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isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
subject:"Volatility"
~accessRights:"restricted"
~isPartOf:"Applied economics"
~isPartOf:"International journal of economics and financial issues : IJEFI"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~subject:"Capital income"
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Search: subject_exact:"Estimation theory"
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Volatility
Capital income
Estimation theory
299
Schätztheorie
299
Estimation
88
Schätzung
88
Nichtparametrisches Verfahren
80
Nonparametric statistics
80
Regression analysis
73
Regressionsanalyse
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Panel study
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Maximum likelihood estimation
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Börsenkurs
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Engle, Robert F.
2
Francq, Christian
2
Kim, Jong-Min
2
Yang, Xiye
2
Ahlgren, Niklas
1
Antell, Jan
1
Bampinas, Georgios
1
Bauwens, Luc
1
Bibinger, Markus
1
Bollerslev, Tim
1
Bormetti, Giacomo
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1
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1
Callot, Laurent
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Caner, Mehmet
1
Carrasco, Marine
1
Chan, Joshua
1
Chaves, Leonardo Salim Saker
1
Chen, Jiaqin
1
Chen, Wilson Ye
1
Chen, Xiangjin B.
1
Corsi, Fulvio
1
Escanciano, Juan Carlos
1
Gao, Jiti
1
Gerlach, Richard H.
1
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1
Gungor, Sermin
1
Hafner, Christian M.
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Hassler, Uwe
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Horváth, Lajos
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James, Lancelot F.
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Jung, Hojin
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Kalnina, Ilze
1
Keweloh, Sascha Alexander
1
Kim, Donggyu
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Kokoszka, Piotr
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
Applied economics
International journal of economics and financial issues : IJEFI
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Journal of econometrics
95
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
21
Finance research letters
20
Journal of empirical finance
18
Economics letters
17
Quantitative finance
14
Econometric reviews
13
International journal of forecasting
13
Journal of financial econometrics
13
Computational economics
10
Economic modelling
10
The North American journal of economics and finance : a journal of financial economics studies
10
Econometric theory
8
Journal of forecasting
8
Journal of risk
8
Journal of banking & finance
7
Discussion papers / CEPR
6
Journal of mathematical finance
6
Decisions in economics and finance : DEF ; a journal of applied mathematics
5
International journal of financial engineering
5
Journal of financial economics
5
Journal of quantitative economics
5
The European journal of finance
5
The econometrics journal
5
The journal of risk model validation
5
Theoretical economics letters
5
Annals of finance
4
Discussion paper / Centre for Economic Policy Research
4
Energy economics
4
European journal of operational research : EJOR
4
Finance and stochastics
4
Financial markets and portfolio management
4
International journal of theoretical and applied finance
4
Journal of economic dynamics & control
4
Journal of time series econometrics
4
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
4
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
3
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1
Inference for nonparametric high-frequency estimators with an application to time variation in betas
Kalnina, Ilze
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
2
,
pp. 538-549
Persistent link: https://www.econbiz.de/10014448338
Saved in:
2
Estimation of leverage effect : kernel function and efficiency
Yang, Xiye
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
3
,
pp. 939-956
Persistent link: https://www.econbiz.de/10014448463
Saved in:
3
Overnight GARCH-Itô volatility models
Kim, Donggyu
;
Shin, Minseok
;
Wang, Yazhen
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
4
,
pp. 1215-1227
Persistent link: https://www.econbiz.de/10014448607
Saved in:
4
Volatility estimation when the zero-process is nonstationary
Francq, Christian
;
Sucarrat, Genaro
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
1
,
pp. 53-66
Persistent link: https://www.econbiz.de/10013540630
Saved in:
5
A Bayesian quantile time series model for asset returns
Griffin, Jim E.
;
Mitrodima, Gelly
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
1
,
pp. 16-27
Persistent link: https://www.econbiz.de/10012804077
Saved in:
6
Sequential scaled sparse factor regression
Zheng, Zemin
;
Li, Yang
;
Wu, Jie
;
Wang, Yuchen
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
2
,
pp. 595-604
Persistent link: https://www.econbiz.de/10013533979
Saved in:
7
A factor-based estimation of integrated covariance matrix with noisy high-frequency data
Sun, Yucheng
;
Xu, Wen
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
2
,
pp. 770-784
Persistent link: https://www.econbiz.de/10013534498
Saved in:
8
Functional ARCH directional dependence via copula for intraday volatility from high-frequency financial time series
Kim, Jong-Min
;
Hwang, Sun Young
- In:
Applied economics
53
(
2021
)
4
,
pp. 506-520
Persistent link: https://www.econbiz.de/10012416072
Saved in:
9
A score-driven conditional correlation model for noisy and asynchronous data : an application to high-frequency covariance dynamics
Buccheri, Giuseppe
;
Bormetti, Giacomo
;
Corsi, Fulvio
; …
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
4
,
pp. 920-936
Persistent link: https://www.econbiz.de/10012653203
Saved in:
10
Generalized jump regressions for local moments
Bollerslev, Tim
;
Li, Jia
;
Chaves, Leonardo Salim Saker
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
4
,
pp. 1015-1025
Persistent link: https://www.econbiz.de/10012653221
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