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subject:"Stochastischer Prozess"
subject:"Volatility"
~isPartOf:"International journal of theoretical and applied finance"
~isPartOf:"Journal of empirical finance"
~subject:"Share price"
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Stochastischer Prozess
Volatility
Share price
Estimation theory
115
Schätztheorie
115
Volatilität
33
Estimation
25
Schätzung
25
Theorie
25
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International journal of theoretical and applied finance
Journal of empirical finance
Journal of econometrics
153
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
55
Economics letters
40
Discussion paper / Tinbergen Institute
39
Economic modelling
30
Econometric reviews
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CREATES research paper
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Finance research letters
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Quantitative finance
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International journal of forecasting
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European journal of operational research : EJOR
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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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Cowles Foundation discussion paper
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Econometrics : open access journal
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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International journal of economics and financial issues : IJEFI
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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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Journal of mathematical finance
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ECONIS (ZBW)
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1
Estimating and testing skewness in a stochastic volatility model
Lee, Cheol Woo
;
Kang, Kyu Ho
- In:
Journal of empirical finance
72
(
2023
),
pp. 445-467
Persistent link: https://www.econbiz.de/10014476881
Saved in:
2
Estimation with mixed data frequencies : a bias-correction approach
Ghosh, Anisha
;
Linton, Oliver
- In:
Journal of empirical finance
74
(
2023
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014477062
Saved in:
3
Moment approximations of displaced forward-LIBOR rates with application to swaptions
Van Appel, Jacques
;
McWalter, Thomas A.
- In:
International journal of theoretical and applied finance
23
(
2020
)
7
,
pp. 1-29
Persistent link: https://www.econbiz.de/10012496904
Saved in:
4
Balanced predictive regressions
Ren, Yu
;
Tu, Yundong
;
Yi, Yanping
- In:
Journal of empirical finance
54
(
2019
),
pp. 118-142
Persistent link: https://www.econbiz.de/10012174812
Saved in:
5
Bond and option prices with permanent shocks
Zoubi, Haitham al-
- In:
Journal of empirical finance
53
(
2019
),
pp. 272-290
Persistent link: https://www.econbiz.de/10012171645
Saved in:
6
Convex regularization of local volatility estimation
Albani, Vinícius
;
Cezaro, Adriano de
;
Zubelli, Jorge P.
- In:
International journal of theoretical and applied finance
20
(
2017
)
1
,
pp. 1-37
Persistent link: https://www.econbiz.de/10011686808
Saved in:
7
Dynamic cross-autocorrelation in stock returns
Kinnunen, Jyri
- In:
Journal of empirical finance
40
(
2017
),
pp. 162-173
Persistent link: https://www.econbiz.de/10011744473
Saved in:
8
Marked Hawkes process modeling of price dynamics and volatility estimation
Lee, Kyungsub
;
Seo, Byoung Ki
- In:
Journal of empirical finance
40
(
2017
),
pp. 174-200
Persistent link: https://www.econbiz.de/10011745018
Saved in:
9
Nonparametric estimates of pricing functionals
Marinelli, Carlo
;
D'Addona, Stefano
- In:
Journal of empirical finance
44
(
2017
),
pp. 19-35
Persistent link: https://www.econbiz.de/10011817977
Saved in:
10
Tighter bounds for implied volatility
Gatheral, Jim
;
Matić, Ivan
;
Radoičić, Radoš
; …
- In:
International journal of theoretical and applied finance
20
(
2017
)
5
,
pp. 1-14
Persistent link: https://www.econbiz.de/10011733970
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