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isPartOf:"Advances in quantitative analysis of finance and accounting : a research annual"
subject:"Börsenkurs"
~isPartOf:"Economic modelling"
~isPartOf:"Journal of applied econometrics"
~isPartOf:"Journal of econometrics"
~isPartOf:"The journal of finance : the journal of the American Finance Association"
~type_genre:"Article in journal"
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Search: subject_exact:"Estimation theory"
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Börsenkurs
Estimation theory
1,996
Schätztheorie
1,996
Theorie
545
Theory
545
Time series analysis
370
Zeitreihenanalyse
370
Nichtparametrisches Verfahren
344
Nonparametric statistics
344
Estimation
320
Schätzung
315
Regression analysis
302
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178
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169
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105
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104
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89
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89
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87
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87
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87
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87
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82
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70
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Todorov, Viktor
6
Li, Jia
5
Tauchen, George Eugene
5
Kim, Donggyu
4
Francq, Christian
3
Kumar, Dilip
3
Maheswaran, S.
3
Wang, Yazhen
3
Zakoïan, Jean-Michel
3
Clinet, Simon
2
Li, Yingying
2
Mykland, Per A.
2
Potiron, Yoann
2
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2
Shephard, Neil G.
2
Xiu, Dacheng
2
Zhang, Congshan
2
Zhang, Lan
2
Ahsan, Nazmul
1
Aknouche, Abdelhakim
1
Andersen, Torben
1
Bailey, Natalia
1
Ball, Clifford A.
1
Blasques, Francisco
1
Bollerslev, Tim
1
Bouezmarni, Taoufik
1
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1
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1
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Cho, D. C.
1
Choi, Yongok
1
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1
Coggin, T. Daniel
1
Cui, Xiangyu
1
Daníelsson, Jón
1
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Advances in quantitative analysis of finance and accounting : a research annual
Economic modelling
Journal of applied econometrics
Journal of econometrics
The journal of finance : the journal of the American Finance Association
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
21
Journal of empirical finance
11
Economics letters
10
Journal of banking & finance
9
International journal of economics and financial issues : IJEFI
8
Quantitative finance
8
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
7
Journal of financial and quantitative analysis : JFQA
7
Journal of forecasting
7
Journal of risk and financial management : JRFM
7
The review of financial studies
7
Econometrics : open access journal
6
Journal of financial econometrics : official journal of the Society for Financial Econometrics
6
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
6
The North American journal of economics and finance : a journal of financial economics studies
6
Asia Pacific journal of management : APJM ; a publication of the Faculty of Business Administration, National University of Singapore
5
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
5
Finance India : the quarterly journal of Indian Institute of Finance
5
Finance research letters
5
International review of financial analysis
5
Journal of financial economics
5
Journal of international financial markets, institutions & money
5
Pacific-Basin finance journal
5
Review of quantitative finance and accounting
5
Annals of finance
4
Applied economics
4
Applied financial economics
4
International journal of financial research
4
International review of economics & finance : IREF
4
Journal of economics & business
4
Journal of financial econometrics
4
The journal of business : B
4
The review of economic studies
4
Asian economies
3
Australian journal of management
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ECONIS (ZBW)
70
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1
Tail index estimation in the presence of covariates : stock returns' tail risk dynamics
Nicolau, João
;
Rodrigues, Paulo M. M.
;
Stoykov, Marian Z.
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 2266-2284
Persistent link: https://www.econbiz.de/10014471455
Saved in:
2
Two-stage weighted least squares estimator of the conditional mean of observation-driven time series models
Aknouche, Abdelhakim
;
Francq, Christian
- In:
Journal of econometrics
237
(
2023
)
2,2
,
pp. 1-22
Persistent link: https://www.econbiz.de/10014471524
Saved in:
3
Volatility measurement with pockets of extreme return persistence
Andersen, Torben
;
Li, Yingying
;
Todorov, Viktor
;
Zhou, Bo
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014471793
Saved in:
4
A time-varying parameter model for local explosions
Blasques, Francisco
;
Koopman, Siem Jan
;
Nientker, Marc
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 65-84
Persistent link: https://www.econbiz.de/10013441623
Saved in:
5
Testing for episodic predictability in stock returns
Demetrescu, Matei
;
Georgiev, Iliyan
;
Rodrigues, Paulo M. M.
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 85-113
Persistent link: https://www.econbiz.de/10013441625
Saved in:
6
Asset selection based on high frequency Sharpe ratio
Wang, Christina Dan
;
Chen, Zhao
;
Lian, Yimin
;
Chen, Min
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 168-188
Persistent link: https://www.econbiz.de/10013441645
Saved in:
7
Occupation density estimation for noisy high-frequency data
Zhang, Congshan
;
Li, Jia
;
Bollerslev, Tim
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 189-211
Persistent link: https://www.econbiz.de/10013441646
Saved in:
8
Variation and efficiency of high-frequency betas
Zhang, Congshan
;
Li, Jia
;
Todorov, Viktor
;
Tauchen, …
- In:
Journal of econometrics
228
(
2022
)
1
,
pp. 156-175
Persistent link: https://www.econbiz.de/10013441735
Saved in:
9
Volatility of volatility : estimation and tests based on noisy high frequency data with jumps
Li, Yingying
;
Liu, Guangying
;
Zhang, Zhiyuan
- In:
Journal of econometrics
229
(
2022
)
2
,
pp. 422-451
Persistent link: https://www.econbiz.de/10013441895
Saved in:
10
Volatility analysis with realized GARCH-Itô models
Song, Xinyu
;
Kim, Donggyu
;
Yuan, Huiling
;
Cui, Xiangyu
; …
- In:
Journal of econometrics
222
(
2021
)
1,2
,
pp. 393-410
Persistent link: https://www.econbiz.de/10012619433
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