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subject:"Volatility"
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Search: subject_exact:"Estimation theory"
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Volatility
Devisenmarkt
Estimation theory
970
Schätztheorie
970
Theorie
383
Theory
383
Time series analysis
135
Zeitreihenanalyse
135
Estimation
110
Schätzung
108
Regression analysis
94
Regressionsanalyse
94
Panel
92
Panel study
92
Nichtparametrisches Verfahren
81
Nonparametric statistics
81
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46
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46
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36
Autokorrelation
36
Method of moments
34
Momentenmethode
34
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29
Panel data
29
Systematischer Fehler
29
Sampling
26
Stichprobenerhebung
26
Correlation
25
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25
Maximum likelihood estimation
25
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24
Maximum-Likelihood-Schätzung
24
Prognoseverfahren
24
Statistical distribution
24
Statistical theory
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Statistische Methodenlehre
24
Statistische Verteilung
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Hwang, Eunju
3
Shin, Dong-wan
3
Anatolyev, Stanislav
1
Annaert, Jan
1
Ardia, David
1
Atak, Alev
1
Baffes, John
1
Cecen, A. A.
1
Claes, Anouk G. P.
1
Corré, Nienke
1
De Ceuster, Marc J.
1
Deb, Partha
1
Dehay, Dominique
1
Dong, Yingjie
1
Erkal, Cahit
1
Fornari, Fabio
1
Gefang, Deborah
1
Gradojevic, Nikola
1
Hafner, Christian M.
1
Hoogerheide, Lennart F.
1
Jeong, Minsoo
1
Jung, Hojin
1
Kapetanios, George
1
Katsiampa, Paraskevi
1
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1
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1
Kim, Jong-Min
1
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Lee, Sungro
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Poon, Aubrey
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1
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1
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1
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Economics letters
Journal of econometrics
117
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
42
Discussion paper / Tinbergen Institute
28
Econometric reviews
22
Journal of empirical finance
20
Economic modelling
18
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
17
Journal of financial econometrics : official journal of the Society for Financial Econometrics
16
CREATES research paper
15
Quantitative finance
15
Econometric theory
14
International journal of forecasting
14
Journal of banking & finance
14
International journal of theoretical and applied finance
13
Journal of financial econometrics
13
Finance research letters
12
The North American journal of economics and finance : a journal of financial economics studies
11
The econometrics journal
11
Journal of forecasting
10
Journal of risk and financial management : JRFM
10
Econometrics : open access journal
9
International journal of economics and financial issues : IJEFI
9
SFB 649 discussion paper
9
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
8
Finance and stochastics
8
NBER Working Paper
8
Applied economics
7
Journal of mathematical finance
7
Working paper / National Bureau of Economic Research, Inc.
7
Working papers
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Computational economics
6
Decisions in economics and finance : DEF ; a journal of applied mathematics
6
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
6
Documento de trabajo
6
Handbook of financial time series
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International journal of financial engineering
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NBER working paper series
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Applied financial economics
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Asia-Pacific financial markets
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ECONIS (ZBW)
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1
Consistent estimation of drift parameter in diffusion model with misspecified volatility function
Jeong, Minsoo
- In:
Economics letters
211
(
2022
),
pp. 1-4
Persistent link: https://www.econbiz.de/10013172040
Saved in:
2
A new estimator of a jump discontinuity in regression
Martins-Filho, Carlos
;
Xie, Sihong
;
Yao, Feng
- In:
Economics letters
218
(
2022
),
pp. 1-6
Persistent link: https://www.econbiz.de/10013466389
Saved in:
3
Computationally efficient inference in large Bayesian mixed frequency VARs
Gefang, Deborah
;
Koop, Gary
;
Poon, Aubrey
- In:
Economics letters
191
(
2020
),
pp. 1-6
Persistent link: https://www.econbiz.de/10012508486
Saved in:
4
Maximum likelihood estimation of a TVP-VAR
Moura, Guilherme Valle
;
Noriller, Mateus R.
- In:
Economics letters
174
(
2019
),
pp. 78-83
Persistent link: https://www.econbiz.de/10012121029
Saved in:
5
On estimating market microstructure noise variance
Dong, Yingjie
;
Tse, Yiu Kuen
- In:
Economics letters
150
(
2017
),
pp. 59-62
Persistent link: https://www.econbiz.de/10011762850
Saved in:
6
Volatility estimation for Bitcoin : a comparison of GARCH models
Katsiampa, Paraskevi
- In:
Economics letters
158
(
2017
),
pp. 3-6
Persistent link: https://www.econbiz.de/10011849728
Saved in:
7
Linear time-varying regression with Copula-DCC-GARCH models for volatility
Kim, Jong-Min
;
Jung, Hojin
- In:
Economics letters
145
(
2016
),
pp. 262-265
Persistent link: https://www.econbiz.de/10011618857
Saved in:
8
Missing mean does no harm to volatility!
Anatolyev, Stanislav
;
Tarasyuk, Irina
- In:
Economics letters
134
(
2015
),
pp. 62-64
Persistent link: https://www.econbiz.de/10011432253
Saved in:
9
An ARCH model without intercept
Hafner, Christian M.
;
Preminger, Arie
- In:
Economics letters
129
(
2015
),
pp. 13-17
Persistent link: https://www.econbiz.de/10011421858
Saved in:
10
A Lagrangian multiplier test for market microstructure noise with applications to sampling interval determination for realized volatilities
Shin, Dong-wan
;
Hwang, Eunju
- In:
Economics letters
129
(
2015
),
pp. 95-99
Persistent link: https://www.econbiz.de/10011422016
Saved in:
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