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subject:"Prognoseverfahren"
~isPartOf:"Journal of applied econometrics"
~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~subject:"Volatilität"
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Search: subject_exact:"Semiparametrische Statistik"
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Prognoseverfahren
Volatilität
Nichtparametrisches Verfahren
85
Nonparametric statistics
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Estimation
25
Estimation theory
25
Schätztheorie
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Almeida, Caio
1
Arapis, Manuel
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Ardison, Kym
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Barunik, Jozef
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Carrasco, Marine
1
Dobrev, Dobrislav
1
Fan, Jianqing
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Fan, Yingying
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Fengler, Matthias R.
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Garcia, René
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Horst, Enrique ter
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Park, Cheolbeom
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Schaumburg, Ernst
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Trojani, Fabio
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Vicente, Jose
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Journal of applied econometrics
Journal of financial econometrics : official journal of the Society for Financial Econometrics
Journal of econometrics
55
International journal of forecasting
28
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Journal of forecasting
18
SFB 649 discussion paper
17
Discussion paper / Tinbergen Institute
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Econometric reviews
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
11
Economics letters
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Journal of empirical finance
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Working paper / Department of Econometrics and Business Statistics, Monash University
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Cambridge working papers in economics
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Finance research letters
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The North American journal of economics and finance : a journal of financial economics studies
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CREATES research paper
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Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics
5
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European journal of operational research : EJOR
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Journal of risk and financial management : JRFM
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Economic Research Initiatives at Duke (ERID) Working Paper
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ECONIS (ZBW)
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1
Information gains from using short-dated options for measuring and forecasting volatility
Todorov, Viktor
;
Zhang, Yang
- In:
Journal of applied econometrics
37
(
2022
)
2
,
pp. 368-391
Persistent link: https://www.econbiz.de/10013165240
Saved in:
2
Comment on: nonparametric tail risk, stock returns, and the macroeconomy
Dobrev, Dobrislav
;
Schaumburg, Ernst
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
3
,
pp. 388-409
Persistent link: https://www.econbiz.de/10011987513
Saved in:
3
Semi-parametric conditional quantile models for financial returns and realized volatility
Zikes, Filip
;
Barunik, Jozef
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
1
,
pp. 185-226
Persistent link: https://www.econbiz.de/10011588557
Saved in:
4
Adaptive Realized Kernels
Carrasco, Marine
;
Kotchoni, Rachidi
- In:
Journal of financial econometrics : official journal of …
13
(
2015
)
4
,
pp. 757-797
Persistent link: https://www.econbiz.de/10011417704
Saved in:
5
Two-scale realized kernels : a univariate case
Ikeda, Shin S.
- In:
Journal of financial econometrics : official journal of …
13
(
2015
)
1
,
pp. 126-165
Persistent link: https://www.econbiz.de/10010519659
Saved in:
6
Semiparametric density forecasts of daily financial returns from intraday data
Hallam, Mark
;
Olmo, Jose
- In:
Journal of financial econometrics : official journal of …
12
(
2014
)
2
,
pp. 408-432
Persistent link: https://www.econbiz.de/10010351542
Saved in:
7
Exchange rate fundamentals, forecasting, and speculation : Bayesian models in black markets
Gramacy, Robert
;
Malone, Samuel W.
;
Horst, Enrique ter
- In:
Journal of applied econometrics
29
(
2014
)
1
,
pp. 22-41
Persistent link: https://www.econbiz.de/10010414259
Saved in:
8
Robust value at risk prediction
Mancini, Loriano
;
Trojani, Fabio
- In:
Journal of financial econometrics : official journal of …
9
(
2011
)
2
,
pp. 281-313
Persistent link: https://www.econbiz.de/10009125125
Saved in:
9
How does changing age distribution impact stock prices? : a nonparametric approach
Park, Cheolbeom
- In:
Journal of applied econometrics
25
(
2010
)
7
,
pp. 1155-1178
Persistent link: https://www.econbiz.de/10008936605
Saved in:
10
A semiparametric factor model for implied volatility surface dynamics
Fengler, Matthias R.
;
Härdle, Wolfgang
;
Mammen, Enno
- In:
Journal of financial econometrics : official journal of …
5
(
2007
)
2
,
pp. 189-218
Persistent link: https://www.econbiz.de/10003518308
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