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subject:"Share price"
subject:"Volatilität"
~isPartOf:"Journal of mathematical finance"
~subject:"Prognoseverfahren"
~subject:"Risikomaß"
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Share price
Volatilität
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Estimation theory
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7
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Estimation
7
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Adewuyi, Adejumo Wahab
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Bishwal, Jaya Prakasah Narayan
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Cheng, Hao
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Epaphra, Manamba
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Sen, Rituparna
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Siziba, Simiso
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Sonono, Masimba E.
1
Stepanova, Natalia
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Thavaneswaran, Aerambamoorthy
1
Wang, Yiwen
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Journal of mathematical finance
Journal of econometrics
199
International journal of forecasting
115
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
94
Journal of forecasting
74
Economics letters
50
Discussion paper / Tinbergen Institute
47
Journal of empirical finance
38
Insurance / Mathematics & economics
36
Econometric reviews
33
Journal of banking & finance
31
Journal of financial econometrics : official journal of the Society for Financial Econometrics
31
Econometric theory
27
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
27
Economic modelling
26
Finance research letters
26
Working paper / Department of Econometrics and Business Statistics, Monash University
26
CREATES research paper
25
Journal of risk
25
Quantitative finance
24
The econometrics journal
24
Journal of financial econometrics
22
Computational economics
21
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
20
Journal of risk and financial management : JRFM
20
Working paper
20
European journal of operational research : EJOR
18
International journal of theoretical and applied finance
18
SFB 649 discussion paper
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Risks : open access journal
17
The North American journal of economics and finance : a journal of financial economics studies
17
Applied economics
16
Journal of the American Statistical Association : JASA
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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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Econometrics : open access journal
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International journal of economics and financial issues : IJEFI
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NBER Working Paper
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NBER working paper series
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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:
9
Efficient density estimation and value at risk using Fejér-type kernel functions
Kosta, Olga
;
Stepanova, Natalia
- In:
Journal of mathematical finance
5
(
2015
)
5
,
pp. 480-504
Persistent link: https://www.econbiz.de/10011440699
Saved in:
10
Prediction of stock price movement using continuous time models
Sonono, Masimba E.
;
Mashele, Hopolang P.
- In:
Journal of mathematical finance
5
(
2015
)
2
,
pp. 178-191
Persistent link: https://www.econbiz.de/10011398992
Saved in:
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