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isPartOf:"Pacific-Basin finance journal"
subject:"Börsenkurs"
~isPartOf:"Quantitative finance"
~subject:"Kapitaleinkommen"
~subject:"Nonparametric statistics"
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Börsenkurs
Kapitaleinkommen
Nonparametric statistics
Estimation theory
45
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Achab, Massil
1
Bacry, E.
1
Bae, Kee-hong
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Brooks, Robert
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Pacific-Basin finance journal
Quantitative finance
Journal of econometrics
376
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
146
CEMMAP working papers / Centre for Microdata Methods and Practice
124
Econometric theory
105
Economics letters
98
Econometric reviews
87
Journal of the American Statistical Association : JASA
77
The econometrics journal
63
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
48
Discussion papers of interdisciplinary research project 373
45
Working paper / Department of Econometrics and Business Statistics, Monash University
44
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
40
Discussion paper / Tinbergen Institute
39
Discussion paper series / IZA
38
SFB 649 discussion paper
37
Cowles Foundation discussion paper
36
Quantitative economics : QE ; journal of the Econometric Society
35
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
31
Econometrics papers
30
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
29
Cowles Foundation Discussion Paper
28
European journal of operational research : EJOR
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Journal of empirical finance
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NBER working paper series
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NBER Working Paper
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Econometrics : open access journal
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CREATES research paper
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Economic modelling
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Boston College working papers in economics
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Série des documents de travail / Centre de Recherche en Économie et Statistique
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Journal of applied econometrics
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Journal of banking & finance
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Working papers / TSE : WP
22
Journal of financial econometrics : official journal of the Society for Financial Econometrics
21
Journal of risk and financial management : JRFM
21
Cambridge working papers in economics
20
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
20
Finance research letters
19
Working papers series in theoretical and applied economics
19
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1
GARCH-UGH : a bias-reduced approach for dynamic extreme Value-at-Risk estimation in financial time series
Kaibuchi, Hibiki
;
Kawasaki, Yoshinori
;
Stupfler, G.
- In:
Quantitative finance
22
(
2022
)
7
,
pp. 1277-1294
Persistent link: https://www.econbiz.de/10013367899
Saved in:
2
A generalized heterogeneous autoregressive model using market information
Hizmeri, Rodrigo
;
Izzeldin, Marwan
;
Nolte, Ingmar
; …
- In:
Quantitative finance
22
(
2022
)
8
,
pp. 1513-1534
Persistent link: https://www.econbiz.de/10013367925
Saved in:
3
Implied volatility directional forecasting : a machine learning approach
Vrontos, Spyridon D.
;
Galakis, John
;
Vrontos, Ioannis D.
- In:
Quantitative finance
21
(
2021
)
10
,
pp. 1687-1706
Persistent link: https://www.econbiz.de/10012653707
Saved in:
4
High-dimensional realized covariance estimation : a parametric approach
Buccheri, G.
;
Mboussa Anga, G.
- In:
Quantitative finance
22
(
2022
)
11
,
pp. 2093-2107
Persistent link: https://www.econbiz.de/10013490925
Saved in:
5
Scale-, time- and asset-dependence of Hawkes process estimates on high frequency price changes
Wehrli, Alexander
;
Wheatley, Spencer
;
Sornette, Didier
- In:
Quantitative finance
21
(
2021
)
5
,
pp. 729-752
Persistent link: https://www.econbiz.de/10012500185
Saved in:
6
Uncertainty shocks of Trump election in an interval model of stock market
Sun, Yuying
;
Qiao, Kenan
;
Wang, Shouyang
- In:
Quantitative finance
21
(
2021
)
5
,
pp. 865-879
Persistent link: https://www.econbiz.de/10012500201
Saved in:
7
Testing for jumps based on high-frequency data : a method exploiting microstructure noise
Liu, Guangying
;
Xiang, Jing
;
Cang, Yuquan
- In:
Quantitative finance
20
(
2020
)
11
,
pp. 1795-1809
Persistent link: https://www.econbiz.de/10012313515
Saved in:
8
Stock market trend prediction using a functional time series approach
Huang, Shih-Feng
;
Guo, Meihui
;
Chen, May-Ru
- In:
Quantitative finance
20
(
2020
)
1
,
pp. 69-79
Persistent link: https://www.econbiz.de/10012194855
Saved in:
9
Modeling of recovery rate for a given default by non-parametric method
Chen, Rongda
;
Zhou, Hanxian
;
Jin, Chenglu
;
Zheng, Wei
- In:
Pacific-Basin finance journal
57
(
2019
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012170556
Saved in:
10
Analysis of order book flows using a non-parametric estimation of the branching ratio matrix
Achab, Massil
;
Bacry, E.
;
Muzy, J. F.
;
Rambaldi, M.
- In:
Quantitative finance
18
(
2018
)
2
,
pp. 199-212
Persistent link: https://www.econbiz.de/10011905857
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