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subject:"Share price"
type_genre:"Article in journal"
~isPartOf:"International journal of theoretical and applied finance"
~subject:"Sampling"
~subject:"Stochastic process"
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Share price
Sampling
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Estimation theory
39
Schätztheorie
39
Volatility
13
Volatilität
13
Option pricing theory
11
Optionspreistheorie
11
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7
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Albanese, Claudio
1
Baldeaux, jan
1
Belomestny, Denis
1
Buescu, Cristin
1
Chen, Tzu-ying
1
Grandits, Peter
1
Guhr, Thomas
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Han, Chuan-Hsiang
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Härdle, Wolfgang
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Pelsser, Antoon André Jean
1
Schäfer, Rudi
1
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1
Takehara, Kohta
1
Taksar, Michael I.
1
Temnov, Grigory
1
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1
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International journal of theoretical and applied finance
Journal of econometrics
133
Economics letters
49
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
47
Statistics in transition : an international journal of the Polish Statistical Association
33
Econometric reviews
31
Economic modelling
27
Journal of the American Statistical Association : JASA
26
Journal of empirical finance
22
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
19
Econometrics : open access journal
19
Econometric theory
18
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
18
European journal of operational research : EJOR
18
Journal of applied econometrics
15
Journal of financial econometrics
15
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
15
Mathematics of operations research
14
The econometrics journal
14
Journal of banking & finance
13
Journal of financial econometrics : official journal of the Society for Financial Econometrics
13
Computational economics
12
Insurance / Mathematics & economics
12
International journal of production research
12
Journal of risk and financial management : JRFM
12
Quantitative finance
12
Applied economics
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Operations research
11
Finance research letters
10
Journal of forecasting
10
Journal of productivity analysis
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Quantitative economics : QE ; journal of the Econometric Society
10
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10
The review of economics and statistics
10
The review of financial studies
10
Applied economics letters
9
International journal of economics and financial issues : IJEFI
9
International journal of forecasting
9
Journal of financial and quantitative analysis : JFQA
8
Journal of financial economics
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1
Sieve estimation of the minimal entropy martingale marginal density with application to pricing kernel estimation
Belomestny, Denis
;
Härdle, Wolfgang
;
Krymova, Ekaterina
- In:
International journal of theoretical and applied finance
20
(
2017
)
6
,
pp. 1-21
Persistent link: https://www.econbiz.de/10011734146
Saved in:
2
VaR/CVaR estimation under stochastic volatility models
Han, Chuan-Hsiang
;
Liu, Wei-han
;
Chen, Tzu-ying
- In:
International journal of theoretical and applied finance
17
(
2014
)
2
,
pp. 1-35
Persistent link: https://www.econbiz.de/10010363922
Saved in:
3
An application of the method of moments to range-based volatility estimation using daily high, low, opening, and closing (HLOC) prices
Buescu, Cristin
;
Taksar, Michael I.
;
Koné, Fatoumata J.
- In:
International journal of theoretical and applied finance
16
(
2013
)
5
,
pp. 1-24
Persistent link: https://www.econbiz.de/10009784042
Saved in:
4
A general computation scheme for a high-order asymptotic expansion method
Takahashi, Akihiko
;
Takehara, Kohta
;
Toda, Masashi
- In:
International journal of theoretical and applied finance
15
(
2012
)
6
,
pp. 1-25
Persistent link: https://www.econbiz.de/10009672591
Saved in:
5
Exact simulation of the 3/2 model
Baldeaux, jan
- In:
International journal of theoretical and applied finance
15
(
2012
)
5
,
pp. 1-13
Persistent link: https://www.econbiz.de/10009672611
Saved in:
6
Statistical causes for the Epps effect in microstructure noise
Münnix, Michael C.
;
Schäfer, Rudi
;
Guhr, Thomas
- In:
International journal of theoretical and applied finance
14
(
2011
)
8
,
pp. 1231-1246
Persistent link: https://www.econbiz.de/10009541998
Saved in:
7
Kernel convergence estimates for diffusions with continuous coefficients
Albanese, Claudio
- In:
International journal of theoretical and applied finance
14
(
2011
)
7
,
pp. 979-1004
Persistent link: https://www.econbiz.de/10009407684
Saved in:
8
On the impact of hidden trends for a compound poisson model with pareto-type claims
Grandits, Peter
;
Kainhofer, Reinhold
;
Temnov, Grigory
- In:
International journal of theoretical and applied finance
13
(
2010
)
6
,
pp. 959-978
Persistent link: https://www.econbiz.de/10008905099
Saved in:
9
Efficient, almost exact simulation of the heston stochastic volatility model
van Haastrecht, Alexander
;
Pelsser, Antoon André Jean
- In:
International journal of theoretical and applied finance
13
(
2010
)
1
,
pp. 1-43
Persistent link: https://www.econbiz.de/10008860425
Saved in:
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