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isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
subject:"Volatility"
~isPartOf:"European journal of operational research : EJOR"
~subject:"Analysis of variance"
~subject:"Estimation"
~subject:"Noise Trading"
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Volatility
Analysis of variance
Estimation
Noise Trading
Estimation theory
254
Schätztheorie
254
Regression analysis
35
Regressionsanalyse
35
Nichtparametrisches Verfahren
34
Nonparametric statistics
34
Schätzung
32
Technical efficiency
32
Technische Effizienz
32
Production function
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Time series analysis
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Data envelopment analysis
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Robustes Verfahren
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Volatilität
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53
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Kumbhakar, Subal
4
Audrino, Francesco
2
Bodnar, Taras
2
Corsi, Fulvio
2
Tsionas, Efthymios G.
2
Adcock, C. J.
1
Ahlgren, Niklas
1
Andreou, Alena
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Bos, Charles S.
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1
Brandão, Luiz Eduardo Teixeira
1
Bu, Ruijun
1
Calabrese, Raffaella
1
Caldeira, João F.
1
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Carrasco, Marine
1
Cave, Joshua
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Ge, Wenxiu
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
European journal of operational research : EJOR
Journal of econometrics
297
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
154
Economics letters
126
Econometric reviews
70
Economic modelling
60
Applied economics letters
59
Discussion paper series / IZA
58
Discussion paper / Tinbergen Institute
54
NBER Working Paper
54
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
52
CEMMAP working papers / Centre for Microdata Methods and Practice
50
NBER working paper series
48
Applied economics
46
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
44
Journal of applied econometrics
40
Working paper / Department of Econometrics and Business Statistics, Monash University
39
Journal of banking & finance
38
The econometrics journal
38
Journal of empirical finance
37
Working paper / National Bureau of Economic Research, Inc.
37
Econometric theory
36
Working paper
36
International journal of forecasting
33
Journal of the American Statistical Association : JASA
33
CESifo working papers
32
IZA Discussion Paper
32
Quantitative economics : QE ; journal of the Econometric Society
31
Discussion papers / CEPR
30
CREATES research paper
29
Discussion paper
29
Econometrics : open access journal
28
Empirical economics : a quarterly journal of the Institute for Advanced Studies
28
Finance research letters
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Computational economics
25
Journal of financial econometrics
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Journal of forecasting
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The review of economics and statistics
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SFB 649 discussion paper
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1
Constructing copulas using corrected Hermite polynomial expansion for estimating cross foreign exchange volatility
Shiraya, Kenichiro
;
Yamakami, Tomohisa
- In:
European journal of operational research : EJOR
314
(
2024
)
3
,
pp. 1195-1214
Persistent link: https://www.econbiz.de/10014456946
Saved in:
2
Generalized quantile and expectile properties for shape constrained nonparametric estimation
Dai, Sheng
;
Kuosmanen, Timo
;
Zhou, Xun
- In:
European journal of operational research : EJOR
310
(
2023
)
2
,
pp. 914-927
Persistent link: https://www.econbiz.de/10014340805
Saved in:
3
Dynamic firm performance and estimator choice : a comparison of dynamic panel data estimators
Cave, Joshua
;
Chaudhuri, Kausik
;
Kumbhakar, Subal
- In:
European journal of operational research : EJOR
307
(
2023
)
1
,
pp. 447-467
Persistent link: https://www.econbiz.de/10014293030
Saved in:
4
What causes post-decision disappointment? : estimating the contributions of systematic and selection biases
Vilkkumaa, Eeva
;
Liesiö, Juuso
- In:
European journal of operational research : EJOR
296
(
2022
)
2
,
pp. 587-600
Persistent link: https://www.econbiz.de/10012663368
Saved in:
5
Assessing the impact of jumps in an option pricing model : a gradient estimation approach
Volk-Makarewicz, Warren
;
Borovkova, Svetlana
; …
- In:
European journal of operational research : EJOR
298
(
2022
)
2
,
pp. 740-751
Persistent link: https://www.econbiz.de/10013206895
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6
Quantitative portfolio selection : using density forecasting to find consistent portfolios
Meade, Nigel
;
Beasley, John E.
;
Adcock, C. J.
- In:
European journal of operational research : EJOR
288
(
2021
)
3
,
pp. 1053-1067
Persistent link: https://www.econbiz.de/10012387456
Saved in:
7
Estimating Value-at-Risk and Expected Shortfall using the intraday low and range data
Meng, Xiaochun
;
Taylor, James W.
- In:
European journal of operational research : EJOR
280
(
2020
)
1
,
pp. 191-202
Persistent link: https://www.econbiz.de/10012132379
Saved in:
8
Does risk aversion affect bank output loss? : the case of the Eurozone
Tsionas, Efthymios G.
;
Mamatzakis, Emmanuel C.
;
Ongena, …
- In:
European journal of operational research : EJOR
282
(
2020
)
3
,
pp. 1127-1145
Persistent link: https://www.econbiz.de/10012161877
Saved in:
9
Nonparametric estimation of the determinants of inefficiency in the presence of firm heterogeneity
Zhou, Jianhua
;
Parmeter, Christopher F.
;
Kumbhakar, Subal
- In:
European journal of operational research : EJOR
286
(
2020
)
3
,
pp. 1142-1152
Persistent link: https://www.econbiz.de/10012291631
Saved in:
10
On the estimation of total factor productivity : a novel Bayesian non-parametric approach
Tsionas, Efthymios G.
;
Polemis, Michael
- In:
European journal of operational research : EJOR
277
(
2019
)
3
,
pp. 886-902
Persistent link: https://www.econbiz.de/10012102208
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