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subject:"Share price"
subject:"Volatilität"
~accessRights:"restricted"
~isPartOf:"Journal of mathematical finance"
~subject:"Prognoseverfahren"
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Share price
Volatilität
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Estimation theory
16
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Adewuyi, Adejumo Wahab
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Ginley, Matthew
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Journal of mathematical finance
Journal of econometrics
121
International journal of forecasting
79
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
38
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
25
Journal of forecasting
22
Economics letters
21
Finance research letters
21
Quantitative finance
18
Econometric reviews
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16
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The North American journal of economics and finance : a journal of financial economics studies
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The econometrics journal
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Insurance / Mathematics & economics
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European journal of operational research : EJOR
10
Journal of quantitative economics
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Journal of time series econometrics
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Discussion paper / Centre for Economic Policy Research
7
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
7
Journal of banking & finance
7
Journal of financial econometrics : official journal of the Society for Financial Econometrics
7
Astin bulletin : the journal of the International Actuarial Association
6
Empirical economics : a quarterly journal of the Institute for Advanced Studies
6
International journal of production economics
6
Decisions in economics and finance : DEF ; a journal of applied mathematics
5
Energy economics
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Finance and stochastics
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International journal of financial engineering
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International review of economics & finance : IREF
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Journal of international financial markets, institutions & money
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Robustness in econometrics
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Scandinavian actuarial journal
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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
Modeling exchange rate volatility : application of the GARCH and EGARCH models
Epaphra, Manamba
- In:
Journal of mathematical finance
7
(
2017
)
1
,
pp. 121-143
Persistent link: https://www.econbiz.de/10011658449
Saved in:
3
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:
4
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:
5
Modelling stock prices with Exponential Weighted Moving Average (EWMA)
Adewuyi, Adejumo Wahab
- In:
Journal of mathematical finance
6
(
2016
)
1
,
pp. 99-104
Persistent link: https://www.econbiz.de/10011543134
Saved in:
6
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:
7
Forecasting density function : application in finance
Sen, Rituparna
;
Ma, Changie
- In:
Journal of mathematical finance
5
(
2015
)
5
,
pp. 433-447
Persistent link: https://www.econbiz.de/10011440098
Saved in:
8
Simulation of leveraged ETF volatility using nonparametric density estimation
Ginley, Matthew
;
Scott, David W.
;
Ensor, Katherine Bennett
- In:
Journal of mathematical finance
5
(
2015
)
5
,
pp. 457-479
Persistent link: https://www.econbiz.de/10011440276
Saved in:
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