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~isPartOf:"Journal of the American Statistical Association : JASA"
~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~language:"eng"
~subject:"Schätztheorie"
~subject:"Volatility"
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Schätztheorie
Volatility
Analysis of variance
18
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18
Estimation theory
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9
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9
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6
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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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Journal of the American Statistical Association : JASA
Mathematical finance : an international journal of mathematics, statistics and financial theory
Journal of econometrics
29
Finance research letters
10
Journal of financial econometrics
10
Journal of banking & finance
9
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
8
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
7
Journal of financial econometrics : official journal of the Society for Financial Econometrics
7
International journal of forecasting
6
Journal of empirical finance
6
Quantitative finance
6
Working paper / National Bureau of Economic Research, Inc.
6
Discussion paper / Tinbergen Institute
5
Econometric reviews
5
Economic modelling
5
European journal of operational research : EJOR
5
The European journal of finance
5
CORE discussion papers : DP
4
Capital markets and finance in the enlarged Europe : the Postgraduate Research Programme working paper series
4
NBER Working Paper
4
NBER working paper series
4
Risks : open access journal
4
Working paper
4
Working paper series / University of Zurich, Department of Economics
4
Applied mathematical finance
3
CREATES research paper
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Financial markets and portfolio management
3
International journal of theoretical and applied finance
3
Journal of forecasting
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SFB 649 discussion paper
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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The econometrics journal
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The review of economics and statistics
3
Working papers on finance
3
Annals of economics and statistics
2
Applied economics
2
Applied economics letters
2
Cardiff economics working papers
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1
Model-independent lower bound on variance SWAPS
Kahalé, Nabil
- In:
Mathematical finance : an international journal of …
26
(
2016
)
4
,
pp. 939-961
Persistent link: https://www.econbiz.de/10011583815
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2
Closed form pricing formulas for discretely sampled generalized variance swaps
Zheng, Wendong
;
Kwok, Yue-Kuen
- In:
Mathematical finance : an international journal of …
24
(
2014
)
4
,
pp. 855-881
Persistent link: https://www.econbiz.de/10011308159
Saved in:
3
The effect of estimation in high-dimensional portfolios
Gandy, Axel
;
Veraart, Luitgard
- In:
Mathematical finance : an international journal of …
23
(
2013
)
3
,
pp. 531-559
Persistent link: https://www.econbiz.de/10009783354
Saved in:
4
Moment explosions and long-term behavior of affine stochastic volatility models
Keller-Ressel, Martin
- In:
Mathematical finance : an international journal of …
21
(
2011
)
1
,
pp. 73-98
Persistent link: https://www.econbiz.de/10008935701
Saved in:
5
Pricing options on variance in affine stochastic volatility models
Kallsen, Jan
;
Muhle-Karbe, Johannes
;
Voß, Moritz
- In:
Mathematical finance : an international journal of …
21
(
2011
)
4
,
pp. 627-641
Persistent link: https://www.econbiz.de/10009311683
Saved in:
6
Generalized thresholding of large covariance matrices
Rothman, Adam J.
;
Levina, Elizaveta
;
Zhu, Ji
- In:
Journal of the American Statistical Association : JASA
104
(
2009
)
485
,
pp. 177-186
Persistent link: https://www.econbiz.de/10003878178
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7
Optimal shrinkage estimation of variances with applications to microarray data analysis
Tong, Tiejun
;
Wang, Yuedong
- In:
Journal of the American Statistical Association : JASA
102
(
2007
)
477
,
pp. 113-122
Persistent link: https://www.econbiz.de/10003430830
Saved in:
8
Variance reduction in multiparameter likelihood models
Cheng, Ming-yen
;
Peng, Liang
- In:
Journal of the American Statistical Association : JASA
102
(
2007
)
477
,
pp. 293-304
Persistent link: https://www.econbiz.de/10003431163
Saved in:
9
Estimating mean dimensionality of analysis of variance decompositions
Liu, Ruixue
;
Owen, Art B.
- In:
Journal of the American Statistical Association : JASA
101
(
2006
),
pp. 712-721
Persistent link: https://www.econbiz.de/10003334681
Saved in:
10
Functional variance processes
Müller, Hans-Georg
;
Stadtmüller, Ulrich
;
Yao, Fang
- In:
Journal of the American Statistical Association : JASA
101
(
2006
),
pp. 1007-1018
Persistent link: https://www.econbiz.de/10003375789
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