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subject:"Großbritannien"
subject:"Volatilität"
~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~subject:"Forecasting model"
~subject:"Market microstructure"
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Search: subject_exact:"Estimation theory"
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Großbritannien
Volatilität
Forecasting model
Market microstructure
Estimation theory
73
Schätztheorie
73
Time series analysis
20
Zeitreihenanalyse
20
Volatility
16
Estimation
15
Schätzung
15
ARCH model
11
ARCH-Modell
11
Marktmikrostruktur
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Capital income
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Börsenkurs
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Noise trading
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Statistical test
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Statistischer Test
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27
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Audrino, Francesco
2
Corsi, Fulvio
2
Francq, Christian
2
Horváth, Lajos
2
Zakoïan, Jean-Michel
2
Andreou, Alena
1
Balter, Janine
1
Bos, Charles S.
1
Caldeira, João F.
1
Calvet, Laurent E.
1
Carrasco, Marine
1
Czellar, Veronika
1
Fan, Jianqing
1
Fan, Yingying
1
Frederiksen, Per
1
Ghysels, Eric
1
Hassler, Uwe
1
Herwartz, Helmut
1
Härdle, Wolfgang
1
Ikeda, Shin S.
1
Janus, Paweł
1
Koopman, Siem Jan
1
Kotchoni, Rachidi
1
Li, Yingying
1
Lv, Jinchi
1
Mancino, Maria Elvira
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Mira, Antonietta
1
Moon, Seongman
1
Moura, Guilherme Valle
1
Mykland, Per A.
1
Nagakura, Daisuke
1
Nielsen, Morten Ørregaard
1
Nogales, Francisco J.
1
Oya, Kosuke
1
Peluso, Stefano
1
Phillips, Peter C. B.
1
Rodrigues, Paulo M. M.
1
Rubia, Antonio
1
Sanfelici, Simona
1
Santos, André A. P.
1
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
Journal of econometrics
191
International journal of forecasting
115
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
88
Journal of forecasting
72
Economics letters
49
Discussion paper / Tinbergen Institute
45
Econometric reviews
32
Journal of empirical finance
32
CREATES research paper
27
Econometric theory
27
Economic modelling
25
The econometrics journal
24
Working paper / Department of Econometrics and Business Statistics, Monash University
24
Quantitative finance
23
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
23
Journal of banking & finance
22
Oxford bulletin of economics and statistics
19
Journal of financial econometrics
18
Discussion paper
17
Finance research letters
17
Journal of applied econometrics
17
NBER working paper series
17
Working paper
17
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
16
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
16
NBER Working Paper
16
Working paper / National Bureau of Economic Research, Inc.
16
Applied economics
15
Computational economics
15
Journal of the American Statistical Association : JASA
15
Working papers / Rutgers University, Department of Economics
15
European journal of operational research : EJOR
14
International journal of theoretical and applied finance
14
Journal of risk and financial management : JRFM
14
Applied economics letters
13
Econometrics : open access journal
13
Insurance / Mathematics & economics
13
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
13
The North American journal of economics and finance : a journal of financial economics studies
13
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1
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:
2
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:
3
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:
4
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:
5
Accurate methods for approximate Bayesian Computation Filtering
Calvet, Laurent E.
;
Czellar, Veronika
- In:
Journal of financial econometrics : official journal of …
13
(
2015
)
4
,
pp. 798-838
Persistent link: https://www.econbiz.de/10011417791
Saved in:
6
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
Saved in:
7
A state space approach to estimating the integrated variance under the existence of market microstructure noise
Nagakura, Daisuke
;
Watanabe, Toshiaki
- In:
Journal of financial econometrics : official journal of …
13
(
2015
)
1
,
pp. 45-82
Persistent link: https://www.econbiz.de/10010519663
Saved in:
8
A Bayesian high-frequency estimator of the multivariate covariance of noisy and asynchronous returns
Peluso, Stefano
;
Corsi, Fulvio
;
Mira, Antonietta
- In:
Journal of financial econometrics : official journal of …
13
(
2015
)
3
,
pp. 665-697
Persistent link: https://www.econbiz.de/10011339256
Saved in:
9
Halbert White jr. Memorial JFEC Lecture : pitfalls and possibilities in predictive regression
Phillips, Peter C. B.
- In:
Journal of financial econometrics : official journal of …
13
(
2015
)
3
,
pp. 521-555
Persistent link: https://www.econbiz.de/10011339279
Saved in:
10
Quarticity estimation on ohlc data
Balter, Janine
- In:
Journal of financial econometrics : official journal of …
13
(
2015
)
2
,
pp. 505-519
Persistent link: https://www.econbiz.de/10011339287
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