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subject:"Volatilität"
subject:"Yield curve"
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Search: subject_exact:"Estimation theory"
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Volatilität
Yield curve
Estimation theory
437
Schätztheorie
437
Theorie
131
Theory
131
Time series analysis
87
Zeitreihenanalyse
87
Nichtparametrisches Verfahren
81
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81
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64
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56
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56
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Maximum likelihood estimation
19
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18
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Maasoumi, Esfandiar
3
Teräsvirta, Timo
3
McAleer, Michael
2
Amado, Cristina
1
Barassi, Marco R.
1
Bennedsen, Mikkel
1
Bermudez, P. de Zea
1
Bohn Nielsen, Heino
1
Boswijk, Herman Peter
1
Brownlees, Christian
1
Cai, Yuzhi
1
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1
Catani, Paul
1
Cavaliere, Giuseppe
1
Chen, Qiang
1
De Angelis, Luca
1
Fornari, Fabio
1
Galbraith, John W.
1
Gu, Wentao
1
Hansen, Peter Reinhard
1
Hoshikawa, Toshiya
1
Hu, Meidi
1
Kanatani, Taro
1
Koopman, Siem Jan
1
Large, Jeremy
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León-González, Roberto
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Lunde, Asger
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Marín, J. Miguel
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Mele, Antonio
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Nagai, Keiji
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Nishiyama, Yoshihiko
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Nualart, Eulalia
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Ooms, Marius
1
Rossi, Eduardo
1
Santucci de Magistris, Paolo
1
Silvennoinen, Annastiina
1
Song, Xiaojun
1
Sun, Yucheng
1
Tan, Jijun
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Econometric reviews
Journal of econometrics
120
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
50
Discussion paper / Tinbergen Institute
29
Economics letters
27
Journal of empirical finance
26
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
20
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Journal of banking & finance
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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International journal of theoretical and applied finance
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International journal of forecasting
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The North American journal of economics and finance : a journal of financial economics studies
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11
The econometrics journal
11
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10
Journal of risk and financial management : JRFM
10
SFB 649 discussion paper
10
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
9
Econometrics : open access journal
9
Journal of mathematical finance
9
NBER Working Paper
9
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8
International journal of economics and financial issues : IJEFI
8
Journal of financial economics
8
Applied economics letters
7
Asia-Pacific financial markets
7
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7
International journal of financial engineering
7
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7
Working paper / Department of Econometrics and Business Statistics, Monash University
7
Working paper / National Bureau of Economic Research, Inc.
7
Working papers
7
Applied financial economics
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1
Adaptive information-based methods for determining the co-integration rank in heteroskedastic VAR models
Boswijk, Herman Peter
;
Cavaliere, Giuseppe
;
De Angelis, Luca
- In:
Econometric reviews
42
(
2023
)
9/10
,
pp. 725-757
Persistent link: https://www.econbiz.de/10014420355
Saved in:
2
On the estimation of integrated volatility in the presence of jumps and microstructure noise
Brownlees, Christian
;
Nualart, Eulalia
;
Sun, Yucheng
- In:
Econometric reviews
39
(
2020
)
10
,
pp. 991-1013
Persistent link: https://www.econbiz.de/10012406198
Saved in:
3
Data cloning estimation for asymmetric stochastic volatility models
Bermudez, P. de Zea
;
Marín, J. Miguel
;
Veiga, Helena
- In:
Econometric reviews
39
(
2020
)
10
,
pp. 1057-1074
Persistent link: https://www.econbiz.de/10012406209
Saved in:
4
Semiparametric estimation and inference on the fractal index of Gaussian and conditionally Gaussian time series data
Bennedsen, Mikkel
- In:
Econometric reviews
39
(
2020
)
9
,
pp. 875-903
Persistent link: https://www.econbiz.de/10012295586
Saved in:
5
Bias-corrected realized variance
Yeh, Jin-huei
;
Wang, Jying-Nan
- In:
Econometric reviews
38
(
2019
)
2
,
pp. 170-192
Persistent link: https://www.econbiz.de/10012180719
Saved in:
6
A nonparametric specification test for the volatility functions of diffusion processes
Chen, Qiang
;
Hu, Meidi
;
Song, Xiaojun
- In:
Econometric reviews
38
(
2019
)
5
,
pp. 557-576
Persistent link: https://www.econbiz.de/10012181335
Saved in:
7
Efficient Bayesian inference in generalized inverse gamma processes for stochastic volatility
León-González, Roberto
- In:
Econometric reviews
38
(
2019
)
8
,
pp. 899-920
Persistent link: https://www.econbiz.de/10012181373
Saved in:
8
The estimation for Lévy processes in high frequency data
Zheng, Jing
;
Gu, Wentao
;
Xu, Baolin
;
Cai, Zongwu
- In:
Econometric reviews
37
(
2018
)
6/10
,
pp. 1051-1066
Persistent link: https://www.econbiz.de/10012040536
Saved in:
9
Specification and testing of multiplicative time-varying GARCH models with applications
Amado, Cristina
;
Teräsvirta, Timo
- In:
Econometric reviews
36
(
2017
)
4
,
pp. 421-446
Persistent link: https://www.econbiz.de/10011795239
Saved in:
10
A Lagrange multiplier test for testing the adequacy of constant conditional correlation GARCH model
Catani, Paul
;
Teräsvirta, Timo
;
Yin, Meiqun
- In:
Econometric reviews
36
(
2017
)
6/9
,
pp. 599-621
Persistent link: https://www.econbiz.de/10011795292
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