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subject:"Share price"
subject:"United Kingdom"
~isPartOf:"Quantitative finance"
~subject:"CAPM"
~subject:"Prognoseverfahren"
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Share price
United Kingdom
CAPM
Prognoseverfahren
Estimation theory
36
Schätztheorie
36
Volatility
15
Volatilität
15
Estimation
12
Schätzung
12
Time series analysis
10
Zeitreihenanalyse
10
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Derivat
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3
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3
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Ren, Yu
2
Tsiotas, Georgios
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Achab, Massil
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Bacry, E.
1
Caccioli, Fabio
1
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Cang, Yuquan
1
Capriotti, Luca
1
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1
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1
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1
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1
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1
Guo, Meihui
1
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1
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1
Huang, Shih-Feng
1
Izzeldin, Marwan
1
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1
Kim, Jang Ho
1
Kim, Woo Chang
1
Kondor, Imre
1
Lee, Yongjae
1
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1
Mathew, Thomas
1
Muzy, J. F.
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Sornette, Didier
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1
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Quantitative finance
Journal of econometrics
134
International journal of forecasting
114
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
81
Journal of forecasting
72
Economics letters
40
Discussion paper / Tinbergen Institute
31
Journal of banking & finance
25
Journal of empirical finance
25
NBER working paper series
24
Working paper
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Working paper / Department of Econometrics and Business Statistics, Monash University
23
Economic modelling
22
NBER Working Paper
22
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
20
Finance research letters
20
Journal of applied econometrics
20
Journal of financial economics
20
The journal of finance : the journal of the American Finance Association
20
Applied economics
19
Oxford bulletin of economics and statistics
19
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Discussion paper
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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CESifo working papers
16
Econometric theory
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Journal of risk and financial management : JRFM
16
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
16
The econometrics journal
16
Econometric reviews
15
Journal of financial econometrics
15
Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Insurance / Mathematics & economics
14
Journal of financial and quantitative analysis : JFQA
14
CREATES research paper
13
The review of financial studies
13
European journal of operational research : EJOR
12
Journal of the American Statistical Association : JASA
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Risks : open access journal
12
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
12
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1
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:
2
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:
3
Forecasting exchange rates using asymmetric losses : a Bayesian approach
Tsiotas, Georgios
- In:
Quantitative finance
22
(
2022
)
2
,
pp. 273-287
Persistent link: https://www.econbiz.de/10013167737
Saved in:
4
The effects of errors in means, variances, and correlations on the mean-variance framework
Chung, Munki
;
Lee, Yongjae
;
Kim, Jang Ho
;
Kim, Woo Chang
; …
- In:
Quantitative finance
22
(
2022
)
10
,
pp. 1893-1903
Persistent link: https://www.econbiz.de/10013367960
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5
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
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6
Scale-, time- and asset-dependence of Hawkes process estimates on high frequency price changes
Wehrli, Alexander
;
Wheatley, Spencer
;
Sornette, Didier
- In:
Quantitative finance
21
(
2021
)
5
,
pp. 729-752
Persistent link: https://www.econbiz.de/10012500185
Saved in:
7
Uncertainty shocks of Trump election in an interval model of stock market
Sun, Yuying
;
Qiao, Kenan
;
Wang, Shouyang
- In:
Quantitative finance
21
(
2021
)
5
,
pp. 865-879
Persistent link: https://www.econbiz.de/10012500201
Saved in:
8
Testing for jumps based on high-frequency data : a method exploiting microstructure noise
Liu, Guangying
;
Xiang, Jing
;
Cang, Yuquan
- In:
Quantitative finance
20
(
2020
)
11
,
pp. 1795-1809
Persistent link: https://www.econbiz.de/10012313515
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9
A path-integral approximation for non-linear diffusions
Capriotti, Luca
- In:
Quantitative finance
20
(
2020
)
1
,
pp. 29-36
Persistent link: https://www.econbiz.de/10012194852
Saved in:
10
Stock market trend prediction using a functional time series approach
Huang, Shih-Feng
;
Guo, Meihui
;
Chen, May-Ru
- In:
Quantitative finance
20
(
2020
)
1
,
pp. 69-79
Persistent link: https://www.econbiz.de/10012194855
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