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subject:"Volatility"
type_genre:"Article in journal"
~isPartOf:"Asia-Pacific financial markets"
~subject:"ARCH model"
~subject:"Bootstrap-Verfahren"
~subject:"Commodity derivative"
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Search: subject_exact:"Estimation theory"
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Volatility
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Estimation theory
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Abramov, Vyacheslav M.
1
Biscay, R. J.
1
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1
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1
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Kato, Takashi
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1
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1
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1
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Asia-Pacific financial markets
Journal of econometrics
201
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
81
Econometric theory
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Economics letters
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International journal of economics and financial issues : IJEFI
13
International journal of theoretical and applied finance
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European journal of operational research : EJOR
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1
Effects of jumps and small noise in high-frequency financial econometrics
Kunitomo, Naoto
;
Kurisu, Daisuke
- In:
Asia-Pacific financial markets
24
(
2017
)
1
,
pp. 39-73
Persistent link: https://www.econbiz.de/10011742284
Saved in:
2
Change point analysis of exchange rates using bootstrapping methods : an application to the Indonesian Rupiah 2000-2008
Hardi, Amirullah Setya
;
Kawai, Ken-ichi
;
Lee, Sangyeol
; …
- In:
Asia-Pacific financial markets
22
(
2015
)
4
,
pp. 429-444
Persistent link: https://www.econbiz.de/10011524825
Saved in:
3
Relationship between conditional volatility of domestic macroeconomic factors and conditional stock market volatility : some further evidence from India
Kumari, Jyoti
;
Mahakud, Jitendra
- In:
Asia-Pacific financial markets
22
(
2015
)
1
,
pp. 87-111
Persistent link: https://www.econbiz.de/10010511544
Saved in:
4
Large deviations for the extended Heston model : the large-time case
Jacquier, Antoine
;
Mijatovi´c, Aleksandar
- In:
Asia-Pacific financial markets
21
(
2014
)
3
,
pp. 263-280
Persistent link: https://www.econbiz.de/10010511579
Saved in:
5
A one-factor conditionally linear commodity pricing model under partial information
Kato, Takashi
;
Sekine, Jun
;
Yamamoto, Hiromitsu
- In:
Asia-Pacific financial markets
21
(
2014
)
2
,
pp. 151-174
Persistent link: https://www.econbiz.de/10010358423
Saved in:
6
Estimation and prediction of a non-constant volatility
Abramov, Vyacheslav M.
;
Klebaner, Fima C.
- In:
Asia-Pacific financial markets
14
(
2007
)
1/2
,
pp. 1-23
Persistent link: https://www.econbiz.de/10003609524
Saved in:
7
Inference methods for discretely observed continuous-time stochastic volatility models : a commented overview
Jiménez, Juan Carlos
;
Biscay, R. J.
;
Ozaki, Tohru
- In:
Asia-Pacific financial markets
12
(
2005
)
2
,
pp. 109-141
Persistent link: https://www.econbiz.de/10003378338
Saved in:
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