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subject:"Volatility"
type_genre:"Article in journal"
~isPartOf:"Asia-Pacific financial markets"
~isPartOf:"Journal of forecasting"
~isPartOf:"The European journal of finance"
~subject:"Börsenkurs"
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Search: subject_exact:"Estimation theory"
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Volatility
Börsenkurs
Estimation theory
165
Schätztheorie
165
Forecasting model
74
Prognoseverfahren
74
Time series analysis
60
Zeitreihenanalyse
60
Theorie
54
Theory
54
Estimation
28
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Volatilität
20
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Article in journal
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English
25
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Taylor, James W.
2
Aas, Kjersti
1
Abraham, Bovas
1
Abramov, Vyacheslav M.
1
An, Yang
1
Ataullah, Ali
1
Atici, Kazim Baris
1
Balakrishna, N.
1
Ben-Zion, Uri
1
Bhar, Ramaprasad
1
Biscay, R. J.
1
Blanco-Fernández, Ángela
1
Bonato, M.
1
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1
Chan, Ngai Hang
1
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1
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1
Cummins, Mark
1
Elliott, Robert J.
1
Enginar, Onur
1
Fei, Tianlun
1
Fischer, Henning
1
Gel, Yulia R.
1
He, Mengxi
1
Hu, Yu-pin
1
Jacquier, Antoine
1
Jeon, Jooyoung
1
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Ke, Tsung-han
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1
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1
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1
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Asia-Pacific financial markets
Journal of forecasting
The European journal of finance
Journal of econometrics
130
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
49
Economics letters
29
Journal of empirical finance
27
Econometric reviews
22
Economic modelling
20
Journal of banking & finance
20
Journal of financial econometrics : official journal of the Society for Financial Econometrics
20
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
20
Quantitative finance
18
Econometric theory
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Finance research letters
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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
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The econometrics journal
11
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
10
Journal of mathematical finance
10
Econometrics : open access journal
9
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
9
International review of financial analysis
9
Journal of financial economics
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 review of financial studies
8
Applied financial economics
7
Computational economics
7
International journal of financial engineering
7
Journal of applied econometrics
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Annals of finance
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Decisions in economics and finance : DEF ; a journal of applied mathematics
6
European journal of operational research : EJOR
6
International journal of economics and finance
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ECONIS (ZBW)
25
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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
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:
4
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:
5
Bitcoin option pricing with a SETAR-GARCH model
Siu, Tak Kuen
;
Elliott, Robert J.
- In:
The European journal of finance
27
(
2021
)
6
,
pp. 564-595
Persistent link: https://www.econbiz.de/10012484403
Saved in:
6
Forecasting implied volatility in foreign exchange markets : a functional time series approach
Kearney, Fearghal
;
Cummins, Mark
;
Murphy, Finbarr
- In:
The European journal of finance
24
(
2018
)
1/3
,
pp. 1-18
Persistent link: https://www.econbiz.de/10012244257
Saved in:
7
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:
8
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:
9
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:
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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