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subject:"Volatilität"
subject:"Yield curve"
~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~subject:"Panel study"
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Search: subject_exact:"Estimation theory"
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Volatilität
Yield curve
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Estimation theory
73
Schätztheorie
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Time series analysis
20
Zeitreihenanalyse
20
Volatility
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Estimation
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Andreou, Alena
1
Audrino, Francesco
1
Balter, Janine
1
Bos, Charles S.
1
Caldeira, João F.
1
Carrasco, Marine
1
Fan, Jianqing
1
Fan, Yingying
1
Ferreira, Eva
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Francq, Christian
1
Frederiksen, Per
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Ghysels, Eric
1
Gil-Bazo, Javier
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Hassler, Uwe
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Horváth, Lajos
1
Härdle, Wolfgang
1
Ikeda, Shin S.
1
Janus, Paweł
1
Koopman, Siem Jan
1
Kotchoni, Rachidi
1
Li, Yingying
1
Lv, Jinchi
1
Moura, Guilherme Valle
1
Mykland, Per A.
1
Nagakura, Daisuke
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Nielsen, Morten Ørregaard
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Nogales, Francisco J.
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Rodrigues, Paulo M. M.
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Rubia, Antonio
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Santos, André A. P.
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Spokojnyj, Vladimir G.
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Suto, Nobuyuki
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Taniai, Hiroyuki
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Taniguchi, Masanobu
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Trojani, Fabio
1
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1
Usami, Takashi
1
Visser, Marcel P.
1
Watanabe, Toshiaki
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
Journal of econometrics
273
Economics letters
120
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
95
Econometric reviews
81
The econometrics journal
51
Discussion paper / Tinbergen Institute
45
CEMMAP working papers / Centre for Microdata Methods and Practice
40
Econometric theory
37
Discussion paper series / IZA
31
Economic modelling
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Working paper / Department of Econometrics and Business Statistics, Monash University
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CESifo working papers
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Applied economics letters
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Journal of empirical finance
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
25
Econometrics : open access journal
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Cambridge working papers in economics
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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NBER Working Paper
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CREATES research paper
20
Empirical economics : a quarterly journal of the Institute for Advanced Studies
20
Applied economics
19
Journal of banking & finance
19
Finance research letters
18
Oxford bulletin of economics and statistics
18
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
17
International journal of forecasting
17
International journal of theoretical and applied finance
17
Journal of financial econometrics
17
NBER working paper series
17
Quantitative finance
17
Working paper
17
Computational economics
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Discussion paper
15
Journal of risk and financial management : JRFM
15
CESifo Working Paper Series
14
IZA Discussion Paper
14
The North American journal of economics and finance : a journal of financial economics studies
14
Journal of applied econometrics
13
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1
Combining multivariate volatility forecasts: an economic-based approach
Caldeira, João F.
;
Moura, Guilherme Valle
;
Nogales, …
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
2
,
pp. 247-285
Persistent link: https://www.econbiz.de/10011987429
Saved in:
2
Quantile regression for long memory testing : a case of realized volatility
Hassler, Uwe
;
Rodrigues, Paulo M. M.
;
Rubia, Antonio
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
4
,
pp. 693-724
Persistent link: https://www.econbiz.de/10011623824
Saved in:
3
Variance targeting estimation of multivariate GARCH models
Francq, Christian
;
Horváth, Lajos
;
Zakoïan, Jean-Michel
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
2
,
pp. 353-382
Persistent link: https://www.econbiz.de/10011589013
Saved in:
4
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:
5
A state space approach to estimating the integrated variance under the existence of market microstructure noise
Nagakura, Daisuke
;
Watanabe, Toshiaki
- In:
Journal of financial econometrics : official journal of …
13
(
2015
)
1
,
pp. 45-82
Persistent link: https://www.econbiz.de/10010519663
Saved in:
6
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:
7
Quarticity estimation on ohlc data
Balter, Janine
- In:
Journal of financial econometrics : official journal of …
13
(
2015
)
2
,
pp. 505-519
Persistent link: https://www.econbiz.de/10011339287
Saved in:
8
Rounding errors and volatility estimation
Li, Yingying
;
Mykland, Per A.
- In:
Journal of financial econometrics : official journal of …
13
(
2015
)
2
,
pp. 478-504
Persistent link: https://www.econbiz.de/10011339292
Saved in:
9
Estimation of distortion risk measures
Tsukahara, Hideatsu
- In:
Journal of financial econometrics : official journal of …
12
(
2014
)
1
,
pp. 213-235
Persistent link: https://www.econbiz.de/10010233598
Saved in:
10
Asymptotics of realized volatility with non-Gaussian ARCH(∞) Microstructure noise
Taniai, Hiroyuki
;
Usami, Takashi
;
Suto, Nobuyuki
; …
- In:
Journal of financial econometrics : official journal of …
10
(
2012
)
4
,
pp. 617-636
Persistent link: https://www.econbiz.de/10009671895
Saved in:
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