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subject:"Volatility"
type_genre:"Article in journal"
~isPartOf:"Computational economics"
~subject:"Statistical distribution"
~type_genre:"Amtsdruckschrift"
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Search: subject_exact:"Estimation theory"
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Volatility
Statistical distribution
Estimation theory
107
Schätztheorie
107
Time series analysis
31
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31
Monte Carlo simulation
21
Monte-Carlo-Simulation
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Akira Toda, Alexis
1
Aloy, Marcel
1
Alvarez, Susana
1
Baixauli, J. Samuel
1
Bartolucci, Francesco
1
Boubaker, Heni
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
Truchis, Gilles de
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Computational economics
Journal of econometrics
165
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
64
Economics letters
46
Insurance / Mathematics & economics
44
Econometric reviews
41
Econometric theory
38
The econometrics journal
26
Journal of empirical finance
25
Statistics in transition : an international journal of the Polish Statistical Association
24
International journal of forecasting
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
22
Econometrics : open access journal
19
Economic modelling
19
Journal of financial econometrics
19
Journal of the American Statistical Association : JASA
19
Journal of banking & finance
18
Journal of financial econometrics : official journal of the Society for Financial Econometrics
18
Finance research letters
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Journal of risk and financial management : JRFM
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Quantitative finance
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European journal of operational research : EJOR
15
International journal of theoretical and applied finance
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Journal of forecasting
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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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13
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12
Statistical papers
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The North American journal of economics and finance : a journal of financial economics studies
12
Applied economics letters
10
Finance and stochastics
9
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
8
International journal of economics and financial issues : IJEFI
8
The European journal of finance
8
The journal of risk model validation
8
Astin bulletin : the journal of the International Actuarial Association
7
Empirical economics : a quarterly journal of the Institute for Advanced Studies
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1
Data-based automatic discretization of nonparametric distributions
Akira Toda, Alexis
- In:
Computational economics
57
(
2021
)
4
,
pp. 1217-1235
Persistent link: https://www.econbiz.de/10012543278
Saved in:
2
Option pricing model biases : Bayesian and Markov Chain Monte Carlo regression analysis
Mozumder, Sharif
;
Choudhry, Taufiq
;
Dempsey, Michael
- In:
Computational economics
57
(
2021
)
4
,
pp. 1287-1305
Persistent link: https://www.econbiz.de/10012543312
Saved in:
3
Bayesian estimation for high-frequency volatility models in a time deformed framework
Santos, Antonio A. F.
- In:
Computational economics
57
(
2021
)
2
,
pp. 455-479
Persistent link: https://www.econbiz.de/10012486920
Saved in:
4
Wavelet estimation performance of fractional integrated processes with heavy-tails
Boubaker, Heni
- In:
Computational economics
55
(
2020
)
2
,
pp. 473-498
Persistent link: https://www.econbiz.de/10012223642
Saved in:
5
Distributional assumptions and the estimation of contingent valuation models
McDonald, James B.
;
Walton, Daniel B.
;
Chia, Bryan
- In:
Computational economics
56
(
2020
)
2
,
pp. 431-460
Persistent link: https://www.econbiz.de/10012272042
Saved in:
6
Bayesian estimation of beta-type distribution parameters based on grouped data
Kakamu, Kazuhiko
;
Nishino, Haruhisa
- In:
Computational economics
54
(
2019
)
2
,
pp. 625-645
Persistent link: https://www.econbiz.de/10012134338
Saved in:
7
Option implied risk-neutral density estimation : a robust and flexible method
Kundu, Arindam
;
Kumar, Sumit
;
Tomar, Nutan Kumar
- In:
Computational economics
54
(
2019
)
2
,
pp. 705-728
Persistent link: https://www.econbiz.de/10012134345
Saved in:
8
Finite Gaussian mixture approximations to analytically intractable density Kernels
Khorunzhina, Natalia
;
Richard, Jean-François
- In:
Computational economics
53
(
2019
)
3
,
pp. 991-1017
Persistent link: https://www.econbiz.de/10012135106
Saved in:
9
Unified approach for the affine and non-affine models : an empirical analysis on the S&P 500 volatility dynamics
Zhu, Shunwei
;
Wang, Bo
- In:
Computational economics
53
(
2019
)
4
,
pp. 1421-1442
Persistent link: https://www.econbiz.de/10012135302
Saved in:
10
Adaptive quadrature for maximum likelihood estimation of a class of dynamic latent variable models
Cagnone, Silvia
;
Bartolucci, Francesco
- In:
Computational economics
49
(
2017
)
4
,
pp. 599-622
Persistent link: https://www.econbiz.de/10011762141
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