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isPartOf:"Agricultural economics : the journal of the International Association of Agricultural Economists"
subject:"Welt"
~isPartOf:"Journal of financial econometrics"
~language:"eng"
~subject:"Estimation"
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Welt
Estimation
Estimation theory
60
Schätztheorie
60
Schätzung
23
Volatility
15
Volatilität
15
Time series analysis
14
Zeitreihenanalyse
14
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Sancetta, Alessio
2
Abdoh, Hussein
1
Buccheri, Giuseppe
1
Byerlee, Derek
1
Casas, Isabel
1
Chitavi, Michael
1
Coffey, Brian K.
1
Featherstone, Allen M.
1
Ferreira, Eva
1
Golinski, Adam
1
Grassi, Stefano
1
Grønneberg, Steffen
1
Gu, Zhutong
1
Guerrero, Santiago
1
Gungor, Sermin
1
Han, Heejoon
1
Hautsch, Nikolaus
1
Hernández del Valle, Gerardo
1
Hong, Seok Young
1
Hung, Mao-Wei
1
Inoue, Atsushi
1
Jach, Agnieszka
1
Jiang, Yixiao
1
Jung, Whayoung
1
Juárez-Torres, Miriam
1
Karabiyik, Hande
1
Ko, Yi-Chen
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Liu, Cheng
1
Livieri, Giulia
1
Lu, Jin
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Luger, Richard
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Mancino, Maria Elvira
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Maredia, Mywish K.
1
Marmi, Stefano
1
McElroy, Tucker
1
Nadler, Philip
1
Narayan, Paresh Kumar
1
Narayan, Seema
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Agricultural economics : the journal of the International Association of Agricultural Economists
Journal of financial econometrics
Journal of econometrics
219
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
131
Economics letters
113
Discussion paper series / IZA
60
Applied economics letters
58
Econometric reviews
58
Economic modelling
56
NBER Working Paper
52
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
50
CEMMAP working papers / Centre for Microdata Methods and Practice
49
NBER working paper series
48
Applied economics
46
Journal of applied econometrics
42
Discussion paper / Tinbergen Institute
40
Working paper / Department of Econometrics and Business Statistics, Monash University
39
Working paper
35
Working paper / National Bureau of Economic Research, Inc.
34
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
33
CESifo working papers
32
IZA Discussion Paper
32
Discussion paper
30
Discussion papers / CEPR
29
Quantitative economics : QE ; journal of the Econometric Society
29
Journal of banking & finance
28
The econometrics journal
28
Econometric theory
27
Empirical economics : a quarterly journal of the Institute for Advanced Studies
26
The review of economics and statistics
26
Econometrics : open access journal
24
Journal of empirical finance
24
Journal of the American Statistical Association : JASA
24
International journal of forecasting
22
Discussion paper / Centre for Economic Policy Research
20
Energy economics
20
Computational economics
19
International journal of economics and financial issues : IJEFI
19
Journal of forecasting
19
SFB 649 discussion paper
19
Working papers series in theoretical and applied economics
19
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ECONIS (ZBW)
24
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1
Empirical asset pricing with functional factors
Nadler, Philip
;
Sancetta, Alessio
- In:
Journal of financial econometrics
21
(
2023
)
4
,
pp. 1258-1281
Persistent link: https://www.econbiz.de/10014391457
Saved in:
2
Maximum-Likelihood estimation using the zig-zag algorithm
Hautsch, Nikolaus
;
Okhrin, Ostap
;
Ristig, Alexander
- In:
Journal of financial econometrics
21
(
2023
)
4
,
pp. 1346-1375
Persistent link: https://www.econbiz.de/10014391462
Saved in:
3
Intraday trades profile estimation : an intensity approach
Sancetta, Alessio
- In:
Journal of financial econometrics
21
(
2023
)
3
,
pp. 651-677
Persistent link: https://www.econbiz.de/10014314773
Saved in:
4
The impact of deviations from soybean product crushing estimates on return and risk
Abdoh, Hussein
;
Chitavi, Michael
- In:
Agricultural economics : the journal of the …
55
(
2024
)
2
,
pp. 181-199
Persistent link: https://www.econbiz.de/10014517518
Saved in:
5
Estimation and inference of quantile impulse response functions by local projections : with applications to VaR dynamics
Han, Heejoon
;
Jung, Whayoung
;
Lee, Ji Hyung
- In:
Journal of financial econometrics
22
(
2024
)
1
,
pp. 1-29
Persistent link: https://www.econbiz.de/10014526299
Saved in:
6
Volatility of volatility estimation : central limit theorems for the fourier transform estimator and empirical study of the daily time series stylized facts
Toscano, Giacomo
;
Livieri, Giulia
;
Mancino, Maria Elvira
; …
- In:
Journal of financial econometrics
22
(
2024
)
1
,
pp. 252-296
Persistent link: https://www.econbiz.de/10014526318
Saved in:
7
Estimating risk in illiquid markets : a model of market friction with stochastic volatility
Buccheri, Giuseppe
;
Grassi, Stefano
;
Vocalelli, Giorgio
- In:
Journal of financial econometrics
22
(
2024
)
2
,
pp. 531-574
Persistent link: https://www.econbiz.de/10014526336
Saved in:
8
Dynamic covariance matrix estimation and portfolio analysis with high-frequency data
Liu, Cheng
;
Tang, Cheng Yong
- In:
Journal of financial econometrics
22
(
2024
)
2
,
pp. 461-491
Persistent link: https://www.econbiz.de/10014526333
Saved in:
9
Exact inference in long-horizon predictive quantile regressions with an application to stock returns
Gungor, Sermin
;
Luger, Richard
- In:
Journal of financial econometrics
19
(
2021
)
4
,
pp. 746-788
Persistent link: https://www.econbiz.de/10012654991
Saved in:
10
Estimating unobserved soft adjustment in credit rating models : before and after the Dodd-Frank act
Gu, Zhutong
;
Jiang, Yixiao
;
Yang, Shuyang
- In:
Journal of financial econometrics
21
(
2023
)
5
,
pp. 1791-1819
Persistent link: https://www.econbiz.de/10014444750
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