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subject:"Volatility"
type_genre:"Article in journal"
~isPartOf:"Computational economics"
~subject:"Bayesian inference"
~subject:"Estimation"
~subject:"Statistical distribution"
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Search: subject_exact:"Estimation theory"
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Volatility
Bayesian inference
Estimation
Statistical distribution
Estimation theory
107
Schätztheorie
107
Time series analysis
31
Zeitreihenanalyse
31
Monte Carlo simulation
21
Monte-Carlo-Simulation
21
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Boubaker, Heni
3
Lux, Thomas
2
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1
Akira Toda, Alexis
1
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1
Alvarez, Susana
1
Baixauli, J. Samuel
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Ceffer, A.
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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
Emirmahmutoglu, Furkan
1
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1
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1
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1
Hall, Stephen G.
1
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1
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Computational economics
Journal of econometrics
367
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
180
Economics letters
150
Econometric reviews
90
Economic modelling
68
Applied economics letters
64
Econometric theory
61
Insurance / Mathematics & economics
59
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
58
Journal of the American Statistical Association : JASA
52
The econometrics journal
52
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
50
Journal of applied econometrics
49
Applied economics
48
International journal of forecasting
47
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42
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Journal of banking & finance
40
Journal of empirical finance
38
European journal of operational research : EJOR
37
Journal of forecasting
34
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
31
Statistics in transition : an international journal of the Polish Statistical Association
30
Empirical economics : a quarterly journal of the Institute for Advanced Studies
29
Journal of financial econometrics
29
Journal of financial econometrics : official journal of the Society for Financial Econometrics
29
Journal of risk and financial management : JRFM
28
Finance research letters
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Quantitative finance
25
Journal of economic dynamics & control
24
International journal of economics and financial issues : IJEFI
23
The review of economics and statistics
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Energy economics
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Journal of quantitative economics
20
Journal of risk
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Risks : open access journal
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The North American journal of economics and finance : a journal of financial economics studies
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Journal of productivity analysis
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Oxford bulletin of economics and statistics
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1
Spatio-temporal instrumental variables regression with missing data : a Bayesian approach
Nascimento, Marcus L.
;
Gonçalves, Kelly C. M.
; …
- In:
Computational economics
62
(
2023
)
1
,
pp. 29-47
Persistent link: https://www.econbiz.de/10014327216
Saved in:
2
Bayesian estimation of economic simulation models using neural networks
Platt, Donovan
- In:
Computational economics
59
(
2022
)
2
,
pp. 599-650
Persistent link: https://www.econbiz.de/10013169024
Saved in:
3
Bayesian estimation of agent-based models via adaptive particle Markov chain Monte Carlo
Lux, Thomas
- In:
Computational economics
60
(
2022
)
2
,
pp. 451-477
Persistent link: https://www.econbiz.de/10013380785
Saved in:
4
Inferring causal interactions in financial markets using conditional Granger causality based on quantile regression
Cheng, Hong
;
Wang, Yunqing
;
Wang, Yihong
;
Yang, Tinggan
- In:
Computational economics
59
(
2022
)
2
,
pp. 719-748
Persistent link: https://www.econbiz.de/10013169042
Saved in:
5
Best subset selection for double-threshold-variable autoregressive moving-average models : the Bayesian approach
Zheng, Xiaobing
;
Liang, Kun
;
Xia, Qiang
;
Zhang, Dabin
- In:
Computational economics
59
(
2022
)
3
,
pp. 1175-1201
Persistent link: https://www.econbiz.de/10013169238
Saved in:
6
Portfolio selection using multivariate semiparametric estimators and a copula PCA-based approach
Kouaissah, Noureddine
;
Ortobelli Lozza, Sergio
; …
- In:
Computational economics
60
(
2022
)
3
,
pp. 833-859
Persistent link: https://www.econbiz.de/10013380843
Saved in:
7
A statistical analysis of global economies using time varying copulas
Afuecheta, Emmanuel
;
Nadarajah, Saralees
;
Chan, Stephen
- In:
Computational economics
58
(
2021
)
4
,
pp. 1167-1194
Persistent link: https://www.econbiz.de/10012697904
Saved in:
8
Data-based automatic discretization of nonparametric distributions
Akira Toda, Alexis
- In:
Computational economics
57
(
2021
)
4
,
pp. 1217-1235
Persistent link: https://www.econbiz.de/10012543278
Saved in:
9
Option pricing model biases : Bayesian and Markov Chain Monte Carlo regression analysis
Mozumder, Sharif
;
Choudhry, Taufiq
;
Dempsey, Michael
- In:
Computational economics
57
(
2021
)
4
,
pp. 1287-1305
Persistent link: https://www.econbiz.de/10012543312
Saved in:
10
Bayesian estimation for high-frequency volatility models in a time deformed framework
Santos, Antonio A. F.
- In:
Computational economics
57
(
2021
)
2
,
pp. 455-479
Persistent link: https://www.econbiz.de/10012486920
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