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isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
subject:"Volatility"
~accessRights:"restricted"
~isPartOf:"Economics letters"
~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
541
Schätztheorie
541
Estimation
147
Schätzung
146
Nichtparametrisches Verfahren
123
Nonparametric statistics
123
Regression analysis
123
Regressionsanalyse
123
Time series analysis
105
Zeitreihenanalyse
105
Panel
75
Panel study
75
Statistical test
59
Statistischer Test
59
Induktive Statistik
48
Statistical inference
48
Correlation
39
Korrelation
39
Maximum likelihood estimation
39
Maximum-Likelihood-Schätzung
39
Volatilität
36
Method of moments
35
Momentenmethode
35
Forecasting model
34
Prognoseverfahren
34
Autocorrelation
32
Autokorrelation
32
Statistical distribution
31
Statistische Verteilung
31
Bayes-Statistik
30
Bayesian inference
30
Bootstrap approach
29
Bootstrap-Verfahren
29
Panel data
29
ARCH model
28
ARCH-Modell
28
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28
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28
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54
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Engle, Robert F.
2
Francq, Christian
2
Hafner, Christian M.
2
Moura, Guilherme Valle
2
Yang, Xiye
2
Ahlgren, Niklas
1
Anatolyev, Stanislav
1
Annaert, Jan
1
Antell, Jan
1
Bauwens, Luc
1
Bibinger, Markus
1
Bollerslev, Tim
1
Bormetti, Giacomo
1
Buccheri, Giuseppe
1
Caldeira, João F.
1
Callot, Laurent
1
Caner, Mehmet
1
Carrasco, Marine
1
Chan, Joshua
1
Chang, Seong Yeon
1
Chaves, Leonardo Salim Saker
1
Chen, Jiaqin
1
Chen, Wilson Ye
1
Chen, Xiangjin B.
1
Claes, Anouk G. P.
1
Corsi, Fulvio
1
De Ceuster, Marc J.
1
Dias, Gustavo Fruet
1
Dong, Yingjie
1
Escanciano, Juan Carlos
1
Gao, Jiti
1
Gefang, Deborah
1
Gerlach, Richard H.
1
Griffin, Jim E.
1
Gungor, Sermin
1
Hassler, Uwe
1
Hautsch, Nikolaus
1
Hoga, Yannick
1
Horváth, Lajos
1
Hwang, Eunju
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
Economics letters
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
Econometric reviews
14
Quantitative finance
14
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
9
Journal of forecasting
8
Journal of risk
8
Journal of banking & finance
7
Discussion papers / CEPR
6
Journal of mathematical finance
6
The econometrics journal
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 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
Applied economics
3
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
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:
2
A derivation of the Black-Litterman formula and its symmetry property
Wey, Matthew A.
- In:
Economics letters
231
(
2023
),
pp. 1-4
Persistent link: https://www.econbiz.de/10014461242
Saved in:
3
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:
4
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:
5
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:
6
Time-varying predictability of the long horizon equity premium based on semiparametric regressions
Yu, Deshui
;
Li, Chen
;
Li, Luyang
- In:
Economics letters
224
(
2023
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014307887
Saved in:
7
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:
8
Consistent estimation of drift parameter in diffusion model with misspecified volatility function
Jeong, Minsoo
- In:
Economics letters
211
(
2022
),
pp. 1-4
Persistent link: https://www.econbiz.de/10013172040
Saved in:
9
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:
10
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
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