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subject:"Volatility"
type_genre:"Article in journal"
~isPartOf:"Finance research letters"
~subject:"Bayesian inference"
~subject:"Time series analysis"
~subject:"USA"
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Search: subject_exact:"Estimation theory"
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Volatility
Bayesian inference
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USA
Estimation theory
73
Schätztheorie
73
Estimation
19
Schätzung
19
Portfolio selection
18
Portfolio-Management
18
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17
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Ardia, David
2
De Luca, Giovanni
2
Rivieccio, Giorgia
2
Wu, Xinyu
2
Adesina, Tola
1
Arnerić, Josip
1
Beechey, Meredith Jane
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
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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
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1
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Finance research letters
Journal of econometrics
430
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
251
Econometric theory
177
Economics letters
176
Econometric reviews
108
International journal of forecasting
80
Journal of forecasting
68
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
66
Econometrics : open access journal
62
Journal of applied econometrics
62
Applied economics letters
61
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
58
The econometrics journal
55
Economic modelling
54
Journal of the American Statistical Association : JASA
54
The review of economics and statistics
54
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50
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
48
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43
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43
Journal of time series econometrics
40
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34
Oxford bulletin of economics and statistics
30
Journal of economic dynamics & control
28
Journal of banking & finance
27
American journal of agricultural economics
26
Quantitative economics : QE ; journal of the Econometric Society
24
Journal of risk and financial management : JRFM
23
The review of economic studies
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Journal of macroeconomics
22
European journal of operational research : EJOR
21
Journal of financial econometrics
20
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20
The journal of futures markets
20
Journal of financial and quantitative analysis : JFQA
17
The North American journal of economics and finance : a journal of financial economics studies
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Insurance / Mathematics & economics
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International economic review
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International journal of economics and financial issues : IJEFI
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ECONIS (ZBW)
27
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1
Avoiding jumps in the rotation matrix of time-varying factor models
Cheung, Ying Lun
- In:
Finance research letters
67
(
2024
)
2
,
pp. 1-8
Persistent link: https://www.econbiz.de/10015062392
Saved in:
2
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
Saved in:
3
A Bayesian estimation approach of random switching exponential smoothing with application to credit forecast
Wang, Renhe
;
Wang, Tong
;
Qian, Zhiyong
;
Hu, Shulan
- In:
Finance research letters
58
(
2023
)
3
,
pp. 1-9
Persistent link: https://www.econbiz.de/10014631562
Saved in:
4
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:
5
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:
6
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:
7
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:
8
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:
9
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:
10
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:
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