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type_genre:"Sammelwerk"
subject:"Estimation theory"
~type_genre:"Aufsatz in Zeitschrift"
~isPartOf:"Quantitative finance"
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Estimation theory
Estimation
74
Schätzung
73
Volatility
34
Volatilität
34
Theorie
31
Theory
31
Börsenkurs
29
Share price
29
Capital income
24
Kapitaleinkommen
24
Forecasting model
20
Prognoseverfahren
20
Time series analysis
17
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17
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14
Portfolio-Management
14
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12
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Schätztheorie
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10
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Aktienmarkt
9
CAPM
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Market microstructure
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Option pricing theory
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Stochastic process
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Stochastischer Prozess
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Risiko
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Risk
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Securities trading
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Achab, Massil
1
Bacry, E.
1
Buccheri, G.
1
Canabarro, Askery
1
Chen, May-Ru
1
Chi, Xie
1
Chronopoulou, Alexandra
1
Chung, Munki
1
Fabozzi, Frank J.
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1
Guo, Meihui
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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
Lee, Yongjae
1
Mboussa Anga, G.
1
Muzy, J. F.
1
Podobnik, Boris
1
Qiao, Kenan
1
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1
Ren, Yu
1
Sornette, Didier
1
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1
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Quantitative finance
Journal of econometrics
216
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
127
Economics letters
108
Applied economics letters
55
Econometric reviews
54
Economic modelling
53
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
48
Applied economics
43
Journal of applied econometrics
38
Quantitative economics : QE ; journal of the Econometric Society
34
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
33
Journal of banking & finance
28
The econometrics journal
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Econometric theory
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Econometrics : open access journal
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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Journal of the American Statistical Association : JASA
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International journal of forecasting
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Journal of empirical finance
21
The review of economics and statistics
21
Computational economics
19
International journal of economics and financial issues : IJEFI
19
Journal of financial econometrics
19
Energy economics
18
Insurance / Mathematics & economics
18
Journal of forecasting
18
European journal of operational research : EJOR
17
Finance research letters
17
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
16
Journal of risk and financial management : JRFM
16
Journal of financial econometrics : official journal of the Society for Financial Econometrics
15
Journal of economic dynamics & control
14
Journal of risk
13
The empirical economics letters : a monthly international journal of economics
13
The journal of real estate finance and economics
13
Journal of international money and finance
12
The North American journal of economics and finance : a journal of financial economics studies
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American journal of agricultural economics
11
Journal of productivity analysis
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1
GARCH-UGH : a bias-reduced approach for dynamic extreme Value-at-Risk estimation in financial time series
Kaibuchi, Hibiki
;
Kawasaki, Yoshinori
;
Stupfler, G.
- In:
Quantitative finance
22
(
2022
)
7
,
pp. 1277-1294
Persistent link: https://www.econbiz.de/10013367899
Saved in:
2
Implied volatility directional forecasting : a machine learning approach
Vrontos, Spyridon D.
;
Galakis, John
;
Vrontos, Ioannis D.
- In:
Quantitative finance
21
(
2021
)
10
,
pp. 1687-1706
Persistent link: https://www.econbiz.de/10012653707
Saved in:
3
The effects of errors in means, variances, and correlations on the mean-variance framework
Chung, Munki
;
Lee, Yongjae
;
Kim, Jang Ho
;
Kim, Woo Chang
; …
- In:
Quantitative finance
22
(
2022
)
10
,
pp. 1893-1903
Persistent link: https://www.econbiz.de/10013367960
Saved in:
4
High-dimensional realized covariance estimation : a parametric approach
Buccheri, G.
;
Mboussa Anga, G.
- In:
Quantitative finance
22
(
2022
)
11
,
pp. 2093-2107
Persistent link: https://www.econbiz.de/10013490925
Saved in:
5
Scale-, time- and asset-dependence of Hawkes process estimates on high frequency price changes
Wehrli, Alexander
;
Wheatley, Spencer
;
Sornette, Didier
- In:
Quantitative finance
21
(
2021
)
5
,
pp. 729-752
Persistent link: https://www.econbiz.de/10012500185
Saved in:
6
Uncertainty shocks of Trump election in an interval model of stock market
Sun, Yuying
;
Qiao, Kenan
;
Wang, Shouyang
- In:
Quantitative finance
21
(
2021
)
5
,
pp. 865-879
Persistent link: https://www.econbiz.de/10012500201
Saved in:
7
Stock market trend prediction using a functional time series approach
Huang, Shih-Feng
;
Guo, Meihui
;
Chen, May-Ru
- In:
Quantitative finance
20
(
2020
)
1
,
pp. 69-79
Persistent link: https://www.econbiz.de/10012194855
Saved in:
8
Analysis of order book flows using a non-parametric estimation of the branching ratio matrix
Achab, Massil
;
Bacry, E.
;
Muzy, J. F.
;
Rambaldi, M.
- In:
Quantitative finance
18
(
2018
)
2
,
pp. 199-212
Persistent link: https://www.econbiz.de/10011905857
Saved in:
9
Short term prediction of extreme returns based on the recurrence interval analysis
Jiang, Zhi-Qiang
;
Wang, Gang-Jin
;
Canabarro, Askery
; …
- In:
Quantitative finance
18
(
2018
)
3
,
pp. 353-370
Persistent link: https://www.econbiz.de/10011906380
Saved in:
10
Sequential Monte Carlo for fractional stochastic volatility models
Chronopoulou, Alexandra
;
Spiliopoulos, Konstantinos
- In:
Quantitative finance
18
(
2018
)
3
,
pp. 507-517
Persistent link: https://www.econbiz.de/10011906404
Saved in:
11
The micro-price : a high-frequency estimator of future prices
Stoikov, Sasha
- In:
Quantitative finance
18
(
2018
)
12
,
pp. 1959-1966
Persistent link: https://www.econbiz.de/10012262894
Saved in:
12
Consumption, aggregate wealth and expected stock returns : a fractional cointegration approach
Ren, Yu
;
Xie, Tian
- In:
Quantitative finance
18
(
2018
)
12
,
pp. 2101-2112
Persistent link: https://www.econbiz.de/10012262986
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