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subject:"Sampling"
~isPartOf:"Quantitative finance"
~subject:"Bayes-Statistik"
~subject:"Volatilität"
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Sampling
Bayes-Statistik
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Estimation theory
36
Schätztheorie
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Volatility
15
Estimation
12
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12
Time series analysis
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Quantitative finance
Journal of econometrics
202
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
75
Economics letters
62
Discussion paper / Tinbergen Institute
49
Econometric reviews
41
Statistics in transition : an international journal of the Polish Statistical Association
38
Journal of the American Statistical Association : JASA
37
Economic modelling
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Working paper / Department of Econometrics and Business Statistics, Monash University
28
International journal of forecasting
27
Journal of empirical finance
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Econometric theory
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Journal of applied econometrics
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Discussion paper series / IZA
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Journal of financial econometrics
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CREATES research paper
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European journal of operational research : EJOR
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Discussion paper / Center for Economic Research, Tilburg University
18
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
18
Série des documents de travail / Centre de Recherche en Économie et Statistique
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CEMMAP working papers / Centre for Microdata Methods and Practice
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NBER working paper series
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Discussion papers / CEPR
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Finance research letters
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
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Applied economics
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Computational economics
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Journal of banking & finance
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Journal of forecasting
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Quantitative economics : QE ; journal of the Econometric Society
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ECONIS (ZBW)
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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
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
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:
5
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:
6
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:
7
No arbitrage global parametrization for the eSSVI volatility surface
Mingone, A.
- In:
Quantitative finance
22
(
2022
)
12
,
pp. 2205-2217
Persistent link: https://www.econbiz.de/10013490938
Saved in:
8
The limitations of estimating implied densities from option prices
Shelton, Austin
;
Kane, Hayden
;
Favreau, Charles
- In:
Quantitative finance
21
(
2021
)
11
,
pp. 1885-1904
Persistent link: https://www.econbiz.de/10012696789
Saved in:
9
Structural breaks in Box-Cox transforms of realized volatility : a model selection perspective
Behrendt, Simon
- In:
Quantitative finance
21
(
2021
)
11
,
pp. 1905-1919
Persistent link: https://www.econbiz.de/10012696795
Saved in:
10
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:
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