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isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
subject:"Volatility"
~accessRights:"restricted"
~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"
~subject:"Kapitaleinkommen"
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Search: subject_exact:"Estimation theory"
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Volatility
Capital income
Kapitaleinkommen
Estimation theory
263
Schätztheorie
263
Nichtparametrisches Verfahren
77
Nonparametric statistics
77
Estimation
76
Schätzung
76
Regression analysis
70
Regressionsanalyse
70
Time series analysis
61
Zeitreihenanalyse
61
Induktive Statistik
39
Statistical inference
39
Statistical test
33
Statistischer Test
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Panel
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Panel study
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Correlation
25
Korrelation
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Volatilität
25
Forecasting model
22
Prognoseverfahren
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Bayes-Statistik
20
Bayesian inference
20
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20
Bootstrap-Verfahren
20
Maximum likelihood estimation
20
Maximum-Likelihood-Schätzung
20
Causality analysis
16
Kausalanalyse
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Statistical distribution
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Statistische Verteilung
16
ARCH model
15
ARCH-Modell
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Autocorrelation
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Autokorrelation
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English
37
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Engle, Robert F.
2
Francq, Christian
2
Yang, Xiye
2
Ahlgren, Niklas
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
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
Griffin, Jim E.
1
Gungor, Sermin
1
Hafner, Christian M.
1
Hassler, Uwe
1
Hautsch, Nikolaus
1
Hoga, Yannick
1
Horváth, Lajos
1
James, Lancelot F.
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Jing, Bingyi
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Kalnina, Ilze
1
Keweloh, Sascha Alexander
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Kim, Donggyu
1
Kokoszka, Piotr
1
Kotchoni, Rachidi
1
Kyriakopoulou, Dimitra
1
Lan, Wei
1
Lee, Chung Eun
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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
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
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:
3
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:
4
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:
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
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:
9
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
Saved in:
10
A generalized method of moments estimator for structural vector autoregressions based on higher moments
Keweloh, Sascha Alexander
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
3
,
pp. 772-782
Persistent link: https://www.econbiz.de/10012587980
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