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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"
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Search: subject_exact:"Estimation theory"
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Volatility
Capital income
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
33
Panel
27
Panel study
27
Correlation
25
Korrelation
25
Volatilität
25
Forecasting model
22
Prognoseverfahren
22
Bayes-Statistik
20
Bayesian inference
20
Bootstrap approach
20
Bootstrap-Verfahren
20
Maximum likelihood estimation
20
Maximum-Likelihood-Schätzung
20
Kapitaleinkommen
19
Causality analysis
16
Kausalanalyse
16
Statistical distribution
16
Statistische Verteilung
16
ARCH model
15
ARCH-Modell
15
Autocorrelation
15
Autokorrelation
15
Börsenkurs
15
IV-Schätzung
15
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37
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English
37
Author
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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.
1
Jing, Bingyi
1
Kalnina, Ilze
1
Keweloh, Sascha Alexander
1
Kim, Donggyu
1
Kokoszka, Piotr
1
Kotchoni, Rachidi
1
Kyriakopoulou, Dimitra
1
Lan, Wei
1
Lee, Chung Eun
1
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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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ECONIS (ZBW)
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21
Estimating the spot covariation of asset prices : statistical theory and empirical evidence
Bibinger, Markus
;
Hautsch, Nikolaus
;
Malec, Peter
; …
- In:
Journal of business & economic statistics : JBES ; a …
37
(
2019
)
3
,
pp. 419-435
Persistent link: https://www.econbiz.de/10012178185
Saved in:
22
Confidence intervals for conditional tail risk measures in ARMA-GARCH models
Hoga, Yannick
- In:
Journal of business & economic statistics : JBES ; a …
37
(
2019
)
4
,
pp. 613-624
Persistent link: https://www.econbiz.de/10012179001
Saved in:
23
On estimation of hurst parameter under noisy observations
Liu, Guangying
;
Jing, Bingyi
- In:
Journal of business & economic statistics : JBES ; a …
36
(
2018
)
3
,
pp. 483-492
Persistent link: https://www.econbiz.de/10012249184
Saved in:
24
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:
25
Stochastic volatility models based on OU-Gamma time change : theory and estimation
James, Lancelot F.
;
Müller, Gernot
;
Zhang, Zhiyuan
- In:
Journal of business & economic statistics : JBES ; a …
36
(
2018
)
1
,
pp. 75-87
Persistent link: https://www.econbiz.de/10011894398
Saved in:
26
Nonparametric estimation and forecasting for time-varying coefficient realized volatility models
Chen, Xiangjin B.
;
Gao, Jiti
;
Li, Degui
;
Silvapulle, …
- In:
Journal of business & economic statistics : JBES ; a …
36
(
2018
)
1
,
pp. 88-100
Persistent link: https://www.econbiz.de/10011894402
Saved in:
27
Semiparametric estimation of risk-return relationships
Escanciano, Juan Carlos
;
Pardo-Fernández, Juan Carlos
; …
- In:
Journal of business & economic statistics : JBES ; a …
35
(
2017
)
1
,
pp. 40-52
Persistent link: https://www.econbiz.de/10011704099
Saved in:
28
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:
29
Tests for abnormal returns in the presence of event-induced cross-sectional correlation
Ahlgren, Niklas
;
Antell, Jan
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
2
,
pp. 286-301
Persistent link: https://www.econbiz.de/10011987446
Saved in:
30
Efficient portfolio selection in a large market
Chen, Jiaqin
;
Yuan, Ming
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
3
,
pp. 496-524
Persistent link: https://www.econbiz.de/10011623668
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