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subject:"Volatility"
type_genre:"Article in journal"
~isPartOf:"Finance research letters"
~subject:"Bayesian inference"
~subject:"Kapitaleinkommen"
~type_genre:"Government document"
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Search: subject_exact:"Estimation theory"
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Volatility
Bayesian inference
Kapitaleinkommen
Estimation theory
62
Schätztheorie
62
Estimation
18
Schätzung
18
Portfolio selection
15
Portfolio-Management
15
Capital income
14
ARCH model
12
ARCH-Modell
12
Volatilität
12
Time series analysis
11
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Article in journal
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23
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Ardia, David
2
Wu, Xinyu
2
Adesina, Tola
1
Arnerić, Josip
1
Auer, Benjamin R.
1
Beechey, Meredith Jane
1
Bluteau, Keven
1
Bonaparte, Yosef
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
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1
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1
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1
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1
Kim, Jae H.
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
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1
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Finance research letters
Journal of econometrics
183
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
77
Economics letters
47
Journal of empirical finance
36
Econometric reviews
31
Economic modelling
29
International journal of forecasting
25
Journal of financial econometrics : official journal of the Society for Financial Econometrics
25
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
25
Econometrics : open access journal
20
Journal of banking & finance
20
Journal of forecasting
20
The econometrics journal
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Econometric theory
19
Quantitative finance
19
Computational economics
17
Journal of financial econometrics
17
Journal of risk and financial management : JRFM
17
Journal of the American Statistical Association : JASA
17
European journal of operational research : EJOR
16
Journal of economic dynamics & control
16
International journal of theoretical and applied finance
15
Journal of applied econometrics
15
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
14
The North American journal of economics and finance : a journal of financial economics studies
13
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
12
Insurance / Mathematics & economics
12
Journal of financial economics
12
Journal of mathematical finance
12
Quantitative economics : QE ; journal of the Econometric Society
12
The European journal of finance
12
Applied economics
11
Applied economics letters
11
International journal of economics and financial issues : IJEFI
11
Journal of quantitative economics
11
The review of financial studies
10
Journal of financial and quantitative analysis : JFQA
9
Journal of risk
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Finance and stochastics
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ECONIS (ZBW)
23
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1
Predicting stock market returns with average correlation and average variance : decomposition approach
Oh, Jong-Min
- In:
Finance research letters
63
(
2024
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014531460
Saved in:
2
Non-linear shrinkage of the price return covariance matrix is far from optimal for portfolio optimization
Bongiorno, Christian
;
Challet, Damien
- In:
Finance research letters
52
(
2023
),
pp. 1-5
Persistent link: https://www.econbiz.de/10014472232
Saved in:
3
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:
4
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:
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
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:
8
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
Saved in:
9
A realized EGARCH-MIDAS model with higher moments
Wu, Xinyu
;
Xie, Haibin
- In:
Finance research letters
38
(
2021
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012485028
Saved in:
10
A bootstrap test for predictability of asset returns
Kim, Jae H.
;
Shamsuddin, Abul
- In:
Finance research letters
35
(
2020
),
pp. 1-7
Persistent link: https://www.econbiz.de/10012438374
Saved in:
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