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subject:"Volatility"
type_genre:"Article in journal"
~accessRights:"restricted"
~isPartOf:"Economic modelling"
~isPartOf:"Finance and stochastics"
~subject:"Time series analysis"
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Search: subject_exact:"Estimation theory"
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Volatility
Time series analysis
Estimation theory
77
Schätztheorie
77
Estimation
36
Schätzung
36
Zeitreihenanalyse
19
Volatilität
13
Nichtparametrisches Verfahren
12
Nonparametric statistics
12
Panel
11
Panel study
11
Regression analysis
11
Regressionsanalyse
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Kointegration
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Modellierung
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Option pricing theory
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Scientific modelling
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Article in journal
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28
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English
28
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Raïssi, Hamdi
2
Amini, Shahram
1
Azencott, Robert
1
Battisti, Michele
1
Bertelli, Stefano
1
Boughrara, Adel
1
Camacho, Maximo
1
Castillo B., Paul
1
Chen Zhou
1
Demetrescu, Matei
1
Dridi, Ichrak
1
Duarte, Cláudia
1
Figueiredo, Francisco Marcos Rodrigues
1
Fritz, Marlon
1
Gaglianone, Wagner Piazza
1
Gianfreda, Angelica
1
Guillén, Osmani Teixeira de Carvalho
1
Haan, Laurens de
1
Han, Jeong sug
1
Hirukawa, Junichi
1
Hu, Shuowen
1
Hur, Joonyoung
1
Karul, Cagin
1
Khoon, Goh Soo
1
Kumar, Dilip
1
Kusin, Vladimir
1
Li, Hongyi
1
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1
Liu, Zhi
1
Mancini, Cecilia
1
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1
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1
Marie, Nicolas
1
Mattiussi, Vanessa
1
McNown, Robert F.
1
Mercadier, Cécile
1
Michaelides, Michael
1
Nazlıoğlu, Şaban
1
Nonejad, Nima
1
Papantonis, Ioannis
1
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Economic modelling
Finance and stochastics
Journal of econometrics
189
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
70
Econometric reviews
57
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
55
Economics letters
51
International journal of forecasting
44
Econometric theory
43
Journal of time series econometrics
38
Computational economics
29
Finance research letters
23
The econometrics journal
20
Applied economics letters
18
Journal of empirical finance
16
Journal of financial econometrics
16
Journal of forecasting
14
Quantitative finance
14
The North American journal of economics and finance : a journal of financial economics studies
13
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
12
Journal of quantitative economics
12
Applied economics
11
Energy economics
10
European journal of operational research : EJOR
8
Journal of banking & finance
8
Decisions in economics and finance : DEF ; a journal of applied mathematics
7
Journal of economic dynamics & control
7
Journal of mathematical finance
7
Empirical economics : a quarterly journal of the Institute for Advanced Studies
6
International journal of computational economics and econometrics : IJCEE
6
International journal of economics and finance
6
Journal of financial econometrics : official journal of the Society for Financial Econometrics
6
Journal of international financial markets, institutions & money
6
Journal of risk
6
Research in international business and finance
6
Theoretical economics letters
6
Insurance / Mathematics & economics
5
The journal of risk model validation
5
International journal of financial engineering
4
International journal of production economics
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ECONIS (ZBW)
28
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1
Nonparametric estimation for i.i.d. paths of a martingale-driven model with application to non-autonomous financial models
Marie, Nicolas
- In:
Finance and stochastics
27
(
2023
)
1
,
pp. 97-126
Persistent link: https://www.econbiz.de/10013489500
Saved in:
2
Flexible inflation targeting and stock market volatility : evidence from emerging market economies
Dridi, Ichrak
;
Boughrara, Adel
- In:
Economic modelling
126
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014462464
Saved in:
3
Effects of external shocks on macroeconomic fluctuations in Pacific Alliance countries
Rodriguez, Gabriel
;
Vassallo, Renato
;
Castillo B., Paul
- In:
Economic modelling
124
(
2023
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014463282
Saved in:
4
Testing for integration and cointegration when time series are observed with noise
Gianfreda, Angelica
;
Maranzano, Paolo
;
Parisio, Lucia
; …
- In:
Economic modelling
125
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014463618
Saved in:
5
Bootstrap cointegration tests in ARDL models
Bertelli, Stefano
;
Vacca, Gianmarco
;
Zoia, Maria Grazia
- In:
Economic modelling
116
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014512301
Saved in:
6
Testing for no cointegration in vector autoregressions with estimated degree of fractional integration
Demetrescu, Matei
;
Kusin, Vladimir
;
Salish, Nazarii
- In:
Economic modelling
108
(
2022
),
pp. 1-32
Persistent link: https://www.econbiz.de/10013347934
Saved in:
7
Symbolic transfer entropy test for causality in longitudinal data
Camacho, Maximo
;
Romeu, Andres
;
Ruiz Marín, Manuel
- In:
Economic modelling
94
(
2021
),
pp. 649-661
Persistent link: https://www.econbiz.de/10012695248
Saved in:
8
Bayesian estimation for a semiparametric nonlinear volatility model
Hu, Shuowen
;
Poskitt, Donald Stephen
;
Zhang, Xibin
- In:
Economic modelling
98
(
2021
),
pp. 361-370
Persistent link: https://www.econbiz.de/10012793996
Saved in:
9
Realised volatility and parametric estimation of Heston SDEs
Azencott, Robert
;
Ren, Peng
;
Timofeyev, Ilya
- In:
Finance and stochastics
24
(
2020
)
3
,
pp. 723-755
Persistent link: https://www.econbiz.de/10012518091
Saved in:
10
On modeling heterogeneity in linear models using trend polynomials
Michaelides, Michael
;
Spanos, Aris
- In:
Economic modelling
85
(
2020
),
pp. 74-86
Persistent link: https://www.econbiz.de/10012210611
Saved in:
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