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subject:"Volatility"
type_genre:"Article in journal"
~isPartOf:"Annals of financial economics"
~subject:"ARCH-Modell"
~type_genre:"Bibliografie enthalten"
~type_genre:"Thesis"
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Search: subject_exact:"Estimation theory"
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Volatility
ARCH-Modell
Estimation theory
16
Schätztheorie
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ARCH model
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Estimation
4
Maximum likelihood estimation
4
Maximum-Likelihood-Schätzung
4
Time series analysis
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maximum likelihood estimation
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Autoregressive conditional duration (ACD) model
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Bitcoin
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Allen, David E.
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Guzman, Rodolfo Angelo Magtanggol III de
1
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Annals of financial economics
Journal of econometrics
141
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
57
Econometric theory
48
Economics letters
38
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31
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29
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
24
Journal of financial econometrics : official journal of the Society for Financial Econometrics
23
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20
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19
International journal of forecasting
18
Finance research letters
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International journal of economics and financial issues : IJEFI
13
International journal of theoretical and applied finance
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Journal of risk
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Journal of risk and financial management : JRFM
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The North American journal of economics and finance : a journal of financial economics studies
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Applied 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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Econometrics : open access journal
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Journal of mathematical finance
11
Journal of time series econometrics
11
Applied economics letters
10
Finance and stochastics
8
The European journal of finance
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International Journal of Energy Economics and Policy : IJEEP
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Journal of economic dynamics & control
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Applied financial economics
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Decisions in economics and finance : DEF ; a journal of applied mathematics
6
Empirical economics : a quarterly journal of the Institute for Advanced Studies
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International journal of financial engineering
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The journal of risk model validation
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Asia-Pacific financial markets
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CBN journal of applied statistics
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1
Empirical analysis of bitcoin prices using threshold time series models
Guzman, Rodolfo Angelo Magtanggol III de
;
So, Mike Ka-pui
- In:
Annals of financial economics
13
(
2018
)
4
,
pp. 1-24
Persistent link: https://www.econbiz.de/10011984103
Saved in:
2
Goodness-of-fit test for nonlinear time series models
Han, Ngai Sze
;
Ling, Shiqing
- In:
Annals of financial economics
12
(
2017
)
2
,
pp. 1-21
Persistent link: https://www.econbiz.de/10011716102
Saved in:
3
QMLE of a standard exponential ACD model : asymptotic distribution and residual correlation
Sin, Chor-yiu
- In:
Annals of financial economics
9
(
2014
)
2
,
pp. 1-10
Persistent link: https://www.econbiz.de/10010489087
Saved in:
4
Fast methods for large-scale non-elliptical portfolio optimization
Paolella, Marc S.
- In:
Annals of financial economics
9
(
2014
)
2
,
pp. 1-32
Persistent link: https://www.econbiz.de/10010489123
Saved in:
5
Yet another ACD model : the autoregressive conditional directional duration (ACDD) model
Jeyasreedharan, Nagaratnam
;
Allen, David E.
;
Yang, Wenling
- In:
Annals of financial economics
9
(
2014
)
1
,
pp. 1-20
Persistent link: https://www.econbiz.de/10010489145
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