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subject:"Stochastischer Prozess"
subject:"Volatility"
~isPartOf:"Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria"
~isPartOf:"Finance research letters"
~isPartOf:"Mathematics of operations research"
~subject:"Volatilität"
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Search: subject_exact:"Estimation theory"
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Stochastischer Prozess
Volatility
Volatilität
Estimation theory
291
Schätztheorie
291
Estimation
68
Schätzung
68
Theorie
65
Theory
65
Time series analysis
45
Zeitreihenanalyse
45
Regression analysis
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Glynn, Peter W.
2
Wu, Xinyu
2
Adesina, Tola
1
Amarjit, Budhiraja
1
Aravkin, Aleksandr
1
Ardia, David
1
Arnerić, Josip
1
Bertsekas, Dimitri P.
1
Bhatnagar, Shalabh
1
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Cohen, Asaf
1
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1
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Duchi, John C.
1
Fang, Ying
1
Giannakas, Kōnstantinos
1
Giesecke, Kay
1
Guermat, Cherif
1
Hadri, Kaddour
1
Hartkopf, Jan Patrick
1
He, Jia
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Hou, Xinmeng
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Kambouroudis, Dimos
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Krämer, Walter
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
Finance research letters
Mathematics of operations research
Journal of econometrics
139
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
48
Discussion paper / Tinbergen Institute
37
Economics letters
35
Econometric reviews
29
Economic modelling
27
CREATES research paper
26
Econometric theory
24
Journal of empirical finance
22
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
20
Journal of financial econometrics : official journal of the Society for Financial Econometrics
19
International journal of forecasting
17
Quantitative finance
16
International journal of theoretical and applied finance
15
Journal of banking & finance
15
Journal of financial econometrics
15
SFB 649 discussion paper
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
14
European journal of operational research : EJOR
14
Journal of forecasting
14
Journal of risk and financial management : JRFM
14
The econometrics journal
14
Cowles Foundation discussion paper
13
Econometrics : open access journal
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The North American journal of economics and finance : a journal of financial economics studies
12
Discussion papers of interdisciplinary research project 373
11
Computational economics
10
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
10
Finance and stochastics
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Journal of mathematical finance
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Operations research
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Série des documents de travail / Centre de Recherche en Économie et Statistique
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Insurance / Mathematics & economics
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NBER Working Paper
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Working paper
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Handbook of financial time series
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International journal of economics and financial issues : IJEFI
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ECONIS (ZBW)
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1
Nonparametric statistical inference for stochastic optimal control problems and its applications for financial investment
Yang, Liu
;
Liang, Yanzi
;
Lan, Xinchen
;
Lu, Zheng
- In:
Finance research letters
64
(
2024
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014531668
Saved in:
2
Recurrent neural network based parameter estimation of Hawkes model on high-frequency financial data
Lee, Kyungsub
- In:
Finance research letters
55
(
2023
)
1
,
pp. 1-6
Persistent link: https://www.econbiz.de/10014473319
Saved in:
3
Do extreme range estimators improve realized volatility forecasts? : evidence from G7 Stock Markets
Korkusuz, Burak
;
Kambouroudis, Dimos
;
McMillan, David G.
- In:
Finance research letters
55
(
2023
)
2
,
pp. 1-7
Persistent link: https://www.econbiz.de/10014473523
Saved in:
4
The Chinese oil futures volatility : evidence from high-low estimator information
Huang, Xiaozhou
;
Wang, Yubao
;
Song, Juan
- In:
Finance research letters
56
(
2023
),
pp. 1-4
Persistent link: https://www.econbiz.de/10014473684
Saved in:
5
Challenging golden standards in EWMA smoothing parameter calibration based on realized covariance measures
Hartkopf, Jan Patrick
;
Reh, Laura
- In:
Finance research letters
56
(
2023
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014473708
Saved in:
6
S&P volatility, VIX, and asymptotic volatility estimates
Bonaparte, Yosef
;
Chatrath, Arjun
;
Christie-David, Rohan
- In:
Finance research letters
51
(
2023
),
pp. 1-5
Persistent link: https://www.econbiz.de/10014286751
Saved in:
7
A discussion on the robustness of conditional heteroskedasticity models : simulation evidence and applications of the crude oil returns
Shi, Yanlin
- In:
Finance research letters
44
(
2022
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014494772
Saved in:
8
Statistics of robust optimization : a generalized empirical likelihood approach
Duchi, John C.
;
Glynn, Peter W.
;
Namkoog, Hongseok
- In:
Mathematics of operations research
46
(
2021
)
3
,
pp. 946-969
Persistent link: https://www.econbiz.de/10012625674
Saved in:
9
A realized EGARCH-MIDAS model with higher moments
Wu, Xinyu
;
Xie, Haibin
- In:
Finance research letters
38
(
2021
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012485028
Saved in:
10
Trimmed statistical estimation via variance reduction
Aravkin, Aleksandr
;
Davis, Damek
- In:
Mathematics of operations research
45
(
2020
)
1
,
pp. 292-322
Persistent link: https://www.econbiz.de/10012183043
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