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accessRights:"free"
type_genre:"Article in journal"
~isPartOf:"BNR economic review"
~isPartOf:"Quantitative finance"
~subject:"Extreme value theory (EVT)"
~subject:"Zeitreihenanalyse"
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Extreme value theory (EVT)
Zeitreihenanalyse
Estimation theory
8
Schätztheorie
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Volatility
5
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5
Estimation
4
Schätzung
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Bagabe, James
1
Bayer, Christian
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Breneis, Simon
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Izzeldin, Marwan
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Kaibuchi, Hibiki
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Karangwa, Mathias
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Kawasaki, Yoshinori
1
Maniraguha, Faustin
1
Mwenese, Bruno
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Nolte, Ingmar
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BNR economic review
Quantitative finance
Econometrics : open access journal
46
Journal of risk and financial management : JRFM
16
International journal of economics and financial issues : IJEFI
10
Quantitative economics : QE ; journal of the Econometric Society
10
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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International Journal of Energy Economics and Policy : IJEEP
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CBN journal of applied statistics
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Central European journal of economic modelling and econometrics
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Financial innovation : FIN
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Iranian economic review : journal of University of Tehran
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Risks : open access journal
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Statistics in transition : an international journal of the Polish Statistical Association
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Brazilian review of econometrics : BRE ; the review of the Brazilian Econometric Society
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Journal of applied econometrics
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Cambridge-INET working papers
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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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Journal of time series econometrics
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Quantitative finance and economics
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Review of economics and political science : REPS
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Revista de métodos cuantitativos para la economía y la empresa
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The econometrics journal
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Agricultural and Food Economics : AFE
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Amfiteatru economic : an economic and business research periodical
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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:
2
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:
3
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:
4
Estimating time-varying volatility in consumer prices in rwanda : application of GARCH models
Maniraguha, Faustin
;
Karangwa, Mathias
;
Mwenese, Bruno
; …
- In:
BNR economic review
(
2019
)
14
,
pp. 53-75
Persistent link: https://www.econbiz.de/10012312029
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