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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:"Deutschland"
~subject:"Nichtparametrisches Verfahren"
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Stochastischer Prozess
Volatility
Deutschland
Nichtparametrisches Verfahren
Estimation theory
249
Schätztheorie
249
Estimation
66
Schätzung
66
Theorie
65
Theory
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Krämer, Walter
3
Runde, Ralf
2
Su, Liangjun
2
Winkelmann, Rainer
2
Wu, Xinyu
2
Zhang, Yu Yvette
2
Adesina, Tola
1
Almanidis, Pavlos
1
Ardia, David
1
Arnerić, Josip
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Bluteau, Keven
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Bohara, Alok Kumar
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1
Christie-David, Rohan
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1
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Deng, Wen-shuenn
1
Depalo, Domenico
1
Fang, Ying
1
Fu, Tsu-tan
1
Furno, Marilena
1
Gao, Yichen
1
Giannakas, Kōnstantinos
1
Guermat, Cherif
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Gupta, Rangan
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Hadri, Kaddour
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Hartkopf, Jan Patrick
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He, Jia
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1
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1
Hou, Xinmeng
1
Hsiao, Cheng
1
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
Finance research letters
Journal of econometrics
432
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
158
CEMMAP working papers / Centre for Microdata Methods and Practice
124
Econometric theory
122
Economics letters
117
Econometric reviews
103
Journal of the American Statistical Association : JASA
83
The econometrics journal
71
Discussion paper / Tinbergen Institute
65
Discussion papers of interdisciplinary research project 373
58
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
53
Discussion paper series / IZA
46
Cowles Foundation discussion paper
45
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
44
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
44
SFB 649 discussion paper
44
Working paper / Department of Econometrics and Business Statistics, Monash University
44
Quantitative economics : QE ; journal of the Econometric Society
42
Economic modelling
40
CREATES research paper
38
European journal of operational research : EJOR
38
Série des documents de travail / Centre de Recherche en Économie et Statistique
31
Econometrics : open access journal
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Econometrics papers
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International journal of forecasting
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NBER Working Paper
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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NBER working paper series
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Cowles Foundation Discussion Paper
28
Discussion paper
26
Discussion paper / Center for Economic Research, Tilburg University
25
Journal of financial econometrics : official journal of the Society for Financial Econometrics
25
Working papers / TSE : WP
25
Journal of empirical finance
24
Journal of risk and financial management : JRFM
24
Boston College working papers in economics
23
Journal of applied econometrics
23
Working paper
23
Insurance / Mathematics & economics
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ECONIS (ZBW)
57
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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
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:
9
Demand systems with heteroscedastic disturbances
Serletis, Apostolos
;
Xu, Libo
- In:
Empirical economics : a journal of the Institute for …
58
(
2020
)
4
,
pp. 1913-1921
Persistent link: https://www.econbiz.de/10012219723
Saved in:
10
Bayesian semiparametric quantile regression modeling for estimating earthquake fatality risk
Jiang, Xuejun
;
Li, Yunxian
;
Yang, Aijun
;
Zhou, Ruowei
- In:
Empirical economics : a journal of the Institute for …
58
(
2020
)
5
,
pp. 2085-2103
Persistent link: https://www.econbiz.de/10012254175
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