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subject:"Share price"
subject:"Volatilität"
~isPartOf:"Journal of mathematical finance"
~subject:"Prognoseverfahren"
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Share price
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Estimation theory
25
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7
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1
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Journal of mathematical finance
Journal of econometrics
195
International journal of forecasting
114
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
91
Journal of forecasting
74
Economics letters
51
Discussion paper / Tinbergen Institute
46
Journal of empirical finance
43
Econometric reviews
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Working paper / Department of Econometrics and Business Statistics, Monash University
28
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CREATES research paper
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Econometric theory
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Finance research letters
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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International journal of theoretical and applied finance
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The North American journal of economics and finance : a journal of financial economics studies
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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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European journal of operational research : EJOR
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Insurance / Mathematics & economics
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Working papers / Rutgers University, Department of Economics
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International journal of economics and financial issues : IJEFI
14
Journal of applied econometrics
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Journal of financial economics
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SFB 649 discussion paper
14
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
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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
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:
10
Identification and estimation of Gaussian affine term structure models with regime switching
Wang, Gang
- In:
Journal of mathematical finance
4
(
2014
)
3
,
pp. 148-159
Persistent link: https://www.econbiz.de/10010400123
Saved in:
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