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isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
subject:"Volatility"
~isPartOf:"International journal of economics and financial issues : IJEFI"
~subject:"Capital income"
~subject:"Multivariate analysis"
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Search: subject_exact:"Estimation theory"
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Volatility
Capital income
Multivariate analysis
Estimation theory
110
Schätztheorie
110
Estimation
34
Schätzung
34
Time series analysis
30
Zeitreihenanalyse
30
Volatilität
24
ARCH model
22
ARCH-Modell
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Kapitaleinkommen
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Share price
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Kointegration
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Nonparametric statistics
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Theory
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Analysis of variance
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Ahlgren, Niklas
1
Andreou, Alena
1
Antell, Jan
1
Balter, Janine
1
Belasri, Yassine
1
Bormann, Carsten
1
Bos, Charles S.
1
Caldeira, João F.
1
Carrasco, Marine
1
Chen, Jiaqin
1
Corsi, Fulvio
1
Daei-Karimzadeh, Saeed
1
Daryanto, Arief
1
Ellaia, Rachid
1
Engle, Robert F.
1
Fan, Jianqing
1
Fan, Yingying
1
Francq, Christian
1
Frederiksen, Per
1
Galbraith, John W.
1
Ghysels, Eric
1
Gyamfi, Emmanuel Numapau
1
Habbe, Abdul Hamid
1
Hamzaoui, Nessrine
1
Hassler, Uwe
1
Herwartz, Helmut
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Horváth, Lajos
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Hosseinzadeh, Maryam
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Hsu, Yuan-Teng
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Härdle, Wolfgang
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Ikeda, Shin S.
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Janus, Paweł
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Kalai, Lamia
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Kokoszka, Piotr
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Koopman, Siem Jan
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Kotchoni, Rachidi
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Kyei, Kwabena A.
1
Li, Yingying
1
Liu, Hung-Chun
1
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
International journal of economics and financial issues : IJEFI
Journal of econometrics
153
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
67
Journal of empirical finance
34
Economics letters
33
Discussion paper / Tinbergen Institute
29
Econometric reviews
25
Finance research letters
22
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
21
Econometric theory
20
Journal of forecasting
19
Journal of the American Statistical Association : JASA
19
CREATES research paper
18
Economic modelling
18
Journal of banking & finance
18
Quantitative finance
17
International journal of forecasting
16
Journal of financial econometrics
16
Journal of risk and financial management : JRFM
16
SFB 649 discussion paper
16
International journal of theoretical and applied finance
15
The econometrics journal
15
Econometrics : open access journal
14
NBER Working Paper
13
Journal of financial economics
12
The European journal of finance
12
The North American journal of economics and finance : a journal of financial economics studies
12
Computational economics
11
Journal of mathematical finance
11
Working paper / Department of Econometrics and Business Statistics, Monash University
11
Working paper / National Bureau of Economic Research, Inc.
11
Working papers
11
Insurance / Mathematics & economics
10
KBI
10
NBER working paper series
10
The review of financial studies
10
Working paper
10
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
9
Journal of financial and quantitative analysis : JFQA
9
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Bias-reduced estimation of long-memory stochastic volatility
Frederiksen, Per
;
Nielsen, Morten Ørregaard
- In:
Journal of financial econometrics : official journal of …
6
(
2008
)
4
,
pp. 496-512
Persistent link: https://www.econbiz.de/10003778957
Saved in:
32
Aggregation of nonparametric estimators for volatility matrix
Fan, Jianqing
;
Fan, Yingying
;
Lv, Jinchi
- In:
Journal of financial econometrics : official journal of …
5
(
2007
)
3
,
pp. 321-357
Persistent link: https://www.econbiz.de/10003518410
Saved in:
33
Circuit breakers and the tail index of equity returns
Galbraith, John W.
;
Zernov, Serguei
- In:
Journal of financial econometrics : official journal of …
2
(
2004
)
1
,
pp. 109-129
Persistent link: https://www.econbiz.de/10002214214
Saved in:
34
The impact of sampling frequency and volatility estimators on change-point tests
Andreou, Alena
;
Ghysels, Eric
- In:
Journal of financial econometrics : official journal of …
2
(
2004
)
2
,
pp. 290-318
Persistent link: https://www.econbiz.de/10002214288
Saved in:
35
Time inhomogenous multiple volatility modeling
Härdle, Wolfgang
;
Herwartz, Helmut
;
Spokojnyj, Vladimir G.
- In:
Journal of financial econometrics : official journal of …
1
(
2003
)
1
,
pp. 55-95
Persistent link: https://www.econbiz.de/10002220931
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