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isPartOf:"Série des documents de travail / Centre de Recherche en Économie et Statistique"
subject:"Volatility"
~isPartOf:"Quantitative finance"
~isPartOf:"Working paper / National Bureau of Economic Research, Inc."
~subject:"Theorie"
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Search: subject_exact:"Estimation theory"
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Volatility
Theorie
Estimation theory
493
Schätztheorie
493
Theory
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Time series analysis
57
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57
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Gouriéroux, Christian
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Robert, Christian P.
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Guégan, Dominique
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Jasiak, Joann
8
Monfort, Alain
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Comte, Fabienne
6
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3
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Série des documents de travail / Centre de Recherche en Économie et Statistique
Quantitative finance
Working paper / National Bureau of Economic Research, Inc.
Journal of econometrics
473
Economics letters
403
Econometric theory
298
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
244
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Econometric reviews
149
Journal of quantitative economics : official journal of the Indian Econometric Society
138
Journal of applied econometrics
136
The review of economics and statistics
123
Oxford bulletin of economics and statistics
102
Discussion paper / Tinbergen Institute
98
Discussion paper / Center for Economic Research, Tilburg University
84
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
83
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
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Statistical papers
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CORE discussion paper : DP
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
66
The review of economic studies
61
International economic review
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Annales d'économie et de statistique
57
Metrika : international journal for theoretical and applied statistics
57
Applied economics
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Journal of forecasting
54
Technical working paper / National Bureau of Economic Research
54
Working paper series
52
American journal of agricultural economics
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Discussion paper series / IZA
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Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
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Europäische Hochschulschriften / 5
44
SFB 649 discussion paper
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Journal of the Royal Statistical Society
41
The econometrics journal
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Cowles Foundation discussion paper
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Publications de l'Institut de Statistique de l'Université de Paris : analyse factorielle des correspondances continues
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Journal of economic dynamics & control
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Working paper
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Discussion paper / Tinbergen Institute / Tinbergen Institute
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Journal of empirical finance
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ECONIS (ZBW)
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1
Markovian approximations of stochastic Volterra equations with the fractional kernel
Bayer, Christian
;
Breneis, Simon
- In:
Quantitative finance
23
(
2023
)
1
,
pp. 53-70
Persistent link: https://www.econbiz.de/10013490954
Saved in:
2
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:
3
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:
4
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:
5
Proof of non-convergence of the short-maturity expansion for the SABR model
Lewis, Alan L.
;
Pirjol, Dan
- In:
Quantitative finance
22
(
2022
)
9
,
pp. 1747-1757
Persistent link: https://www.econbiz.de/10013367944
Saved in:
6
No arbitrage global parametrization for the eSSVI volatility surface
Mingone, A.
- In:
Quantitative finance
22
(
2022
)
12
,
pp. 2205-2217
Persistent link: https://www.econbiz.de/10013490938
Saved in:
7
Benchmarking global optimizers
Arnoud, Antoine
;
Guvenen, Fatih
;
Kleineberg, Tatjana
-
2019
Persistent link: https://www.econbiz.de/10012128867
Saved in:
8
On Heckits, LATE, and numerical equivalence
Kline, Patrick
;
Walters, Christopher R.
-
2018
Persistent link: https://www.econbiz.de/10011845665
Saved in:
9
Structural behavioral economics
Della Vigna, Stefano
-
2018
Persistent link: https://www.econbiz.de/10011893840
Saved in:
10
Design-based analysis in difference-in-differences settings with staggered adoption
Athey, Susan
;
Imbens, Guido
-
2018
Persistent link: https://www.econbiz.de/10011913084
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