
Holidays, weekends and range-based volatility
Díaz-Mendoza, Ana-Carmen
;
Alañón Pardo, Ángel
- In:
The North American journal of economics and finance : a …
52
(
2020
),
pp. 1-8
Persistent link: https://www.econbiz.de/10012656917
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