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isPartOf:"The journal of finance : the journal of the American Finance Association"
subject:"Volatilität"
~isPartOf:"Working paper"
~subject:"1962-1987"
~subject:"Welt"
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Search: subject_exact:"Estimation theory"
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Volatilität
1962-1987
Welt
Estimation theory
172
Schätztheorie
172
Theorie
58
Theory
58
Estimation
38
Schätzung
38
Time series analysis
23
Zeitreihenanalyse
23
Regression analysis
20
Regressionsanalyse
20
USA
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19
Börsenkurs
15
Nichtparametrisches Verfahren
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11
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7
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7
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Yu, Jun
2
Alfelt, Gustav
1
Alizadeh, Sassan
1
Backus, David
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Bodnar, Taras
1
Brandt, Michael W.
1
Braun, Phillip A.
1
Chapman, David A.
1
Chen, Han
1
Craig, Ben R.
1
Crespo Cuaresma, Jesús
1
Diebold, Francis X.
1
Fei, Yijie
1
Feldkircher, Martin
1
Figueiredo, Erik
1
Gefang, Deborah
1
Gjerde, Øystein
1
Gregory, Allan W.
1
Huber, Florian
1
Javed, Farrukh
1
Jorion, Philippe
1
Kapetanios, George
1
Keller, Joachim G.
1
Koop, Gary
1
Korkie, Robert M.
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Li, Jia
1
Lima, Luiz Renato
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Nelson, Daniel B.
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Orefice, Gianluca
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Shi, Shuping
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1
Sættem, Frode
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The journal of finance : the journal of the American Finance Association
Working paper
Journal of econometrics
123
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
44
Discussion paper / Tinbergen Institute
29
Economics letters
29
Econometric reviews
24
Journal of empirical finance
22
Economic modelling
21
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
17
Journal of financial econometrics : official journal of the Society for Financial Econometrics
16
Applied economics
15
CREATES research paper
15
Quantitative finance
15
Econometric theory
14
International journal of forecasting
14
Journal of banking & finance
14
International journal of theoretical and applied finance
13
Journal of financial econometrics
13
Finance research letters
12
Journal of applied econometrics
11
Journal of forecasting
11
Journal of risk and financial management : JRFM
11
The North American journal of economics and finance : a journal of financial economics studies
11
The econometrics journal
11
Applied economics letters
10
Econometrics : open access journal
10
NBER Working Paper
10
SFB 649 discussion paper
10
Working paper / National Bureau of Economic Research, Inc.
10
Cambridge working papers in economics
9
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
9
CESifo working papers
8
Computational economics
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Finance and stochastics
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IMF working papers
8
International journal of economics and financial issues : IJEFI
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NBER working paper series
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7
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ECONIS (ZBW)
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1
Multivariate stochastic volatility models based on generalized Fisher transformation
Chen, Han
;
Fei, Yijie
;
Yu, Jun
-
2023
Persistent link: https://www.econbiz.de/10014329798
Saved in:
2
Weak identification of long memory with implications for inference
Li, Jia
;
Phillips, Peter C. B.
;
Shi, Shuping
;
Yu, Jun
-
2022
Persistent link: https://www.econbiz.de/10013542193
Saved in:
3
Singular conditional autoregressive Wishart model for realized covariance matrices
Alfelt, Gustav
;
Bodnar, Taras
;
Javed, Farrukh
;
Tyrcha, …
-
2021
Persistent link: https://www.econbiz.de/10012603081
Saved in:
4
Variational Bayesian inference in large Vector Autoregressions with hierarchical shrinkage
Gefang, Deborah
;
Koop, Gary
;
Poon, Aubrey
-
2019
Persistent link: https://www.econbiz.de/10012115020
Saved in:
5
Migration and regional trade agreement : a (new) gravity estimation
Figueiredo, Erik
;
Lima, Luiz Renato
;
Orefice, Gianluca
-
2014
Persistent link: https://www.econbiz.de/10010418890
Saved in:
6
Forecasting with Bayesian global vector autoregressive models : a comparison of priors
Crespo Cuaresma, Jesús
;
Feldkircher, Martin
;
Huber, Florian
-
2014
Persistent link: https://www.econbiz.de/10010359435
Saved in:
7
Alternative approaches to estimation and inference in large multifactor panels : small sample results with an application to modelling of asset returns
Kapetanios, George
(
contributor
); …
-
2005
Persistent link: https://www.econbiz.de/10002808264
Saved in:
8
The empirical performance of option based densities of foreign exchange
Craig, Ben R.
;
Keller, Joachim G.
-
2002
Persistent link: https://www.econbiz.de/10001650407
Saved in:
9
Range-based estimation of stochastic volatility models
Alizadeh, Sassan
;
Brandt, Michael W.
;
Diebold, Francis X.
- In:
The journal of finance : the journal of the American …
57
(
2002
)
3
,
pp. 1047-1091
Persistent link: https://www.econbiz.de/10001684742
Saved in:
10
Is the short rate drift actually nonlinear?
Chapman, David A.
;
Pearson, Neil D.
- In:
The journal of finance : the journal of the American …
55
(
2000
)
1
,
pp. 355-388
Persistent link: https://www.econbiz.de/10001496998
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