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subject:"Großbritannien"
~isPartOf:"Journal of mathematical finance"
~subject:"Risikomaß"
~subject:"Stochastischer Prozess"
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Search: subject_exact:"Estimation theory"
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Großbritannien
Risikomaß
Stochastischer Prozess
Estimation theory
25
Schätztheorie
25
ARCH model
7
ARCH-Modell
7
Estimation
7
Schätzung
7
Statistical distribution
7
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Markov-Kette
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Koulis, Theodoro
2
Bishwal, Jaya Prakasah Narayan
1
Cheng, Hao
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Esen, Halil Erturk
1
Gumbo, Victor
1
Hurley, William J.
1
Kosta, Olga
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Lim, Kian-Guan
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Sonono, Masimba E.
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Stepanova, Natalia
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Thavaneswaran, Aera
1
Thavaneswaran, Aerambamoorthy
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Yap, Nelson K. L.
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Journal of mathematical finance
Journal of econometrics
80
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
38
Insurance / Mathematics & economics
32
Discussion paper / Tinbergen Institute
29
Journal of risk
22
Economics letters
20
Econometric reviews
19
European journal of operational research : EJOR
17
Econometric theory
16
Economic modelling
16
Journal of banking & finance
16
CREATES research paper
15
Computational economics
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
15
Journal of financial econometrics : official journal of the Society for Financial Econometrics
15
SFB 649 discussion paper
15
Journal of empirical finance
14
Journal of applied econometrics
13
Operations research
13
Oxford bulletin of economics and statistics
13
Quantitative finance
13
Risks : open access journal
13
Discussion papers of interdisciplinary research project 373
12
Finance research letters
12
Journal of financial econometrics
12
Mathematics of operations research
12
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
12
Cowles Foundation discussion paper
11
Discussion paper
11
Econometrics : open access journal
11
Série des documents de travail / Centre de Recherche en Économie et Statistique
11
The econometrics journal
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International journal of forecasting
9
International journal of theoretical and applied finance
9
Journal of forecasting
9
NBER Working Paper
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NBER working paper series
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The journal of risk model validation
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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
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:
3
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:
4
New approach to density estimation and application to value-at-risk
Lim, Kian-Guan
;
Cheng, Hao
;
Yap, Nelson K. L.
- In:
Journal of mathematical finance
5
(
2015
)
5
,
pp. 423-432
Persistent link: https://www.econbiz.de/10011440077
Saved in:
5
Efficient density estimation and value at risk using Fejér-type kernel functions
Kosta, Olga
;
Stepanova, Natalia
- In:
Journal of mathematical finance
5
(
2015
)
5
,
pp. 480-504
Persistent link: https://www.econbiz.de/10011440699
Saved in:
6
Prediction of stock price movement using continuous time models
Sonono, Masimba E.
;
Mashele, Hopolang P.
- In:
Journal of mathematical finance
5
(
2015
)
2
,
pp. 178-191
Persistent link: https://www.econbiz.de/10011398992
Saved in:
7
Recursive estimation for continuous time stochastic volatility models using the Milstein approximation
Koulis, Theodoro
;
Paseka, Alexander
;
Thavaneswaran, …
- In:
Journal of mathematical finance
3
(
2013
)
3
,
pp. 357-365
Persistent link: https://www.econbiz.de/10010239543
Saved in:
8
Calculating first moments and confidence intervals for generalized stochastic dividend discount models
Hurley, William J.
- In:
Journal of mathematical finance
3
(
2013
)
2
,
pp. 275-279
Persistent link: https://www.econbiz.de/10010239571
Saved in:
9
Inference for interest rate models using Milstein’s approximation
Koulis, Theodoro
;
Thavaneswaran, Aera
- In:
Journal of mathematical finance
3
(
2013
)
1
,
pp. 110-118
Persistent link: https://www.econbiz.de/10010240817
Saved in:
10
Maximum quasi-likelihood estimation in fractional Levy stochastic volatility model
Bishwal, Jaya Prakasah Narayan
- In:
Journal of mathematical finance
1
(
2011
)
3
,
pp. 58-62
Persistent link: https://www.econbiz.de/10009668523
Saved in:
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