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isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
subject:"Volatility"
~isPartOf:"Cambridge working papers in economics"
~isPartOf:"Journal of econometrics"
~subject:"Kointegration"
~subject:"Share price"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Estimation theory"
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Volatility
Kointegration
Share price
Estimation theory
1,698
Schätztheorie
1,698
Theorie
375
Theory
375
Nichtparametrisches Verfahren
329
Nonparametric statistics
329
Time series analysis
329
Zeitreihenanalyse
329
Regression analysis
278
Regressionsanalyse
278
Estimation
236
Schätzung
232
Panel
163
Panel study
163
Statistical test
159
Statistischer Test
159
Volatilität
133
Method of moments
101
Momentenmethode
100
Induktive Statistik
84
Statistical inference
84
Forecasting model
82
Prognoseverfahren
82
Maximum likelihood estimation
81
Maximum-Likelihood-Schätzung
81
Autocorrelation
80
Autokorrelation
80
Bootstrap approach
73
Bootstrap-Verfahren
73
Instrumental variables
68
Stochastic process
68
Stochastischer Prozess
68
Cointegration
66
Correlation
66
Korrelation
66
Statistical distribution
62
Statistische Verteilung
62
ARCH model
61
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Undetermined
120
Free
3
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Article
212
Book / Working Paper
4
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Aufsatz in Zeitschrift
Article in journal
216
Graue Literatur
10
Non-commercial literature
10
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5
Working Paper
5
Collection of articles of several authors
2
Sammelwerk
2
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1
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English
216
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Todorov, Viktor
10
Tauchen, George Eugene
7
Andersen, Torben
6
Francq, Christian
6
Li, Jia
6
Li, Yingying
6
Phillips, Peter C. B.
6
Kim, Donggyu
5
Mykland, Per A.
5
Zakoïan, Jean-Michel
5
Gao, Jiti
4
Koopman, Siem Jan
4
Varneskov, Rasmus Tangsgaard
4
Zhang, Lan
4
Aït-Sahalia, Yacine
3
Bollerslev, Tim
3
Fan, Jianqing
3
Hualde, Javier
3
Meddahi, Nour
3
Park, Joon Y.
3
Rodrigues, Paulo M. M.
3
Shephard, Neil G.
3
Taylor, Robert
3
Tu, Yundong
3
Wang, Qiying
3
Wang, Yazhen
3
Xiu, Dacheng
3
Zhu, Ke
3
Barigozzi, Matteo
2
Boswijk, Herman Peter
2
Chambers, Marcus J.
2
Clinet, Simon
2
Engle, Robert F.
2
Gallant, A. Ronald
2
Georgiev, Iliyan
2
Ghysels, Eric
2
Gouriéroux, Christian
2
Grynkiv, Iaryna
2
Harris, David
2
Hualde, J.
2
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
Cambridge working papers in economics
Journal of econometrics
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
57
Economics letters
47
Econometric reviews
44
Econometric theory
40
Economic modelling
34
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
33
Journal of empirical finance
28
Econometrics : open access journal
26
International journal of economics and financial issues : IJEFI
22
Journal of banking & finance
22
The econometrics journal
22
Applied economics letters
21
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
20
International journal of forecasting
20
Quantitative finance
20
Applied economics
18
Finance research letters
17
Journal of financial econometrics
17
Journal of forecasting
16
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
15
International journal of theoretical and applied finance
14
Journal of risk and financial management : JRFM
14
The North American journal of economics and finance : a journal of financial economics studies
14
Empirical economics : a quarterly journal of the Institute for Advanced Studies
12
International journal of economics and finance
12
Journal of applied econometrics
11
Computational economics
10
Journal of mathematical finance
10
Journal of time series econometrics
10
International review of financial analysis
9
Journal of financial economics
9
Oxford bulletin of economics and statistics
9
The journal of finance : the journal of the American Finance Association
9
Central European journal of economic modelling and econometrics
8
Finance and stochastics
8
International Journal of Energy Economics and Policy : IJEEP
8
Journal of financial and quantitative analysis : JFQA
8
Journal of international financial markets, institutions & money
8
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ECONIS (ZBW)
216
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216
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1
Asymptotic F test in regressions with observations collected at high frequency over long span
Pellatt, Daniel F.
;
Sun, Yixiao
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1281-1309
Persistent link: https://www.econbiz.de/10014471377
Saved in:
2
Parametric estimation of long memory in factor models
Ergemen, Yunus Emre
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1483-1499
Persistent link: https://www.econbiz.de/10014471404
Saved in:
3
Tail index estimation in the presence of covariates : stock returns' tail risk dynamics
Nicolau, João
;
Rodrigues, Paulo M. M.
;
Stoykov, Marian Z.
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 2266-2284
Persistent link: https://www.econbiz.de/10014471455
Saved in:
4
Two-stage weighted least squares estimator of the conditional mean of observation-driven time series models
Aknouche, Abdelhakim
;
Francq, Christian
- In:
Journal of econometrics
237
(
2023
)
2,2
,
pp. 1-22
Persistent link: https://www.econbiz.de/10014471524
Saved in:
5
Volatility measurement with pockets of extreme return persistence
Andersen, Torben
;
Li, Yingying
;
Todorov, Viktor
;
Zhou, Bo
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014471793
Saved in:
6
Predictive quantile regression with mixed roots and increasing dimensions : the ALQR approach
Fan, Rui
;
Lee, Ji Hyung
;
Shin, Youngki
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-19
Persistent link: https://www.econbiz.de/10014471819
Saved in:
7
Semiparametric estimation of latent variable asset pricing models
Dalderop, Jeroen
- In:
Journal of econometrics
236
(
2023
)
1
,
pp. 1-30
Persistent link: https://www.econbiz.de/10014332225
Saved in:
8
Bias reduction in spot volatility estimation from options
Todorov, Viktor
;
Zhang, Yang
- In:
Journal of econometrics
234
(
2023
)
1
,
pp. 53-81
Persistent link: https://www.econbiz.de/10014364661
Saved in:
9
Fully modified least squares cointegrating parameter estimation in multicointegrated systems
Kheifets, Igor L.
;
Phillips, Peter C. B.
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 300-319
Persistent link: https://www.econbiz.de/10014339925
Saved in:
10
When bias contributes to variance : true limit theory in functional coefficient cointegrating regression
Phillips, Peter C. B.
;
Wang, Ying
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 469-489
Persistent link: https://www.econbiz.de/10014340035
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