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subject:"India"
~isPartOf:"Anvesak : journal of the Sardar Patel Institute of Economic and Social Research"
~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~subject:"Stochastic process"
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Search: subject_exact:"Estimation theory"
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India
Stochastic process
Estimation theory
89
Schätztheorie
89
Time series analysis
20
Zeitreihenanalyse
20
Theorie
19
Theory
19
Volatility
16
Volatilität
16
Estimation
15
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Bu, Ruijun
1
Caldeira, João F.
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Feng, Dingan
1
Frederiksen, Per
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Giet, Ludovic
1
Hadri, Kaddour
1
Herwartz, Helmut
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Hurn, Stan
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Härdle, Wolfgang
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Jeisman, J. I.
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Kaur, Gian
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Kaur, Harjit
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Moura, Guilherme Valle
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Murty, G. V.
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Murty, K. N.
1
Nielsen, Morten Ørregaard
1
Nogales, Francisco J.
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Pariya, Parimal
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Parthasarathy Rao, P.
1
Rameshan, P.
1
Santos, André A. P.
1
Sasmal, Joydeb
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Sengupta, Arun K.
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Song, Peter X.-K.
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Anvesak : journal of the Sardar Patel Institute of Economic and Social Research
Journal of financial econometrics : official journal of the Society for Financial Econometrics
Journal of econometrics
61
The Indian economic journal
32
Journal of quantitative economics : official journal of the Indian Econometric Society
27
The Indian journal of economics
22
Discussion paper / Tinbergen Institute
18
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
18
Econometric reviews
16
CREATES research paper
15
Economics letters
14
Econometric theory
13
Economic modelling
13
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
12
European journal of operational research : EJOR
12
Indian journal of agricultural economics
12
Journal of Indian School of Political Economy : a journal devoted to the study of Indian economy, polity, and society
12
Cowles Foundation discussion paper
11
Mathematics of operations research
11
Artha vijñāna : journal of the Gokhale Institute of Politics and Economics
10
Discussion papers of interdisciplinary research project 373
10
Journal of empirical finance
10
Occasional papers / Reserve Bank of India
10
Operations research
10
Computational economics
9
Econometrics : open access journal
9
Finance India : the quarterly journal of Indian Institute of Finance
9
Margin : quarterly journal of the National Council of Applied Economic Research
9
SFB 649 discussion paper
9
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
9
Working paper
9
Insurance / Mathematics & economics
8
Journal of productivity analysis
8
Journal of risk and financial management : JRFM
7
Quantitative finance
7
Asia-Pacific financial markets
6
International journal of production research
6
International journal of theoretical and applied finance
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Journal of mathematical finance
6
Operations research letters
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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
Estimation of distortion risk measures
Tsukahara, Hideatsu
- In:
Journal of financial econometrics : official journal of …
12
(
2014
)
1
,
pp. 213-235
Persistent link: https://www.econbiz.de/10010233598
Saved in:
3
Modeling multivariate interest rates using time-varying copulas and reducible nonlinear stochastic differential equations
Bu, Ruijun
;
Giet, Ludovic
;
Hadri, Kaddour
;
Lubrano, Michel
- In:
Journal of financial econometrics : official journal of …
9
(
2011
)
1
,
pp. 198-236
Persistent link: https://www.econbiz.de/10009125140
Saved in:
4
Bias-reduced estimation of long-memory stochastic volatility
Frederiksen, Per
;
Nielsen, Morten Ørregaard
- In:
Journal of financial econometrics : official journal of …
6
(
2008
)
4
,
pp. 496-512
Persistent link: https://www.econbiz.de/10003778957
Saved in:
5
Seeing the wood for the trees : a critical evaluation of methods to estimate the parameters of stochastic differential equations
Hurn, Stan
;
Jeisman, J. I.
;
Lindsay, Kenneth A.
- In:
Journal of financial econometrics : official journal of …
5
(
2007
)
3
,
pp. 390-455
Persistent link: https://www.econbiz.de/10003518500
Saved in:
6
Stochastic conditional duration models with "leverage effect" for financial transaction data
Feng, Dingan
;
Jiang, George J.
;
Song, Peter X.-K.
- In:
Journal of financial econometrics : official journal of …
2
(
2004
)
3
,
pp. 390-421
Persistent link: https://www.econbiz.de/10002214366
Saved in:
7
Time inhomogenous multiple volatility modeling
Härdle, Wolfgang
;
Herwartz, Helmut
;
Spokojnyj, Vladimir G.
- In:
Journal of financial econometrics : official journal of …
1
(
2003
)
1
,
pp. 55-95
Persistent link: https://www.econbiz.de/10002220931
Saved in:
8
Organisational efficiency and Indian industry : a firm-level analysis
Rameshan, P.
- In:
Anvesak : journal of the Sardar Patel Institute of …
25
(
1995
)
1
,
pp. 53-72
Persistent link: https://www.econbiz.de/10001204928
Saved in:
9
Development of banking system and demand for money in India : further results
Trivedi, Mukund S.
- In:
Anvesak : journal of the Sardar Patel Institute of …
24
(
1994
)
1
,
pp. 125-138
Persistent link: https://www.econbiz.de/10001179796
Saved in:
10
A monetary model of the Indian economy
Kaur, Gian
- In:
Anvesak : journal of the Sardar Patel Institute of …
24
(
1994
)
2
,
pp. 43-66
Persistent link: https://www.econbiz.de/10001186094
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