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subject:"Share price"
type_genre:"Article in journal"
~isPartOf:"Quantitative finance"
~subject:"Forecasting model"
~type_genre:"Arbeitspapier"
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Search: subject_exact:"Estimation theory"
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Share price
Forecasting model
Estimation theory
36
Schätztheorie
36
Volatility
15
Volatilität
15
Estimation
12
Schätzung
12
Time series analysis
10
Zeitreihenanalyse
10
Prognoseverfahren
9
Portfolio selection
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Portfolio-Management
8
Börsenkurs
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Option pricing theory
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Optionspreistheorie
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Stochastic process
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Derivat
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3
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Autokorrelation
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CAPM
3
Correlation
3
Estimation error
3
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3
Monte Carlo simulation
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3
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Tsiotas, Georgios
2
Achab, Massil
1
Bacry, E.
1
Caccioli, Fabio
1
Canabarro, Askery
1
Cang, Yuquan
1
Chatterjee, Rupak
1
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1
Chi, Xie
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
Jiang, Zhi-Qiang
1
Kondor, Imre
1
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1
Muzy, J. F.
1
Nolte, Ingmar
1
Papp, Gábor
1
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1
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1
Qiao, Kenan
1
Rambaldi, M.
1
Ren, Yu
1
Sornette, Didier
1
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1
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1
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1
Wang, Shouyang
1
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1
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1
Xiang, Jing
1
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1
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Quantitative finance
International journal of forecasting
113
Journal of econometrics
112
Journal of forecasting
72
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
60
Economics letters
32
Discussion paper / Tinbergen Institute
27
Working paper / Department of Econometrics and Business Statistics, Monash University
23
Journal of empirical finance
19
Economic modelling
18
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
18
Journal of banking & finance
17
Finance research letters
14
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
14
Applied economics
13
Econometric reviews
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Econometric theory
13
Insurance / Mathematics & economics
13
Journal of risk and financial management : JRFM
13
The econometrics journal
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Working paper
13
CESifo working papers
12
CREATES research paper
12
Discussion paper
12
Journal of financial econometrics : official journal of the Society for Financial Econometrics
12
Journal of the American Statistical Association : JASA
12
Working papers / Rutgers University, Department of Economics
12
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
11
Computational economics
10
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
10
Econometrics : open access journal
10
Empirical economics : a quarterly journal of the Institute for Advanced Studies
10
European journal of operational research : EJOR
10
International journal of economics and financial issues : IJEFI
10
Journal of applied econometrics
10
Journal of financial econometrics
10
The North American journal of economics and finance : a journal of financial economics studies
10
Risks : open access journal
9
Working papers series in theoretical and applied economics
9
Astin bulletin : the journal of the International Actuarial Association
8
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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
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
Saved in:
5
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:
6
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:
7
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
Saved in:
8
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
Saved in:
9
Portfolio optimization under Expected Shortfall : contour maps of estimation error
Caccioli, Fabio
;
Kondor, Imre
;
Papp, Gábor
- In:
Quantitative finance
18
(
2018
)
8
,
pp. 1295-1313
Persistent link: https://www.econbiz.de/10011911538
Saved in:
10
Analysis of order book flows using a non-parametric estimation of the branching ratio matrix
Achab, Massil
;
Bacry, E.
;
Muzy, J. F.
;
Rambaldi, M.
- In:
Quantitative finance
18
(
2018
)
2
,
pp. 199-212
Persistent link: https://www.econbiz.de/10011905857
Saved in:
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