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isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
subject:"Volatility"
~isPartOf:"CREATES research paper"
~isPartOf:"Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse"
~subject:"Statistische Verteilung"
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Search: subject_exact:"Estimation theory"
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Volatility
Statistische Verteilung
Estimation theory
295
Schätztheorie
295
Theorie
110
Theory
110
Time series analysis
96
Zeitreihenanalyse
96
Nichtparametrisches Verfahren
53
Nonparametric statistics
53
Estimation
45
Schätzung
45
Volatilität
37
Regression analysis
36
Regressionsanalyse
36
Stochastic process
34
Stochastischer Prozess
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Statistical test
25
Statistischer Test
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ARCH model
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ARCH-Modell
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Cointegration
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Kointegration
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USA
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United States
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Capital income
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Kapitaleinkommen
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Börsenkurs
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Marktmikrostruktur
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Maximum likelihood estimation
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Maximum-Likelihood-Schätzung
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Deutschland
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Härdle, Wolfgang
4
Spokojnyj, Vladimir G.
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Teräsvirta, Timo
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Silvennoinen, Annastiina
3
Butucea, Cristina
2
Herwartz, Helmut
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Kristensen, Dennis
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Läuter, Henning
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Nielsen, Morten Ørregaard
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Parra-Alvarez, Juan Carlos
2
Posch, Olaf
2
Veraart, Almut E. D.
2
Wang, Mu-Chun
2
Amado, Cristina
1
Andersen, Torben
1
Andreou, Alena
1
Balter, Janine
1
Barndorff-Nielsen, Ole E.
1
Bormann, Carsten
1
Bos, Charles S.
1
Caldeira, João F.
1
Carrasco, Marine
1
Casas, Isabel
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Cavaliere, Giuseppe
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Chen, Yi-ting
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Dankenbring, Henning
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Demetrescu, Matei
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Demetrescum, Matei
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Ergemen, Yunus Emre
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Fan, Jianqing
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Fan, Yingying
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Floor Brix, Anne
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Francq, Christian
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Frederiksen, Per
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Genon-Catalot, Valentine
1
Ghysels, Eric
1
Gijbels, Irène
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1
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
CREATES research paper
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
Journal of econometrics
166
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
64
Economics letters
46
Discussion paper / Tinbergen Institute
44
Insurance / Mathematics & economics
44
Econometric reviews
42
Econometric theory
38
The econometrics journal
27
Journal of empirical finance
25
Statistics in transition : an international journal of the Polish Statistical Association
24
International journal of forecasting
23
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
23
CEMMAP working papers / Centre for Microdata Methods and Practice
22
Discussion paper / Center for Economic Research, Tilburg University
21
Econometrics : open access journal
20
Economic modelling
19
Journal of financial econometrics
19
Journal of the American Statistical Association : JASA
19
Finance research letters
18
Journal of banking & finance
18
Quantitative finance
18
Journal of risk and financial management : JRFM
17
Discussion papers of interdisciplinary research project 373
15
European journal of operational research : EJOR
15
International journal of theoretical and applied finance
15
Journal of forecasting
15
SFB 649 discussion paper
15
Série des documents de travail / Centre de Recherche en Économie et Statistique
15
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
15
Risks : open access journal
14
Applied economics
13
Computational economics
13
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
13
Journal of mathematical finance
13
Working papers
13
Journal of risk
12
NBER Working Paper
12
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ECONIS (ZBW)
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1
A parsimonious test of constancy of a positive definite correlation matrix in a multivariate time-varying GARCH model
Kang, Jian
;
Jakobsen, Johan Stax
;
Silvennoinen, Annastiina
-
2022
Persistent link: https://www.econbiz.de/10012816369
Saved in:
2
Parametric estimation of long memory in factor models
Ergemen, Yunus Emre
-
2022
Persistent link: https://www.econbiz.de/10013367389
Saved in:
3
Is U.S. real output growth really non-normal? : testing distributional assumptions in time-varying location-scale models
Demetrescu, Matei
;
Kruse-Becher, Robinson
-
2021
Persistent link: https://www.econbiz.de/10012620758
Saved in:
4
Four Australian banks and the multivariate time-varying smooth transition correlation GARCH model
Hall, Anthony D.
;
Silvennoinen, Annastiina
; …
-
2021
Persistent link: https://www.econbiz.de/10012815962
Saved in:
5
Estimation of heterogeneous agent models : a likelihood approach
Parra-Alvarez, Juan Carlos
;
Posch, Olaf
;
Wang, Mu-Chun
-
2020
Persistent link: https://www.econbiz.de/10012317765
Saved in:
6
Identification and estimation of heterogeneous agent models : a likelihood approach
Parra-Alvarez, Juan Carlos
;
Posch, Olaf
;
Wang, Mu-Chun
-
2017
Persistent link: https://www.econbiz.de/10011750340
Saved in:
7
Fixed-b inference in the presence of time-varying volatility
Demetrescum, Matei
;
Hanck, Christoph
;
Kruse, Robinson
-
2016
Persistent link: https://www.econbiz.de/10011409125
Saved in:
8
Testing constancy of unconditional variance in volatility models by misspecification and specification tests
Silvennoinen, Annastiina
;
Teräsvirta, Timo
-
2015
Persistent link: https://www.econbiz.de/10011373232
Saved in:
9
Validity of Edgeworth expansions for realized volatility estimators
Hounyo, Ulrich
;
Veliyev, Bezirgen
-
2015
Persistent link: https://www.econbiz.de/10010529455
Saved in:
10
ABC of SV : limited information likelihood inference in stochastic volatility jump-diffusion models
Creel, Michael D.
;
Kristensen, Dennis
-
2014
Persistent link: https://www.econbiz.de/10010401691
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