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type_genre:"Article in journal"
accessRights:"free"
~isPartOf:"Quantitative finance"
~isPartOf:"Econometrica : journal of the Econometric Society, an international society for the advancement of economic theory in its relation to statistics and mathematics"
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Search: subject_exact:"Estimation theory"
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5
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Quantitative finance
Econometrica : journal of the Econometric Society, an international society for the advancement of economic theory in its relation to statistics and mathematics
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138
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91
Statistics in transition : an international journal of the Polish Statistical Association
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1
An adversarial approach to structural estimation
Kaji, Tetsuya
;
Manresa, Elena
;
Pouliot, Guillaume
- In:
Econometrica : journal of the Econometric Society, an …
91
(
2023
)
6
,
pp. 2041-2063
Persistent link: https://www.econbiz.de/10014438258
Saved in:
2
Same root different leaves : time series and cross-sectional methods in panel data
Shen, Dennis
;
Ding, Peng
;
Sekhon, Jasjeet Singh
;
Yu, Bin
- In:
Econometrica : journal of the Econometric Society, an …
91
(
2023
)
6
,
pp. 2125-2154
Persistent link: https://www.econbiz.de/10014438268
Saved in:
3
Robust inference on infinite and growing dimensional time-series regression
Gupta, Abhimanyu
;
Seo, Myung Hwan
- In:
Econometrica : journal of the Econometric Society, an …
91
(
2023
)
4
,
pp. 1333-1361
Persistent link: https://www.econbiz.de/10014365440
Saved in:
4
An eigenvalue distribution derived "Stability Measure" for evaluating Minimum Variance portfolios
Smyth, William
;
Broby, Daniel
- In:
Quantitative finance
23
(
2023
)
3
,
pp. 521-537
Persistent link: https://www.econbiz.de/10014232686
Saved in:
5
Inference for large-scale linear systems with known coefficients
Fang, Zheng
;
Santos, Andres
;
Shaikh, Azeem M.
; …
- In:
Econometrica : journal of the Econometric Society, an …
91
(
2023
)
1
,
pp. 299-327
Persistent link: https://www.econbiz.de/10014309663
Saved in:
6
Markovian approximations of stochastic Volterra equations with the fractional kernel
Bayer, Christian
;
Breneis, Simon
- In:
Quantitative finance
23
(
2023
)
1
,
pp. 53-70
Persistent link: https://www.econbiz.de/10013490954
Saved in:
7
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:
8
A generalized heterogeneous autoregressive model using market information
Hizmeri, Rodrigo
;
Izzeldin, Marwan
;
Nolte, Ingmar
; …
- In:
Quantitative finance
22
(
2022
)
8
,
pp. 1513-1534
Persistent link: https://www.econbiz.de/10013367925
Saved in:
9
A note on spurious model selection
Wang, Weiguan
;
Ruf, Johannes
- In:
Quantitative finance
22
(
2022
)
10
,
pp. 1797-1800
Persistent link: https://www.econbiz.de/10013367947
Saved in:
10
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
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