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~subject:"Estimation theory"
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Estimation theory
Volatilität
1,051
Volatility
1,016
Stochastic volatility
1,011
stochastic volatility
985
Stochastischer Prozess
837
Stochastic process
813
Optionspreistheorie
417
Theorie
414
Option pricing theory
412
Theory
378
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325
Estimation
316
Zeitreihenanalyse
222
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211
Time series analysis
208
Bayesian inference
206
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198
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181
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172
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167
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166
Schätztheorie
164
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163
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159
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140
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138
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130
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129
Risk
116
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115
Derivat
114
Derivative
113
Optionsgeschäft
103
Option trading
102
Börsenkurs
101
GARCH
100
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99
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99
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64
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11
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48
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Article in journal
109
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Non-commercial literature
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43
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2
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2
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English
159
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Rodriguez, Gabriel
9
Tauchen, George Eugene
8
Todorov, Viktor
6
Carriero, Andrea
5
Clark, Todd E.
5
Marcellino, Massimiliano
5
Dufour, Jean-Marie
4
Gefang, Deborah
4
Koop, Gary
4
Li, Jia
4
Poon, Aubrey
4
Bognanni, Mark
3
Karlsson, Sune
3
Mumtaz, Haroon
3
Rubio-Ramírez, Juan Francisco
3
Ahsan, Nazmul
2
Alghalith, Moawia
2
Allen, David E.
2
Andersen, Torben
2
Asai, Manabu
2
Bertsche, Dominik
2
Braun, Robin
2
Chan, Joshua
2
Coudin, Elise
2
Cui, Zhenyu
2
Davies, Robert
2
Fernández-Villaverde, Jesús
2
Fičura, Milan
2
Frazier, David T.
2
Guerrón-Quintana, Pablo A.
2
Jiang, George J.
2
John, Joice
2
Kolokolov, Aleksey
2
Leippold, Markus
2
Livieri, Giulia
2
Maneesoonthorn, Worapree
2
Martin, Gael M.
2
Mazur, Stepan
2
McAleer, Michael
2
Moura, Guilherme Valle
2
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Journal of econometrics
16
Documento de trabajo
5
Econometric reviews
5
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
5
Economics letters
4
International journal of theoretical and applied finance
4
Journal of financial econometrics : official journal of the Society for Financial Econometrics
4
Journal of risk and financial management : JRFM
4
Quantitative finance
4
Working paper
4
CAMA working paper series
3
Computational economics
3
Discussion paper / Tinbergen Institute
3
Discussion papers / CEPR
3
Econometrics : open access journal
3
Economic modelling
3
Journal of economic dynamics & control
3
Risks : open access journal
3
The journal of computational finance
3
Federal Reserve Bank of Cleveland working paper series
2
Finance a úvěr
2
Journal of banking & finance
2
Journal of forecasting
2
Mathematical finance
2
Quantitative economics : QE ; journal of the Econometric Society
2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
Série des documents de travail
2
Working paper / Department of Econometrics and Business Statistics, Monash University
2
Working papers
2
Working papers / Federal Reserve Bank of Philadelphia, Research Department
2
Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
1
Annals of economics and finance
1
Applied economics
1
CEIS Tor Vergata research papers : CEIS Tor Vergata research paper series
1
CEMMAP working papers / Centre for Microdata Methods and Practice
1
CREATES research paper
1
Central European journal of economic modelling and econometrics
1
Decisions in economics and finance : DEF ; a journal of applied mathematics
1
Discussion paper / Centre for Economic Policy Research
1
Discussion papers / Deutsches Institut für Wirtschaftsforschung
1
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ECONIS (ZBW)
159
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1
Estimation of integrated volatility in stochastic volatility models
Woerner, Jeannette H. C.
-
2003
Persistent link: https://www.econbiz.de/10009581654
Saved in:
2
Estimating stochastic volatility and jumps using high-frequency data and Bayesian methods
Fičura, Milan
;
Witzany, Jiří
- In:
Finance a úvěr
66
(
2016
)
4
,
pp. 278-301
Persistent link: https://www.econbiz.de/10011532802
Saved in:
3
Variational sums and power variation : a unifying approach to model selection and estimation in semimartingale models
Woerner, Jeannette H. C.
-
2002
Persistent link: https://www.econbiz.de/10009581659
Saved in:
4
Inference from high-frequency data : a subsampling approach
Christensen, Kimberly
;
Podolskij, Mark
;
Thamrongrat, Nopporn
- In:
Journal of econometrics
197
(
2017
)
2
,
pp. 245-272
Persistent link: https://www.econbiz.de/10011818358
Saved in:
5
Probabilistic and statistical properties of moment variations and their use in inference and estimation based on high requency return data
Lee, Kyungsub
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
20
(
2016
)
1
,
pp. 19-36
Persistent link: https://www.econbiz.de/10011431109
Saved in:
6
Estimating jump activity using multipower variation
Kolokolov, Aleksey
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
1
,
pp. 128-140
Persistent link: https://www.econbiz.de/10012804092
Saved in:
7
Testing for endogeneity of irregular sampling schemes
Kolokolov, Aleksey
;
Livieri, Giulia
;
Pirino, Davide
-
2022
Persistent link: https://www.econbiz.de/10014252208
Saved in:
8
A factor approach to realized volatility forecasting in the presence of finite jumps and cross-sectional correlation in pricing errors
Atak, Alev
;
Kapetanios, George
- In:
Economics letters
120
(
2013
)
2
,
pp. 224-228
Persistent link: https://www.econbiz.de/10010128339
Saved in:
9
Analysis of high frequency data in finance: a survey
Jiang, George J.
;
Pan, Guanzhong
- In:
Frontiers of economics in China : selected publications …
15
(
2020
)
2
,
pp. 141-166
Persistent link: https://www.econbiz.de/10012670616
Saved in:
10
Parameter identification for fractional Ornstein-Uhlenbeck processes based on discrete observation
Zhang, Pu
;
Xiao, Wei-lin
;
Zhang, Xi-li
;
Niu, Pan-qiang
- In:
Economic modelling
36
(
2014
),
pp. 198-203
Persistent link: https://www.econbiz.de/10010412366
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