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subject:"Wahrscheinlichkeitsrechnung"
~accessRights:"restricted"
~isPartOf:"Journal of mathematical finance"
~subject:"Probability theory"
~subject:"Schätzung"
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Wahrscheinlichkeitsrechnung
Probability theory
Schätzung
Estimation theory
16
Schätztheorie
16
ARCH model
7
ARCH-Modell
7
Statistical distribution
7
Statistische Verteilung
7
Estimation
6
Time series analysis
5
Volatility
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Volatilität
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Zeitreihenanalyse
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GARCH
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Risikomaß
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Risk measure
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Autocorrelation Function
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Capital income
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Change-Point
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Density Estimation
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Forecasting model
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Kapitaleinkommen
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Manhattan Distance
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Nichtparametrisches Verfahren
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Nonparametric statistics
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Prognoseverfahren
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Value-at-Risk
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ARCH
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Asymptotic Minimaxity
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BCa Confidence Intervals
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Backtesting
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Bayes-Statistik
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Bayesian Method
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Bitcoin
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Börsenkurs
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Adewuyi, Adejumo Wahab
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Ensor, Katherine Bennett
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Esen, Halil Erturk
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Ginley, Matthew
1
Gumbo, Victor
1
Mundia, Simon
1
Ngunyi, Anthony
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Omari, Cyprian Ondieki
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Scott, David W.
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Journal of mathematical finance
Journal of econometrics
158
Economics letters
72
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
71
Econometric reviews
42
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
33
Economic modelling
32
Discussion papers / CEPR
26
Applied economics letters
23
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
23
International journal of forecasting
22
Empirical economics : a quarterly journal of the Institute for Advanced Studies
18
Finance research letters
17
European journal of operational research : EJOR
16
Applied economics
15
Computational economics
15
Discussion paper / Centre for Economic Policy Research
15
Journal of financial econometrics
15
The econometrics journal
15
Insurance / Mathematics & economics
12
Journal of banking & finance
12
Quantitative finance
12
The North American journal of economics and finance : a journal of financial economics studies
12
Econometric theory
11
Energy economics
11
Journal of economic dynamics & control
11
Journal of empirical finance
11
Journal of quantitative economics
11
Journal of risk
11
IEA CO2 Emissions from Fuel Combustion Statistics: Greenhouse Gas Emissions from Energy
10
Journal of applied econometrics
9
SpringerLink / Bücher
8
Journal of econometric methods
7
Journal of financial econometrics : official journal of the Society for Financial Econometrics
7
Journal of forecasting
7
Letters in spatial and resource sciences : LSRS
7
Theoretical economics letters
7
Robustness in econometrics
6
Working paper / National Bureau of Economic Research, Inc.
6
International journal of economics and finance
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ECONIS (ZBW)
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1
Modelling volatility dynamics of cryptocurrencies using GARCH models
Ngunyi, Anthony
;
Mundia, Simon
;
Omari, Cyprian Ondieki
- In:
Journal of mathematical finance
9
(
2019
)
4
,
pp. 591-615
Persistent link: https://www.econbiz.de/10012433128
Saved in:
2
Multivariate stochastic volatility estimation with sparse grid integration
Esen, Halil Erturk
- In:
Journal of mathematical finance
6
(
2016
)
1
,
pp. 68-81
Persistent link: https://www.econbiz.de/10011543122
Saved in:
3
An econometric approach to incorporating non-normality in VaR measurement
Gumbo, Victor
;
Siziba, Simiso
- In:
Journal of mathematical finance
6
(
2016
)
1
,
pp. 82-98
Persistent link: https://www.econbiz.de/10011543127
Saved in:
4
Modelling stock prices with Exponential Weighted Moving Average (EWMA)
Adewuyi, Adejumo Wahab
- In:
Journal of mathematical finance
6
(
2016
)
1
,
pp. 99-104
Persistent link: https://www.econbiz.de/10011543134
Saved in:
5
The pricing of credit derivatives and estimation of default probability
Zhou, Hanghang
;
Zhao, Dianli
- In:
Journal of mathematical finance
5
(
2015
)
3
,
pp. 243-248
Persistent link: https://www.econbiz.de/10011438503
Saved in:
6
Simulation of leveraged ETF volatility using nonparametric density estimation
Ginley, Matthew
;
Scott, David W.
;
Ensor, Katherine Bennett
- In:
Journal of mathematical finance
5
(
2015
)
5
,
pp. 457-479
Persistent link: https://www.econbiz.de/10011440276
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