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isPartOf:"Advances in quantitative analysis of finance and accounting : a research annual"
subject:"Börsenkurs"
~isPartOf:"Finance India : the quarterly journal of Indian Institute of Finance"
~isPartOf:"Journal of econometrics"
~language:"eng"
~subject:"Currency derivative"
~subject:"Effizienzmarkthypothese"
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Börsenkurs
Currency derivative
Effizienzmarkthypothese
Estimation theory
1,662
Schätztheorie
1,662
Theorie
382
Theory
382
Nichtparametrisches Verfahren
314
Nonparametric statistics
314
Zeitreihenanalyse
310
Time series analysis
309
Regression analysis
268
Regressionsanalyse
268
Estimation
219
Schätzung
215
Panel
156
Panel study
156
Statistical test
150
Statistischer Test
150
Volatility
118
Volatilität
118
Method of moments
99
Momentenmethode
98
Induktive Statistik
82
Statistical inference
82
Maximum likelihood estimation
81
Maximum-Likelihood-Schätzung
81
Autocorrelation
77
Autokorrelation
77
Forecasting model
73
Prognoseverfahren
73
Bootstrap approach
71
Bootstrap-Verfahren
71
Instrumental variables
69
Cointegration
64
Kointegration
63
Stochastic process
62
Stochastischer Prozess
62
Statistical distribution
60
Statistische Verteilung
60
Causality analysis
59
Kausalanalyse
59
IV-Schätzung
58
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Collection of articles of several authors
1
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English
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Todorov, Viktor
6
Li, Jia
5
Tauchen, George Eugene
5
Kim, Donggyu
4
Francq, Christian
3
Wang, Yazhen
3
Clinet, Simon
2
Li, Yingying
2
Mykland, Per A.
2
Potiron, Yoann
2
Rodrigues, Paulo M. M.
2
Shephard, Neil G.
2
Xiu, Dacheng
2
Zakoïan, Jean-Michel
2
Zhang, Congshan
2
Zhang, Lan
2
Ahsan, Nazmul
1
Aknouche, Abdelhakim
1
Andersen, Torben
1
Blasques, Francisco
1
Bollerslev, Tim
1
Bouezmarni, Taoufik
1
Callen, Jeffrey L.
1
Chaker, Selma
1
Chattopadhyay, Arup Kumar
1
Chen, Min
1
Chen, Richard Y.
1
Chen, Rui
1
Chen, Zhao
1
Cheung, Yin-Wong
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Choi, Yongok
1
Choudhary, Vipin
1
Chunhachinda, Pornchai
1
Coggin, T. Daniel
1
Cui, Xiangyu
1
Daníelsson, Jón
1
Das-Gupta, Arindam
1
Davis, Richard A.
1
Delaigle, Aurore
1
Demetrescu, Matei
1
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Advances in quantitative analysis of finance and accounting : a research annual
Finance India : the quarterly journal of Indian Institute of Finance
Journal of econometrics
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
23
Economics letters
12
Journal of empirical finance
12
Journal of banking & finance
11
Economic modelling
10
Cambridge working papers in economics
9
International journal of economics and financial issues : IJEFI
9
The journal of finance : the journal of the American Finance Association
9
Journal of financial and quantitative analysis : JFQA
8
Journal of forecasting
8
Journal of international financial markets, institutions & money
8
Working paper
8
Applied financial economics
7
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
7
Journal of international money and finance
7
Journal of risk and financial management : JRFM
7
NBER Working Paper
7
NBER working paper series
7
Quantitative finance
7
The North American journal of economics and finance : a journal of financial economics studies
7
The review of financial studies
7
Discussion paper / Centre for Economic Forecasting
6
Discussion paper / Tinbergen Institute
6
Econometrics : open access journal
6
International journal of financial research
6
Journal of financial econometrics : official journal of the Society for Financial Econometrics
6
Pacific-Basin finance journal
6
Review of quantitative finance and accounting
6
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
6
Working paper / Department of Econometrics and Business Statistics, Monash University
6
Applied economics
5
Asia Pacific journal of management : APJM ; a publication of the Faculty of Business Administration, National University of Singapore
5
CESifo working papers
5
CREATES research paper
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 research letters
5
International review of financial analysis
5
Journal of applied econometrics
5
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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
Modeling stock market return volatility : GARCH evidence from Nifty Realty Index
Jain, Dhara
;
Mittal, Sachin K.
;
Choudhary, Vipin
- In:
Finance India : the quarterly journal of Indian …
36
(
2022
)
1
,
pp. 159-169
Persistent link: https://www.econbiz.de/10013349014
Saved in:
5
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:
6
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:
7
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:
8
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:
9
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:
10
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
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