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isPartOf:"Pacific-Basin finance journal"
subject:"Börsenkurs"
~isPartOf:"Quantitative finance"
~subject:"Kapitaleinkommen"
~subject:"Risikomaß"
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Börsenkurs
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Risikomaß
Estimation theory
45
Schätztheorie
45
Volatility
16
Volatilität
16
Estimation
13
Schätzung
13
Share price
12
Time series analysis
11
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Achab, Massil
1
Bacry, E.
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Bae, Kee-hong
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Brooks, Robert
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Buccheri, G.
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Caccioli, Fabio
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Jiang, Zhi-Qiang
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Kalev, Petko S.
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Karolyi, G. Andrew
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Pacific-Basin finance journal
Quantitative finance
Journal of econometrics
83
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
50
Insurance / Mathematics & economics
26
Journal of empirical finance
25
Finance research letters
24
Journal of banking & finance
24
Journal of risk
24
Journal of financial econometrics : official journal of the Society for Financial Econometrics
21
Economics letters
20
Discussion paper / Tinbergen Institute
16
Journal of forecasting
16
Journal of financial and quantitative analysis : JFQA
15
Journal of risk and financial management : JRFM
15
Economic modelling
14
Journal of financial econometrics
14
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
13
Econometrics : open access journal
12
SFB 649 discussion paper
12
The journal of finance : the journal of the American Finance Association
12
Working paper
12
Computational economics
11
International journal of forecasting
11
NBER Working Paper
11
NBER working paper series
11
The review of financial studies
11
Econometric reviews
10
International journal of theoretical and applied finance
10
Journal of financial economics
10
Review of quantitative finance and accounting
10
The North American journal of economics and finance : a journal of financial economics studies
10
Cambridge working papers in economics
9
European journal of operational research : EJOR
9
International journal of economics and financial issues : IJEFI
9
International review of financial analysis
9
Journal of mathematical finance
9
Risks : open access journal
9
The European journal of finance
9
The journal of risk model validation
9
Working paper / National Bureau of Economic Research, Inc.
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ECONIS (ZBW)
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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
Dynamic quantile function models
Chen, Wilson Ye
;
Peters, Gareth
;
Gerlach, Richard H.
; …
- In:
Quantitative finance
22
(
2022
)
9
,
pp. 1665-1691
Persistent link: https://www.econbiz.de/10013367940
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
Reduction of estimation error impact in the risk parity strategiesv
Kim, Hyuksoo
;
Kim, Saejoon
- In:
Quantitative finance
21
(
2021
)
8
,
pp. 1351-1364
Persistent link: https://www.econbiz.de/10012608651
Saved in:
6
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:
7
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:
8
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:
9
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:
10
Portfolio optimization under Expected Shortfall : contour maps of estimation error
Caccioli, Fabio
;
Kondor, Imre
;
Papp, Gábor
- In:
Quantitative finance
18
(
2018
)
8
,
pp. 1295-1313
Persistent link: https://www.econbiz.de/10011911538
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