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subject:"Deutschland"
subject:"Forecasting model"
~isPartOf:"Astin bulletin : the journal of the International Actuarial Association"
~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~isPartOf:"Quantitative finance"
~subject:"Stochastic process"
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Search: subject_exact:"Estimation theory"
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Deutschland
Forecasting model
Stochastic process
Estimation theory
131
Schätztheorie
131
Time series analysis
33
Zeitreihenanalyse
33
Volatility
31
Volatilität
31
Estimation
28
Schätzung
28
Prognoseverfahren
24
Market microstructure
15
Marktmikrostruktur
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Regressionsanalyse
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English
38
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Tsiotas, Georgios
2
Audrino, Francesco
1
Badescu, Andrei L.
1
Bayer, Christian
1
Breneis, Simon
1
Bu, Ruijun
1
Caccioli, Fabio
1
Caldeira, João F.
1
Calvet, Laurent E.
1
Canabarro, Askery
1
Cang, Yuquan
1
Capriotti, Luca
1
Chatterjee, Rupak
1
Chen, May-Ru
1
Chi, Xie
1
Chronopoulou, Alexandra
1
Czellar, Veronika
1
Dupin, Gilles
1
Feng, Dingan
1
Francq, Christian
1
Frederiksen, Per
1
Fung, Tsz Chai
1
Galakis, John
1
Gao, Guangyuan
1
Giet, Ludovic
1
Gigante, Patrizia
1
Guo, Meihui
1
Hadri, Kaddour
1
Herwartz, Helmut
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Hizmeri, Rodrigo
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Horváth, Lajos
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Huang, Shih-Feng
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Hurn, Stan
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Härdle, Wolfgang
1
Izzeldin, Marwan
1
Jeisman, J. I.
1
Jiang, George J.
1
Jiang, Zhi-Qiang
1
Koenig, Emmanuel
1
Kondor, Imre
1
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Astin bulletin : the journal of the International Actuarial Association
Journal of financial econometrics : official journal of the Society for Financial Econometrics
Quantitative finance
Journal of econometrics
135
International journal of forecasting
114
Journal of forecasting
73
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
70
Economics letters
40
Discussion paper / Tinbergen Institute
39
Econometric reviews
26
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
26
Discussion paper
25
Econometric theory
25
CREATES research paper
24
Working paper / Department of Econometrics and Business Statistics, Monash University
23
Economic modelling
22
European journal of operational research : EJOR
22
Journal of empirical finance
22
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
21
Insurance / Mathematics & economics
20
Europäische Hochschulschriften / 5
19
Journal of the American Statistical Association : JASA
19
Computational economics
17
The econometrics journal
17
Cowles Foundation discussion paper
16
Discussion papers of interdisciplinary research project 373
16
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
16
Working paper
16
Journal of banking & finance
15
NBER working paper series
14
SFB 649 discussion paper
14
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
14
Econometrics : open access journal
13
Empirical economics : a quarterly journal of the Institute for Advanced Studies
13
Finance research letters
13
Journal of financial econometrics
13
NBER Working Paper
13
Risks : open access journal
13
Discussion paper series / IZA
12
Journal of applied econometrics
12
Working papers / Rutgers University, Department of Economics
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ECONIS (ZBW)
38
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1
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
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:
3
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:
4
Forecasting exchange rates using asymmetric losses : a Bayesian approach
Tsiotas, Georgios
- In:
Quantitative finance
22
(
2022
)
2
,
pp. 273-287
Persistent link: https://www.econbiz.de/10013167737
Saved in:
5
Proof of non-convergence of the short-maturity expansion for the SABR model
Lewis, Alan L.
;
Pirjol, Dan
- In:
Quantitative finance
22
(
2022
)
9
,
pp. 1747-1757
Persistent link: https://www.econbiz.de/10013367944
Saved in:
6
Discrete time affine term structure models with squared Gaussian shocks (DTATSM-SGS)
Realdon, Marco
- In:
Quantitative finance
21
(
2021
)
8
,
pp. 1365-1386
Persistent link: https://www.econbiz.de/10012608653
Saved in:
7
On a new parametrization class of solvable diffusion models and transition probability kernels
Tudor, Sebastian F.
;
Chatterjee, Rupak
;
Tydniouk, Igor
- In:
Quantitative finance
21
(
2021
)
10
,
pp. 1773-1790
Persistent link: https://www.econbiz.de/10012653711
Saved in:
8
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:
9
Testing for jumps based on high-frequency data : a method exploiting microstructure noise
Liu, Guangying
;
Xiang, Jing
;
Cang, Yuquan
- In:
Quantitative finance
20
(
2020
)
11
,
pp. 1795-1809
Persistent link: https://www.econbiz.de/10012313515
Saved in:
10
A path-integral approximation for non-linear diffusions
Capriotti, Luca
- In:
Quantitative finance
20
(
2020
)
1
,
pp. 29-36
Persistent link: https://www.econbiz.de/10012194852
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