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isPartOf:"Advances in quantitative analysis of finance and accounting : a research annual"
subject:"Börsenkurs"
~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"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Estimation theory"
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Börsenkurs
Estimation theory
1,857
Schätztheorie
1,857
Theorie
530
Theory
530
Time series analysis
336
Zeitreihenanalyse
336
Nichtparametrisches Verfahren
330
Nonparametric statistics
330
Regression analysis
281
Regressionsanalyse
281
Estimation
264
Schätzung
260
Panel
165
Panel study
165
Statistical test
155
Statistischer Test
155
Volatility
122
Volatilität
122
Method of moments
101
Momentenmethode
100
Induktive Statistik
87
Statistical inference
87
Maximum likelihood estimation
81
Maximum-Likelihood-Schätzung
81
Forecasting model
79
Prognoseverfahren
79
Autocorrelation
76
Autokorrelation
76
Bootstrap approach
75
Bootstrap-Verfahren
75
USA
74
United States
74
Instrumental variables
70
Stochastic process
68
Stochastischer Prozess
68
Cointegration
67
Kointegration
66
Bayes-Statistik
65
Bayesian inference
65
Causality analysis
61
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Undetermined
34
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Article
60
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Article in journal
Aufsatz in Zeitschrift
Collection of articles of several authors
1
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1
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English
60
Author
All
Todorov, Viktor
6
Li, Jia
5
Tauchen, George Eugene
5
Kim, Donggyu
4
Francq, Christian
3
Wang, Yazhen
3
Zakoïan, Jean-Michel
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
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
Braun, Phillip A.
1
Callen, Jeffrey L.
1
Chaker, Selma
1
Chen, Min
1
Chen, Richard Y.
1
Chen, Rui
1
Chen, Zhao
1
Cheung, Yin-Wong
1
Cho, D. C.
1
Choi, Yongok
1
Chou, Ray Yeutien
1
Coggin, T. Daniel
1
Cui, Xiangyu
1
Daníelsson, Jón
1
Davis, Richard A.
1
Demetrescu, Matei
1
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Advances in quantitative analysis of finance and accounting : a research annual
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
Economic modelling
10
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
3
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ECONIS (ZBW)
60
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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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