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subject:"India"
~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~subject:"Risikomaß"
~subject:"Stochastic process"
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India
Risikomaß
Stochastic process
Estimation theory
73
Schätztheorie
73
Time series analysis
20
Zeitreihenanalyse
20
Volatility
16
Volatilität
16
Estimation
15
Schätzung
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ARCH model
11
ARCH-Modell
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Bormann, Carsten
1
Bu, Ruijun
1
Caldeira, João F.
1
Calvet, Laurent E.
1
Christoffersen, Peter F.
1
Czellar, Veronika
1
Dupuis, Debbie J.
1
Feng, Dingan
1
Francq, Christian
1
Frederiksen, Per
1
Giet, Ludovic
1
Hadri, Kaddour
1
Herwartz, Helmut
1
Hill, Jonathan B.
1
Horváth, Lajos
1
Hurn, Stan
1
Härdle, Wolfgang
1
Jeisman, J. I.
1
Jiang, George J.
1
Lindsay, Kenneth A.
1
Lubrano, Michel
1
Mitra, Gautam
1
Moura, Guilherme Valle
1
Nielsen, Morten Ørregaard
1
Nogales, Francisco J.
1
Papageorgiou, Nicolas A.
1
Pelletier, Denis
1
Rémillard, Bruno
1
Santos, André A. P.
1
Schaumburg, Julia
1
Schienle, Melanie
1
Song, Peter X.-K.
1
Spokojnyj, Vladimir G.
1
Taylor, James W.
1
Tsukahara, Hideatsu
1
Wu, Wei Biao
1
Yu, Keming
1
Zakoïan, Jean-Michel
1
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
Journal of econometrics
72
Insurance / Mathematics & economics
32
The Indian economic journal
32
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
28
Journal of quantitative economics : official journal of the Indian Econometric Society
27
Discussion paper / Tinbergen Institute
25
Journal of risk
22
The Indian journal of economics
22
Econometric reviews
18
European journal of operational research : EJOR
17
Economics letters
16
CREATES research paper
15
Computational economics
15
SFB 649 discussion paper
15
Econometric theory
14
Economic modelling
14
Journal of banking & finance
13
Journal of empirical finance
13
Operations research
13
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
12
Econometrics : open access journal
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
Journal of financial econometrics
12
Mathematics of operations research
12
Quantitative finance
12
Risks : open access journal
12
Cowles Foundation discussion paper
11
Finance research letters
11
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
11
Artha vijñāna : journal of the Gokhale Institute of Politics and Economics
10
Discussion papers of interdisciplinary research project 373
10
Finance India : the quarterly journal of Indian Institute of Finance
10
Journal of mathematical finance
10
Journal of risk and financial management : JRFM
10
Occasional papers / Reserve Bank of India
10
Série des documents de travail / Centre de Recherche en Économie et Statistique
10
Anvesak : journal of the Sardar Patel Institute of Economic and Social Research
9
International journal of forecasting
9
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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
Beyond dimension two : a test for higher-order tail risk
Bormann, Carsten
;
Schaumburg, Julia
;
Schienle, Melanie
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
3
,
pp. 552-580
Persistent link: https://www.econbiz.de/10011623690
Saved in:
3
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:
4
Robust conditional variance and value-at-risk estimation
Dupuis, Debbie J.
;
Papageorgiou, Nicolas A.
; …
- In:
Journal of financial econometrics : official journal of …
13
(
2015
)
4
,
pp. 896-921
Persistent link: https://www.econbiz.de/10011417831
Saved in:
5
Expected shortfall estimation and Gaussian inference for infinite variance time series
Hill, Jonathan B.
- In:
Journal of financial econometrics : official journal of …
13
(
2015
)
1
,
pp. 1-44
Persistent link: https://www.econbiz.de/10010519664
Saved in:
6
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:
7
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:
8
Merits and drawbacks of variance targeting in GARCH models
Francq, Christian
;
Horváth, Lajos
;
Zakoïan, Jean-Michel
- In:
Journal of financial econometrics : official journal of …
9
(
2011
)
4
,
pp. 619-656
Persistent link: https://www.econbiz.de/10009407372
Saved in:
9
Estimating value at risk and expected shortfall using expectiles
Taylor, James W.
- In:
Journal of financial econometrics : official journal of …
6
(
2008
)
2
,
pp. 231-252
Persistent link: https://www.econbiz.de/10003687929
Saved in:
10
Kernel conditional quantile estimation for stationary processes with application to conditional value-at-risk
Wu, Wei Biao
;
Yu, Keming
;
Mitra, Gautam
- In:
Journal of financial econometrics : official journal of …
6
(
2008
)
2
,
pp. 253-270
Persistent link: https://www.econbiz.de/10003687936
Saved in:
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