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subject:"Volatility"
type_genre:"Article in journal"
~isPartOf:"Asia-Pacific financial markets"
~isPartOf:"Journal of financial economics"
~isPartOf:"Journal of forecasting"
~subject:"Börsenkurs"
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Search: subject_exact:"Estimation theory"
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Volatility
Börsenkurs
Estimation theory
170
Schätztheorie
170
Forecasting model
77
Prognoseverfahren
77
Time series analysis
58
Zeitreihenanalyse
58
Theorie
57
Theory
57
Estimation
29
Schätzung
29
Regression analysis
23
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23
Volatilität
19
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Article in journal
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27
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English
27
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Taylor, James W.
2
Abraham, Bovas
1
Abramov, Vyacheslav M.
1
An, Yang
1
Atici, Kazim Baris
1
Bakshi, Gurdip S.
1
Balakrishna, N.
1
Ben-Zion, Uri
1
Biscay, R. J.
1
Blanco-Fernández, Ángela
1
Brandt, Michael W.
1
Chan, Ngai Hang
1
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1
Chinco, Alex
1
Cremers, Martijn
1
Dangl, Thomas
1
Enginar, Onur
1
Fei, Tianlun
1
Fischer, Henning
1
Fleckenstein, Matthias
1
Gandhi, Priyank
1
Gel, Yulia R.
1
Gray, Stephen
1
Halling, Michael
1
Hausman, Jerry A.
1
He, Mengxi
1
Hu, Yu-pin
1
Jacquier, Antoine
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Jeon, Jooyoung
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1
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1
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1
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1
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1
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1
Lo, Andrew W.
1
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Asia-Pacific financial markets
Journal of financial economics
Journal of forecasting
Journal of econometrics
130
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
50
Economics letters
29
Journal of empirical finance
28
Econometric reviews
22
Economic modelling
20
Journal of banking & finance
20
Journal of financial econometrics : official journal of the Society for Financial Econometrics
20
Quantitative finance
20
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
20
Econometric theory
17
Finance research letters
17
Journal of financial econometrics
15
International journal of forecasting
14
International journal of theoretical and applied finance
14
The North American journal of economics and finance : a journal of financial economics studies
14
International journal of economics and financial issues : IJEFI
13
Journal of risk and financial management : JRFM
13
The econometrics journal
12
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
10
Econometrics : open access journal
10
Journal of mathematical finance
10
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
9
International review of financial analysis
9
The journal of finance : the journal of the American Finance Association
9
Applied economics
8
Finance and stochastics
8
Journal of financial and quantitative analysis : JFQA
8
The European journal of finance
8
The review of financial studies
8
Applied financial economics
7
Computational economics
7
International journal of financial engineering
7
Journal of applied econometrics
7
Annals of finance
6
Decisions in economics and finance : DEF ; a journal of applied mathematics
6
European journal of operational research : EJOR
6
International Journal of Energy Economics and Policy : IJEEP
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ECONIS (ZBW)
27
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1
Dynamic forecasting for nonstationary high-frequency financial data with jumps based on series decomposition and reconstruction
Song, Yuping
;
Li, Zhenwei
;
Ma, Zhiren
;
Sun, Xiaoyu
- In:
Journal of forecasting
42
(
2023
)
5
,
pp. 1055-1068
Persistent link: https://www.econbiz.de/10014338810
Saved in:
2
Forecasting stock return volatility : realized volatility-type or duration-based estimators
Fei, Tianlun
;
Liu, Xiaoquan
;
Wen, Conghua
- In:
Journal of forecasting
42
(
2023
)
7
,
pp. 1594-1621
Persistent link: https://www.econbiz.de/10014432725
Saved in:
3
Forecasting Bitcoin volatility : a new insight from the threshold regression model
Zhang, Yaojie
;
He, Mengxi
;
Wen, Danyan
;
Wang, Yudong
- In:
Journal of forecasting
41
(
2022
)
3
,
pp. 633-652
Persistent link: https://www.econbiz.de/10013166172
Saved in:
4
Optimal forecast error as an unbiased estimator of abnormal return : a proposition
Enginar, Onur
;
Atici, Kazim Baris
- In:
Journal of forecasting
41
(
2022
)
1
,
pp. 158-166
Persistent link: https://www.econbiz.de/10012796281
Saved in:
5
Treasury yield implied volatility and real activity
Cremers, Martijn
;
Fleckenstein, Matthias
;
Gandhi, Priyank
- In:
Journal of financial economics
140
(
2021
)
2
,
pp. 412-435
Persistent link: https://www.econbiz.de/10012650450
Saved in:
6
Estimating the anomaly base rate
Chinco, Alex
;
Neuhierl, Andreas
;
Weber, Michael
- In:
Journal of financial economics
140
(
2021
)
1
,
pp. 101-126
Persistent link: https://www.econbiz.de/10013188625
Saved in:
7
Short‐term stock price prediction based on limit order book dynamics
An, Yang
;
Chan, Ngai Hang
- In:
Journal of forecasting
36
(
2017
)
5
,
pp. 541-556
Persistent link: https://www.econbiz.de/10011860685
Saved in:
8
Modeling and forecasting aggregate stock market volatility in unstable environments using mixture innovation regressions
Nonejad, Nima
- In:
Journal of forecasting
36
(
2017
)
6
,
pp. 718-740
Persistent link: https://www.econbiz.de/10011861413
Saved in:
9
Effects of jumps and small noise in high-frequency financial econometrics
Kunitomo, Naoto
;
Kurisu, Daisuke
- In:
Asia-Pacific financial markets
24
(
2017
)
1
,
pp. 39-73
Persistent link: https://www.econbiz.de/10011742284
Saved in:
10
Predicting stock return volatility : can we benefit from regression models for return intervals?
Fischer, Henning
;
Blanco-Fernández, Ángela
;
Winker, Peter
- In:
Journal of forecasting
35
(
2016
)
2
,
pp. 113-146
Persistent link: https://www.econbiz.de/10011580244
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