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subject:"Volatilität"
~accessRights:"restricted"
~isPartOf:"Economic modelling"
~subject:"Wild bootstrap"
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Volatilität
Wild bootstrap
Analysis of variance
2
Varianzanalyse
2
Bootstrap approach
1
Bootstrap-Verfahren
1
CUSUM tests
1
Common variance patterns
1
Estimation
1
Estimation theory
1
Implied volatility
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Leverage effect
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Multiscale
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Schätztheorie
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Schätzung
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Statistical test
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Statistischer Test
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Stochastic elasticity of variance
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Stochastic process
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Stochastischer Prozess
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Theorie
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Theory
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Time series analysis
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VAR model
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VAR models
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VAR-Modell
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Volatility
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Choi, Sun-Yong
1
Hirukawa, Junichi
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Kim, Jeong-Hoon
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Lee, Jungwoo
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Raïssi, Hamdi
1
Yoon, Ji-Hun
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Economic modelling
Journal of econometrics
13
Journal of financial econometrics
7
International journal of forecasting
6
Journal of banking & finance
6
Finance research letters
5
Quantitative finance
3
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
3
Econometric reviews
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International review of financial analysis
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Journal of empirical finance
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Journal of financial markets
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Working paper series / University of Zurich, Department of Economics
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American journal of agricultural economics
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Application of operations research to financial markets
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Economics letters
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Energy economics
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European journal of operational research : EJOR
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European review of agricultural economics
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Frontiers of economics in China : selected publications from Chinese universities
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International journal of trade and global markets
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International review of economics & finance : IREF
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Journal of economic dynamics & control
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Journal of financial economics
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Journal of international money and finance
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Journal of risk : JOR
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Journal of risk finance : the convergence of financial products and insurance
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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Mathematics and financial economics
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Oxford bulletin of economics and statistics
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Testing linear relationships between non-constant variances of economic variables
Hirukawa, Junichi
;
Raïssi, Hamdi
- In:
Economic modelling
90
(
2020
),
pp. 182-189
Persistent link: https://www.econbiz.de/10012428132
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2
On the stochastic elasticity of variance diffusions
Kim, Jeong-Hoon
;
Yoon, Ji-Hun
;
Lee, Jungwoo
;
Choi, Sun-Yong
- In:
Economic modelling
51
(
2015
),
pp. 263-268
Persistent link: https://www.econbiz.de/10011475989
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