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subject:"Volatility"
type_genre:"Article in journal"
~isPartOf:"Applied economics"
~isPartOf:"Journal of mathematical finance"
~subject:"United States"
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Search: subject_exact:"Estimation theory"
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Volatility
United States
Estimation theory
194
Schätztheorie
194
Estimation
49
Schätzung
49
Theorie
48
Theory
48
Time series analysis
39
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Kim, Jong-Min
2
Abutaleb, Ahmed S.
1
Bampinas, Georgios
1
Banerjee, Andy
1
Bianchi, Marco
1
Bishwal, Jaya Prakasah Narayan
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Caporale, Tony
1
Conway, Karen Smith
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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
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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
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1
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1
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Applied economics
Journal of mathematical finance
Journal of econometrics
143
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
130
The review of economics and statistics
44
Economics letters
42
Econometric reviews
28
Journal of applied econometrics
26
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
24
International journal of forecasting
24
Journal of empirical finance
23
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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American journal of agricultural economics
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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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The econometrics journal
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The review of financial studies
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Finance research letters
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International journal of theoretical and applied finance
14
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The North American journal of economics and finance : a journal of financial economics studies
11
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
10
Journal of money, credit and banking : JMCB
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Oxford bulletin of economics and statistics
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Functional ARCH directional dependence via copula for intraday volatility from high-frequency financial time series
Kim, Jong-Min
;
Hwang, Sun Young
- In:
Applied economics
53
(
2021
)
4
,
pp. 506-520
Persistent link: https://www.econbiz.de/10012416072
Saved in:
2
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:
3
A note on the estimated GARCH coefficients from the S&P1500 universe
Bampinas, Georgios
;
Ladopoulos, Konstantinos
; …
- In:
Applied economics
50
(
2018
)
34/35
,
pp. 3647-3653
Persistent link: https://www.econbiz.de/10012059386
Saved in:
4
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:
5
A contribution on the nature and treatment of missing data in large market surveys
Madden, Gary
;
Vicente, María Rosalia
;
Rappoport, Paul N.
; …
- In:
Applied economics
49
(
2017
)
22
,
pp. 2179-2187
Persistent link: https://www.econbiz.de/10011817259
Saved in:
6
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:
7
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:
8
Linear time-varying regression with a DCC-GARCH model for volatility
Kim, Jong-Min
;
Jung, Hojin
;
Qin, Li
- In:
Applied economics
48
(
2016
)
16/18
,
pp. 1573-1582
Persistent link: https://www.econbiz.de/10011456689
Saved in:
9
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:
10
Voter turnout in US presidential elections : does Carville's law explain the time series?
Caporale, Tony
;
Poitras, Marc
- In:
Applied economics
46
(
2014
)
28/30
,
pp. 3630-3638
Persistent link: https://www.econbiz.de/10010420005
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