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subject:"Großbritannien"
subject:"Volatilität"
~isPartOf:"Discussion papers in economics"
~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~isPartOf:"Journal of mathematical finance"
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Search: subject_exact:"Estimation theory"
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Großbritannien
Volatilität
Estimation theory
177
Schätztheorie
177
Time series analysis
41
Zeitreihenanalyse
41
Estimation
31
Schätzung
31
Theorie
29
Theory
29
Volatility
26
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19
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30
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Orszag, Jonathan Michael
2
Andreou, Alena
1
Balter, Janine
1
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1
Bishwal, Jaya Prakasah Narayan
1
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1
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1
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1
Carrasco, Marine
1
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1
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1
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1
Epaphra, Manamba
1
Esen, Halil Erturk
1
Fan, Jianqing
1
Fan, Yingying
1
Francq, Christian
1
Frederiksen, Per
1
Ghysels, Eric
1
Ginley, Matthew
1
Gumbo, Victor
1
Hassler, Uwe
1
Herwartz, Helmut
1
Horváth, Lajos
1
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1
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1
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1
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1
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1
Koopman, Siem Jan
1
Kotchoni, Rachidi
1
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1
Li, Yingying
1
Lv, Jinchi
1
Mealli, Fabrizia
1
Moura, Guilherme Valle
1
Mundia, Simon
1
Mykland, Per A.
1
Nagakura, Daisuke
1
Ngunyi, Anthony
1
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Birkbeck College / Department of Economics
3
University of Exeter / Department of Economics
1
University of York / Department of Economics and Related Studies
1
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Discussion papers in economics
Journal of financial econometrics : official journal of the Society for Financial Econometrics
Journal of mathematical finance
Journal of econometrics
121
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
52
Discussion paper / Tinbergen Institute
29
Economics letters
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23
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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International journal of forecasting
15
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Oxford bulletin of economics and statistics
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International journal of economics and financial issues : IJEFI
9
SFB 649 discussion paper
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Finance and stochastics
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ECONIS (ZBW)
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1
Modelling volatility dynamics of cryptocurrencies using GARCH models
Ngunyi, Anthony
;
Mundia, Simon
;
Omari, Cyprian Ondieki
- In:
Journal of mathematical finance
9
(
2019
)
4
,
pp. 591-615
Persistent link: https://www.econbiz.de/10012433128
Saved in:
2
Combining multivariate volatility forecasts: an economic-based approach
Caldeira, João F.
;
Moura, Guilherme Valle
;
Nogales, …
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
2
,
pp. 247-285
Persistent link: https://www.econbiz.de/10011987429
Saved in:
3
Modeling exchange rate volatility : application of the GARCH and EGARCH models
Epaphra, Manamba
- In:
Journal of mathematical finance
7
(
2017
)
1
,
pp. 121-143
Persistent link: https://www.econbiz.de/10011658449
Saved in:
4
Multivariate stochastic volatility estimation with sparse grid integration
Esen, Halil Erturk
- In:
Journal of mathematical finance
6
(
2016
)
1
,
pp. 68-81
Persistent link: https://www.econbiz.de/10011543122
Saved in:
5
An econometric approach to incorporating non-normality in VaR measurement
Gumbo, Victor
;
Siziba, Simiso
- In:
Journal of mathematical finance
6
(
2016
)
1
,
pp. 82-98
Persistent link: https://www.econbiz.de/10011543127
Saved in:
6
Quantile regression for long memory testing : a case of realized volatility
Hassler, Uwe
;
Rodrigues, Paulo M. M.
;
Rubia, Antonio
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
4
,
pp. 693-724
Persistent link: https://www.econbiz.de/10011623824
Saved in:
7
Variance targeting estimation of multivariate GARCH models
Francq, Christian
;
Horváth, Lajos
;
Zakoïan, Jean-Michel
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
2
,
pp. 353-382
Persistent link: https://www.econbiz.de/10011589013
Saved in:
8
Simulation of leveraged ETF volatility using nonparametric density estimation
Ginley, Matthew
;
Scott, David W.
;
Ensor, Katherine Bennett
- In:
Journal of mathematical finance
5
(
2015
)
5
,
pp. 457-479
Persistent link: https://www.econbiz.de/10011440276
Saved in:
9
Adaptive Realized Kernels
Carrasco, Marine
;
Kotchoni, Rachidi
- In:
Journal of financial econometrics : official journal of …
13
(
2015
)
4
,
pp. 757-797
Persistent link: https://www.econbiz.de/10011417704
Saved in:
10
Two-scale realized kernels : a univariate case
Ikeda, Shin S.
- In:
Journal of financial econometrics : official journal of …
13
(
2015
)
1
,
pp. 126-165
Persistent link: https://www.econbiz.de/10010519659
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