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isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
subject:"Volatility"
~accessRights:"restricted"
~isPartOf:"CBN journal of applied statistics"
~isPartOf:"Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse"
~subject:"Regressionsanalyse"
~subject:"Statistical test"
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Search: subject_exact:"Estimation theory"
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Volatility
Regressionsanalyse
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
CBN journal of applied statistics
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
Journal of econometrics
291
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
113
Econometric reviews
93
Economics letters
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Econometric theory
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The econometrics journal
42
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
39
International journal of forecasting
33
Economic modelling
27
Computational economics
22
European journal of operational research : EJOR
20
Insurance / Mathematics & economics
20
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
18
Finance research letters
18
Journal of quantitative economics
18
Journal of financial econometrics
17
Journal of time series econometrics
16
Quantitative finance
14
Discussion papers / CEPR
13
Journal of empirical finance
13
Journal of forecasting
13
Applied economics letters
12
Journal of econometric methods
11
OECD Guidelines for the Testing of Chemicals, Section 2
11
The North American journal of economics and finance : a journal of financial economics studies
11
Empirical economics : a quarterly journal of the Institute for Advanced Studies
9
Energy economics
9
Applied economics
8
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
8
Journal of banking & finance
8
Discussion paper / Centre for Economic Policy Research
7
Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
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Decisions in economics and finance : DEF ; a journal of applied mathematics
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Folia oeconomica Stetinensia : FOS
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Journal of applied econometrics
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Journal of financial economics
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Journal of risk
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Organizational research methods : ORM
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Regional science & urban economics
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Dynamic functional regression with application to the cross-section of returns
Kokoszka, Piotr
;
Miao, Hong
;
Reimherr, Matthew
; …
- In:
Journal of financial econometrics : official journal of …
16
(
2018
)
3
,
pp. 461-485
Persistent link: https://www.econbiz.de/10011987795
Saved in:
2
Combining multivariate volatility forecasts: an economic-based approach
Caldeira, João F.
;
Moura, Guilherme Valle
;
Nogales, …
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
2
,
pp. 247-285
Persistent link: https://www.econbiz.de/10011987429
Saved in:
3
Beyond dimension two : a test for higher-order tail risk
Bormann, Carsten
;
Schaumburg, Julia
;
Schienle, Melanie
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
3
,
pp. 552-580
Persistent link: https://www.econbiz.de/10011623690
Saved in:
4
Quantile regression for long memory testing : a case of realized volatility
Hassler, Uwe
;
Rodrigues, Paulo M. M.
;
Rubia, Antonio
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
4
,
pp. 693-724
Persistent link: https://www.econbiz.de/10011623824
Saved in:
5
Variance targeting estimation of multivariate GARCH models
Francq, Christian
;
Horváth, Lajos
;
Zakoïan, Jean-Michel
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
2
,
pp. 353-382
Persistent link: https://www.econbiz.de/10011589013
Saved in:
6
Adaptive Realized Kernels
Carrasco, Marine
;
Kotchoni, Rachidi
- In:
Journal of financial econometrics : official journal of …
13
(
2015
)
4
,
pp. 757-797
Persistent link: https://www.econbiz.de/10011417704
Saved in:
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