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subject:"India"
subject:"Private consumption"
~isPartOf:"Quantitative finance"
~subject:"Volatilität"
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India
Private consumption
Volatilität
Estimation theory
36
Schätztheorie
36
Volatility
15
Estimation
12
Schätzung
12
Time series analysis
10
Zeitreihenanalyse
10
Forecasting model
9
Prognoseverfahren
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Portfolio selection
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Börsenkurs
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Option pricing theory
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Optionspreistheorie
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Bayer, Christian
1
Behrendt, Simon
1
Breneis, Simon
1
Canabarro, Askery
1
Cang, Yuquan
1
Chatterjee, Rupak
1
Chi, Xie
1
Chronopoulou, Alexandra
1
Favreau, Charles
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Galakis, John
1
Hizmeri, Rodrigo
1
Izzeldin, Marwan
1
Jiang, Zhi-Qiang
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1
Kane, Hayden
1
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1
Lewis, Alan L.
1
Liu, Guangying
1
Ma, Guiyuan
1
Mingone, A.
1
Nolte, Ingmar
1
Pappas, Vasileios
1
Pirjol, Dan
1
Podobnik, Boris
1
Qiao, Kenan
1
Realdon, Marco
1
Ren, Yu
1
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1
Sornette, Didier
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Stanley, H. Eugene
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Sun, Yuying
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Tudor, Sebastian F.
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Tydniouk, Igor
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Vrontos, Ioannis D.
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1
Wang, Gang-Jin
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Wang, Shouyang
1
Wehrli, Alexander
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Quantitative finance
Journal of econometrics
117
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
45
The Indian economic journal
32
Economics letters
28
Discussion paper / Tinbergen Institute
27
Journal of quantitative economics : official journal of the Indian Econometric Society
26
Econometric reviews
23
The Indian journal of economics
23
Journal of empirical finance
20
Economic modelling
18
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
17
CREATES research paper
16
International journal of forecasting
16
Journal of financial econometrics : official journal of the Society for Financial Econometrics
16
Econometric theory
14
Indian journal of agricultural economics
13
International journal of theoretical and applied finance
13
Journal of banking & finance
13
Journal of financial econometrics
13
Applied economics
12
Finance research letters
12
Journal of Indian School of Political Economy : a journal devoted to the study of Indian economy, polity, and society
12
Journal of risk and financial management : JRFM
12
NBER Working Paper
12
The North American journal of economics and finance : a journal of financial economics studies
12
The econometrics journal
12
Artha vijñāna : journal of the Gokhale Institute of Politics and Economics
11
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
11
Journal of applied econometrics
11
Journal of forecasting
11
Working paper / National Bureau of Economic Research, Inc.
11
Applied economics letters
10
Econometrics : open access journal
10
Finance India : the quarterly journal of Indian Institute of Finance
10
Occasional papers / Reserve Bank of India
10
Working paper
10
Anvesak : journal of the Sardar Patel Institute of Economic and Social Research
9
International journal of economics and financial issues : IJEFI
9
Journal of quantitative economics
9
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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
The limitations of estimating implied densities from option prices
Shelton, Austin
;
Kane, Hayden
;
Favreau, Charles
- In:
Quantitative finance
21
(
2021
)
11
,
pp. 1885-1904
Persistent link: https://www.econbiz.de/10012696789
Saved in:
8
Structural breaks in Box-Cox transforms of realized volatility : a model selection perspective
Behrendt, Simon
- In:
Quantitative finance
21
(
2021
)
11
,
pp. 1905-1919
Persistent link: https://www.econbiz.de/10012696795
Saved in:
9
Discrete time affine term structure models with squared Gaussian shocks (DTATSM-SGS)
Realdon, Marco
- In:
Quantitative finance
21
(
2021
)
8
,
pp. 1365-1386
Persistent link: https://www.econbiz.de/10012608653
Saved in:
10
On a new parametrization class of solvable diffusion models and transition probability kernels
Tudor, Sebastian F.
;
Chatterjee, Rupak
;
Tydniouk, Igor
- In:
Quantitative finance
21
(
2021
)
10
,
pp. 1773-1790
Persistent link: https://www.econbiz.de/10012653711
Saved in:
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