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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"
~subject:"ARCH-Modell"
~subject:"Deutschland"
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Search: subject_exact:"Estimation theory"
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Stochastischer Prozess
Volatility
ARCH-Modell
Deutschland
Estimation theory
249
Schätztheorie
249
Estimation
66
Schätzung
66
Theorie
65
Theory
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Time series analysis
44
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English
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Krämer, Walter
3
Ardia, David
2
Runde, Ralf
2
Winkelmann, Rainer
2
Wu, Xinyu
2
Adesina, Tola
1
Arnerić, Josip
1
Bluteau, Keven
1
Bohara, Alok Kumar
1
Bonaparte, Yosef
1
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1
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1
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1
Du, Xiuli
1
Fang, Ying
1
Giannakas, Kōnstantinos
1
Guermat, Cherif
1
Hadri, Kaddour
1
Hafner, Christian M.
1
Hartkopf, Jan Patrick
1
Hassler, Uwe
1
He, Jia
1
Herwartz, Helmut
1
Honda, Tetsuhiro
1
Hou, Xinmeng
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Huang, Xiaozhou
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Jung, Robert
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Kalckreuth, Ulf von
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Kambouroudis, Dimos
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1
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1
Lan, Xinchen
1
Lee, Kyungsub
1
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1
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
Finance research letters
Journal of econometrics
165
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
74
Econometric theory
59
Economics letters
52
Discussion paper / Tinbergen Institute
48
Econometric reviews
38
CREATES research paper
35
Journal of empirical finance
30
Economic modelling
28
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
27
Journal of financial econometrics : official journal of the Society for Financial Econometrics
26
The econometrics journal
23
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
22
International journal of forecasting
22
SFB 649 discussion paper
21
Journal of forecasting
20
Journal of banking & finance
19
Journal of financial econometrics
19
Discussion paper
18
Discussion papers of interdisciplinary research project 373
18
Econometrics : open access journal
17
Journal of risk and financial management : JRFM
17
Série des documents de travail / Centre de Recherche en Économie et Statistique
17
Europäische Hochschulschriften / 5
16
NBER Working Paper
16
Quantitative finance
16
Applied economics letters
15
Computational economics
15
International journal of theoretical and applied finance
15
Applied economics
14
Cowles Foundation discussion paper
14
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
14
European journal of operational research : EJOR
14
Journal of mathematical finance
14
The North American journal of economics and finance : a journal of financial economics studies
14
International journal of economics and financial issues : IJEFI
13
Journal of risk
13
Journal of time series econometrics
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ECONIS (ZBW)
39
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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
An improved FIGARCH model with the fractional differencing operator (1-νL>)d
Pan, Qunxing
;
Li, Peng
;
Du, Xiuli
- In:
Finance research letters
55
(
2023
)
2
,
pp. 1-13
Persistent link: https://www.econbiz.de/10014473485
Saved in:
4
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:
5
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:
6
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:
7
Correlation impulse response functions
Hafner, Christian M.
;
Herwartz, Helmut
- In:
Finance research letters
57
(
2023
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014513333
Saved in:
8
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:
9
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:
10
Modelling bursts and chaos regularization in credit risk with a deterministic nonlinear model
Orlando, Giuseppe
;
Bufalo, Michele
- In:
Finance research letters
47
(
2022
)
1
,
pp. 1-10
Persistent link: https://www.econbiz.de/10013455602
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