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subject:"Volatility"
type_genre:"Article in journal"
~isPartOf:"Journal of empirical finance"
~subject:"Bayesian inference"
~type_genre:"Government document"
~type_genre:"Non-commercial literature"
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Search: subject_exact:"Estimation theory"
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Volatility
Bayesian inference
Estimation theory
74
Schätztheorie
74
Time series analysis
23
Zeitreihenanalyse
23
Estimation
21
Schätzung
21
Volatilität
20
Capital income
18
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Abergel, Frédéric
1
Amado, Cristina
1
Asai, Manabu
1
Bauwens, Luc
1
Cheng, Wan-hsiu
1
Chourdakis, Kyriakos
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Creel, Michael D.
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Journal of empirical finance
Journal of econometrics
163
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
63
Economics letters
38
Discussion paper / Tinbergen Institute
33
Econometric reviews
30
Economic modelling
28
International journal of forecasting
25
Working paper / Department of Econometrics and Business Statistics, Monash University
25
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
21
Journal of financial econometrics : official journal of the Society for Financial Econometrics
19
Econometric theory
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The econometrics journal
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CREATES research paper
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Econometrics : open access journal
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Journal of the American Statistical Association : JASA
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Finance research letters
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Journal of banking & finance
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Journal of forecasting
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European journal of operational research : EJOR
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Journal of applied econometrics
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Journal of financial econometrics
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Computational economics
13
International journal of theoretical and applied finance
13
Working paper
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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
12
Journal of economic dynamics & control
12
Journal of risk and financial management : JRFM
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Quantitative economics : QE ; journal of the Econometric Society
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The North American journal of economics and finance : a journal of financial economics studies
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Working papers
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
11
Journal of quantitative economics
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SFB 649 discussion paper
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Applied economics
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CEMMAP working papers / Centre for Microdata Methods and Practice
10
Discussion papers / CEPR
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
10
Applied economics letters
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1
Uncertainty in the Black-Litterman model : empirical estimation of the equilibrium
Fuhrer, Adrian
;
Hock, Thorsten
- In:
Journal of empirical finance
72
(
2023
),
pp. 251-275
Persistent link: https://www.econbiz.de/10014476878
Saved in:
2
Estimating and testing skewness in a stochastic volatility model
Lee, Cheol Woo
;
Kang, Kyu Ho
- In:
Journal of empirical finance
72
(
2023
),
pp. 445-467
Persistent link: https://www.econbiz.de/10014476881
Saved in:
3
Estimation with mixed data frequencies : a bias-correction approach
Ghosh, Anisha
;
Linton, Oliver
- In:
Journal of empirical finance
74
(
2023
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014477062
Saved in:
4
Bond and option prices with permanent shocks
Zoubi, Haitham al-
- In:
Journal of empirical finance
53
(
2019
),
pp. 272-290
Persistent link: https://www.econbiz.de/10012171645
Saved in:
5
Dynamic cross-autocorrelation in stock returns
Kinnunen, Jyri
- In:
Journal of empirical finance
40
(
2017
),
pp. 162-173
Persistent link: https://www.econbiz.de/10011744473
Saved in:
6
Marked Hawkes process modeling of price dynamics and volatility estimation
Lee, Kyungsub
;
Seo, Byoung Ki
- In:
Journal of empirical finance
40
(
2017
),
pp. 174-200
Persistent link: https://www.econbiz.de/10011745018
Saved in:
7
Nonparametric estimates of pricing functionals
Marinelli, Carlo
;
D'Addona, Stefano
- In:
Journal of empirical finance
44
(
2017
),
pp. 19-35
Persistent link: https://www.econbiz.de/10011817977
Saved in:
8
The dynamics of squared returns under contemporaneous aggregation of GARCH models
Jondeau, Eric
- In:
Journal of empirical finance
32
(
2015
),
pp. 80-93
Persistent link: https://www.econbiz.de/10011556785
Saved in:
9
Power transformations of absolute returns and long memory estimation
Dalla, Violetta
- In:
Journal of empirical finance
33
(
2015
),
pp. 1-18
Persistent link: https://www.econbiz.de/10011556833
Saved in:
10
Two-step estimation of the volatility functions in diffusion models with empirical applications
Ye, Xu-Guo
;
Lin, Jin-Guan
;
Zhao, Yan-Yong
;
Hao, Hong-Xia
- In:
Journal of empirical finance
33
(
2015
),
pp. 135-159
Persistent link: https://www.econbiz.de/10011556861
Saved in:
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