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~isPartOf:"Decisions in economics and finance : DEF ; a journal of applied mathematics"
~subject:"Schätztheorie"
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Schätztheorie
Time series analysis
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Albano, Giuseppina
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Cacace, Filippo
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Germani, Alfredo
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Jacod, Jean
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Marmi, Stefano
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Decisions in economics and finance : DEF ; a journal of applied mathematics
Journal of econometrics
158
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
58
Econometric reviews
54
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
50
Economics letters
44
International journal of forecasting
39
Econometric theory
37
Journal of time series econometrics
37
Computational economics
25
The econometrics journal
19
Applied economics letters
17
Economic modelling
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Journal of financial econometrics
14
Finance research letters
13
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11
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
11
Journal of forecasting
11
Journal of empirical finance
10
Essays in honor of Joon Y. Park : econometric theory
9
Energy economics
8
Journal of quantitative economics
8
The North American journal of economics and finance : a journal of financial economics studies
8
Journal of economic dynamics & control
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Quantitative finance
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Journal of risk
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Discussion paper / Centre for Economic Policy Research
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Discussion papers / CEPR
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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European journal of operational research : EJOR
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Insurance / Mathematics & economics
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International journal of computational economics and econometrics : IJCEE
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International journal of economics and finance
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Journal of mathematical finance
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Research in international business and finance
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International journal of production economics
4
International journal of production research
4
Journal of banking & finance
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Journal of international financial markets, institutions & money
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Astin bulletin : the journal of the International Actuarial Association
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1
Estimation of volatility in a high-frequency setting : a short review
Jacod, Jean
- In:
Decisions in economics and finance : DEF ; a journal of …
42
(
2019
)
2
,
pp. 351-385
Persistent link: https://www.econbiz.de/10012127222
Saved in:
2
Asymptotic results for the Fourier estimator of the integrated quarticity
Livieri, Giulia
;
Mancino, Maria Elvira
;
Marmi, Stefano
- In:
Decisions in economics and finance : DEF ; a journal of …
42
(
2019
)
2
,
pp. 471-502
Persistent link: https://www.econbiz.de/10012127239
Saved in:
3
On parameter estimation of Heston's stochastic volatilitymodel : a polynomial filtering method
Cacace, Filippo
;
Germani, Alfredo
;
Papi, Marco
- In:
Decisions in economics and finance : DEF ; a journal of …
42
(
2019
)
2
,
pp. 503-525
Persistent link: https://www.econbiz.de/10012127257
Saved in:
4
Small sample properties of ML estimator in Vasicek and CIR models : a simulation experiment
Albano, Giuseppina
;
Rocca, Michele la
;
Perna, Cira
- In:
Decisions in economics and finance : DEF ; a journal of …
42
(
2019
)
1
,
pp. 5-19
Persistent link: https://www.econbiz.de/10012065150
Saved in:
5
Isometric operators on Hilbert spaces and Wold decomposition of stationary times series
Severino, Federico
- In:
Decisions in economics and finance : DEF ; a journal of …
39
(
2016
)
2
,
pp. 203-234
Persistent link: https://www.econbiz.de/10011642454
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