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subject:"Volatility"
type_genre:"Article in journal"
~isPartOf:"Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics"
~isPartOf:"Finance research letters"
~subject:"Bootstrap-Verfahren"
~subject:"Zeitreihenanalyse"
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Search: subject_exact:"Estimation theory"
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Volatility
Bootstrap-Verfahren
Zeitreihenanalyse
Estimation theory
374
Schätztheorie
374
Theorie
241
Theory
241
Time series analysis
50
Statistical theory
46
Statistische Methodenlehre
46
Nichtparametrisches Verfahren
37
Nonparametric statistics
37
Estimation
34
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Probability theory
21
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Article in journal
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73
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English
73
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Nelson, Daniel B.
4
Phillips, Peter C. B.
4
Andrews, Donald W. K.
3
Tauchen, George Eugene
3
Abadir, Karim Maher
2
Chen, Xiaohong
2
De Luca, Giovanni
2
Foster, Dean P.
2
Hadri, Kaddour
2
Li, Jia
2
Rivieccio, Giorgia
2
Sims, Christopher A.
2
Stock, James H.
2
Tzavalis, Elias
2
Uhlig, Harald
2
Watson, Mark W.
2
White, Halbert
2
Wu, Xinyu
2
Abrevaya, Jason
1
Adesina, Tola
1
Alvarez, Javier
1
Ardia, David
1
Arellano, Manuel
1
Arnerić, Josip
1
Bai, Jushan
1
Beechey, Meredith Jane
1
Bierens, Herman J.
1
Bluteau, Keven
1
Bohn Nielsen, Heino
1
Bonaparte, Yosef
1
Boynton, Wentworth
1
Bufalo, Michele
1
Cavaliere, Giuseppe
1
Chatrath, Arjun
1
Chen, Fang
1
Chernozhukov, Victor
1
Christie-David, Rohan
1
Cooley, Thomas F.
1
DeJong, David Neil
1
Doornik, Jurgen A.
1
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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
Finance research letters
Journal of econometrics
420
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
180
Econometric theory
177
Economics letters
164
Econometric reviews
113
International journal of forecasting
70
Journal of forecasting
62
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
57
Applied economics letters
56
Econometrics : open access journal
56
The econometrics journal
55
Economic modelling
48
Journal of the American Statistical Association : JASA
45
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
43
Computational economics
40
Journal of time series econometrics
40
Applied economics
39
Journal of empirical finance
38
Journal of applied econometrics
36
Journal of financial econometrics : official journal of the Society for Financial Econometrics
30
Journal of banking & finance
25
Oxford bulletin of economics and statistics
24
Journal of risk and financial management : JRFM
22
Journal of financial econometrics
19
Quantitative economics : QE ; journal of the Econometric Society
19
The review of economics and statistics
18
European journal of operational research : EJOR
17
Quantitative finance
17
International journal of economics and financial issues : IJEFI
16
Journal of macroeconomics
16
The North American journal of economics and finance : a journal of financial economics studies
16
Journal of economic dynamics & control
15
International journal of theoretical and applied finance
14
Journal of quantitative economics
14
Insurance / Mathematics & economics
13
The review of economic studies
13
Empirical economics : a quarterly journal of the Institute for Advanced Studies
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ECONIS (ZBW)
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1
LIBOR meets machine learning : A Lasso regression approach to detecting data irregularities
Pontines, Victor
;
Rummel, Ole
- In:
Finance research letters
55
(
2023
)
1
,
pp. 1-5
Persistent link: https://www.econbiz.de/10014473047
Saved in:
2
Estimating the US trend short-term interest rate
Beechey, Meredith Jane
;
Österholm, Pär
;
Poon, Aubrey
- In:
Finance research letters
55
(
2023
)
1
,
pp. 1-8
Persistent link: https://www.econbiz.de/10014473294
Saved in:
3
Recurrent neural network based parameter estimation of Hawkes model on high-frequency financial data
Lee, Kyungsub
- In:
Finance research letters
55
(
2023
)
1
,
pp. 1-6
Persistent link: https://www.econbiz.de/10014473319
Saved in:
4
An improved FIGARCH model with the fractional differencing operator (1-νL>)d
Pan, Qunxing
;
Li, Peng
;
Du, Xiuli
- In:
Finance research letters
55
(
2023
)
2
,
pp. 1-13
Persistent link: https://www.econbiz.de/10014473485
Saved in:
5
Do extreme range estimators improve realized volatility forecasts? : evidence from G7 Stock Markets
Korkusuz, Burak
;
Kambouroudis, Dimos
;
McMillan, David G.
- In:
Finance research letters
55
(
2023
)
2
,
pp. 1-7
Persistent link: https://www.econbiz.de/10014473523
Saved in:
6
The Chinese oil futures volatility : evidence from high-low estimator information
Huang, Xiaozhou
;
Wang, Yubao
;
Song, Juan
- In:
Finance research letters
56
(
2023
),
pp. 1-4
Persistent link: https://www.econbiz.de/10014473684
Saved in:
7
Challenging golden standards in EWMA smoothing parameter calibration based on realized covariance measures
Hartkopf, Jan Patrick
;
Reh, Laura
- In:
Finance research letters
56
(
2023
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014473708
Saved in:
8
Correlation impulse response functions
Hafner, Christian M.
;
Herwartz, Helmut
- In:
Finance research letters
57
(
2023
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014513333
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9
S&P volatility, VIX, and asymptotic volatility estimates
Bonaparte, Yosef
;
Chatrath, Arjun
;
Christie-David, Rohan
- In:
Finance research letters
51
(
2023
),
pp. 1-5
Persistent link: https://www.econbiz.de/10014286751
Saved in:
10
A discussion on the robustness of conditional heteroskedasticity models : simulation evidence and applications of the crude oil returns
Shi, Yanlin
- In:
Finance research letters
44
(
2022
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014494772
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