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subject:"Volatility"
~isPartOf:"Journal of banking & finance"
~subject:"Estimation"
~subject:"Germany"
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Volatility
Estimation
Germany
Estimation theory
75
Schätztheorie
75
Schätzung
27
Portfolio selection
18
Portfolio-Management
18
Theorie
14
Theory
14
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13
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Füss, Roland
2
Adams, Zeno
1
Alexakis, Panayotis
1
Alexander, Carol
1
Apergēs, Nikolaos
1
Aslanidis, Nektarios
1
Baik, Hyeoncheol
1
Bekiros, Stelios D.
1
Brailsford, Timothy J.
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Bregantini, Daniele
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Cai, Zongwu
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1
Faff, Robert W.
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Journal of banking & finance
Journal of econometrics
288
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
155
Economics letters
127
Econometric reviews
70
Discussion paper series / IZA
62
Applied economics letters
59
Economic modelling
59
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
59
Discussion paper / Tinbergen Institute
54
NBER Working Paper
54
CEMMAP working papers / Centre for Microdata Methods and Practice
49
NBER working paper series
49
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
44
Journal of applied econometrics
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Working paper / Department of Econometrics and Business Statistics, Monash University
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37
The econometrics journal
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IZA Discussion Paper
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International journal of forecasting
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CESifo working papers
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CREATES research paper
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Journal of the American Statistical Association : JASA
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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Journal of forecasting
25
Computational economics
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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SFB 649 discussion paper
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The review of economics and statistics
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International journal of economics and financial issues : IJEFI
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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
22
European journal of operational research : EJOR
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ECONIS (ZBW)
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1
Weighted least squares realized covariation estimation
Li, Yifan
;
Nolte, Ingmar
;
Vasios, Michalis
;
Voev, Valeri
; …
- In:
Journal of banking & finance
137
(
2022
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013460187
Saved in:
2
A bank's optimal capital ratio : a time-varying parameter model to the partial adjustment framework
Baik, Hyeoncheol
;
Han, Sumin
;
Joo, Sunghoon
;
Lee, Kangbok
- In:
Journal of banking & finance
142
(
2022
),
pp. 1-25
Persistent link: https://www.econbiz.de/10013473072
Saved in:
3
A non-elliptical orthogonal GARCH model for portfolio selection under transaction costs
Paolella, Marc S.
;
Polak, Pawel
;
Walker, Patrick S.
- In:
Journal of banking & finance
125
(
2021
),
pp. 1-20
Persistent link: https://www.econbiz.de/10012819586
Saved in:
4
Estimating the probability of informed trading : A Bayesian approach
Griffin, Jim
;
Oberoi, Jaideep
;
Oduro, Samuel D.
- In:
Journal of banking & finance
125
(
2021
),
pp. 1-22
Persistent link: https://www.econbiz.de/10012819606
Saved in:
5
Local logit regression for loan recovery rate
Sopitpongstorn, Nithi
;
Silvapulle, Paramsothy
;
Gao, Jiti
; …
- In:
Journal of banking & finance
126
(
2021
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012820172
Saved in:
6
Portfolio selection with parsimonious higher comoments estimation
Lassance, Nathan
;
Vrins, Frédéric
- In:
Journal of banking & finance
126
(
2021
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012820331
Saved in:
7
A practical guide to harnessing the HAR volatility model
Clements, Adam
;
Preve, Daniel P. A.
- In:
Journal of banking & finance
133
(
2021
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013256626
Saved in:
8
Modeling persistent interest rates with double-autoregressive processes
Hansen, Anne Lundgaard
- In:
Journal of banking & finance
133
(
2021
),
pp. 1-14
Persistent link: https://www.econbiz.de/10013257376
Saved in:
9
Affine multivariate GARCH models
Escobar, Marcos
;
Rastegari, Javad
;
Stentoft, Lars
- In:
Journal of banking & finance
118
(
2020
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012521059
Saved in:
10
Least impulse response estimator for stress test exercises
Gouriéroux, Christian
;
Lu, Yang
- In:
Journal of banking & finance
103
(
2019
),
pp. 62-77
Persistent link: https://www.econbiz.de/10012163773
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