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subject:"Volatility"
type_genre:"Article in journal"
~accessRights:"restricted"
~isPartOf:"International journal of computational economics and econometrics : IJCEE"
~isPartOf:"Journal of quantitative economics"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Estimation theory"
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Volatility
Estimation theory
56
Schätztheorie
56
Estimation
13
Regression analysis
13
Regressionsanalyse
13
Schätzung
12
Time series analysis
11
Zeitreihenanalyse
11
Bayes-Statistik
8
Bayesian inference
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7
Prognoseverfahren
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Volatilität
7
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IV-Schätzung
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Kayal, Parthajit
2
Maheswaran, S.
2
Chakravarty, Ranjan R.
1
Dutta, Sumanjay
1
Eratalay, M. Hakan
1
Khandelwal, Vipul
1
Kumar, Dilip
1
Lapitskaya, Darya
1
Nigam, Rakesh
1
Nõu, Anders
1
Ouamaliche, Soufiane
1
Pani, Sudhanshu
1
Sayah, Awatef
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1
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International journal of computational economics and econometrics : IJCEE
Journal of quantitative economics
Journal of econometrics
74
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
21
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
17
International journal of forecasting
13
Econometric reviews
12
Finance research letters
12
Economics letters
11
Journal of financial econometrics
11
Quantitative finance
11
Journal of empirical finance
10
Economic modelling
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The North American journal of economics and finance : a journal of financial economics studies
9
Econometric theory
7
Computational economics
6
Journal of banking & finance
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Decisions in economics and finance : DEF ; a journal of applied mathematics
5
Journal of forecasting
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Journal of mathematical finance
5
Journal of risk
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Energy economics
4
Finance and stochastics
4
International journal of financial engineering
4
Journal of financial econometrics : official journal of the Society for Financial Econometrics
4
The econometrics journal
4
The journal of risk model validation
4
Theoretical economics letters
4
Applied economics
3
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
3
European journal of operational research : EJOR
3
IIMB management review
3
International journal of theoretical and applied finance
3
Journal of time series econometrics
3
Afro-Asian Journal of Finance and Accounting : AAJFA
2
Agricultural economics : the journal of the International Association of Agricultural Economists
2
Annals of finance
2
Economic research
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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ECONIS (ZBW)
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1
Predicting stock return and volatility with machine learning and econometric models : a comparative case study of the Baltic stock market
Nõu, Anders
;
Lapitskaya, Darya
;
Eratalay, M. Hakan
; …
- In:
International journal of computational economics and …
13
(
2023
)
4
,
pp. 446-489
Persistent link: https://www.econbiz.de/10014439728
Saved in:
2
A data paradigm to operationalise expanded filtration : realized volatilities and kernels from non-synchronous NASDAQ quotes and trades
Chakravarty, Ranjan R.
;
Pani, Sudhanshu
- In:
Journal of quantitative economics
19
(
2021
)
4
,
pp. 617-652
Persistent link: https://www.econbiz.de/10012663902
Saved in:
3
Information theoretic ranking of extreme value returns
Kayal, Parthajit
;
Dutta, Sumanjay
;
Khandelwal, Vipul
; …
- In:
Journal of quantitative economics
19
(
2021
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10012489842
Saved in:
4
A non-parametric estimator for stochastic volatility density
Ouamaliche, Soufiane
;
Sayah, Awatef
- In:
International journal of computational economics and …
11
(
2021
)
4
,
pp. 349-367
Persistent link: https://www.econbiz.de/10012655445
Saved in:
5
Robust volatility estimation with and without the drift parameter
Shaik, Muneer
;
Maheswaran, S.
- In:
Journal of quantitative economics
17
(
2019
)
1
,
pp. 57-91
Persistent link: https://www.econbiz.de/10012418637
Saved in:
6
Modeling and forecasting unbiased extreme value volatility estimator in presence of leverage effect
Kumar, Dilip
- In:
Journal of quantitative economics
16
(
2018
)
2
,
pp. 313-335
Persistent link: https://www.econbiz.de/10012418486
Saved in:
7
Is USD-INR really an excessively volatile currency pair?
Kayal, Parthajit
;
Maheswaran, S.
- In:
Journal of quantitative economics
15
(
2017
)
2
,
pp. 329-342
Persistent link: https://www.econbiz.de/10012418291
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