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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:"Regression analysis"
~subject:"Share price"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Estimation theory"
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Volatility
Regression analysis
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
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
Kointegration
65
Statistical distribution
62
Statistische Verteilung
62
ARCH model
61
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Undetermined
242
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9
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Article
408
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10
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Aufsatz in Zeitschrift
Article in journal
418
Graue Literatur
13
Non-commercial literature
13
Conference paper
6
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6
Arbeitspapier
5
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5
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2
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2
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418
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Linton, Oliver
10
Todorov, Viktor
10
Chen, Songnian
8
Phillips, Peter C. B.
7
Tauchen, George Eugene
7
Andersen, Torben
6
Francq, Christian
6
Lee, Ji Hyung
6
Li, Jia
6
Li, Yingying
6
Su, Liangjun
6
Sun, Yiguo
6
Taylor, Robert
6
Cai, Zongwu
5
Fan, Jianqing
5
Gao, Jiti
5
Kim, Donggyu
5
Li, Qi
5
Mykland, Per A.
5
Park, Joon Y.
5
Robinson, Peter M.
5
Rodrigues, Paulo M. M.
5
Tu, Yundong
5
Zakoïan, Jean-Michel
5
Breunig, Christoph
4
Demetrescu, Matei
4
Fan, Yanqin
4
Florens, Jean-Pierre
4
Ghysels, Eric
4
Hansen, Christian Bailey
4
Koopman, Siem Jan
4
Li, Degui
4
Sasaki, Yuya
4
Simoni, Anna
4
Xu, Ke-Li
4
Yu, Ping
4
Zhang, Lan
4
Aït-Sahalia, Yacine
3
Bertanha, Marinho
3
Bollerslev, Tim
3
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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
135
Economics letters
118
Econometric theory
107
Journal of the American Statistical Association : JASA
92
Econometric reviews
88
The econometrics journal
65
Economic modelling
41
Econometrics : open access journal
34
European journal of operational research : EJOR
34
International journal of forecasting
34
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
33
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
32
Journal of empirical finance
32
Journal of risk and financial management : JRFM
28
Computational economics
26
Journal of forecasting
25
Journal of banking & finance
24
Applied economics letters
23
Journal of applied econometrics
23
Quantitative economics : QE ; journal of the Econometric Society
23
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
22
Finance research letters
22
Insurance / Mathematics & economics
22
Quantitative finance
21
Empirical economics : a quarterly journal of the Institute for Advanced Studies
19
Applied economics
18
Journal of financial econometrics
18
International journal of economics and financial issues : IJEFI
17
Journal of quantitative economics
16
The North American journal of economics and finance : a journal of financial economics studies
16
International journal of theoretical and applied finance
14
Journal of econometric methods
14
Risks : open access journal
14
Statistical papers
13
The empirical economics letters : a monthly international journal of economics
13
Journal of financial economics
12
Statistics in transition : an international journal of the Polish Statistical Association
12
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
11
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ECONIS (ZBW)
418
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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
Two-step estimation of censored quantile regression for duration models with time-varying regressors
Chen, Songnian
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1310-1336
Persistent link: https://www.econbiz.de/10014471378
Saved in:
3
Penalized time-varying model averaging
Sun, Yuying
;
Hong, Yongmiao
;
Wang, Shouyang
;
Zhang, Xinyu
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1355-1377
Persistent link: https://www.econbiz.de/10014471396
Saved in:
4
The distribution of rolling regression estimators
Cai, Zongwu
;
Juhl, Ted
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1447-1463
Persistent link: https://www.econbiz.de/10014471400
Saved in:
5
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:
6
Jackknife estimation of a cluster-sample IV regression model with many weak instruments
Chao, John C.
;
Swanson, Norman R.
;
Woutersen, Tiemen
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1747-1769
Persistent link: https://www.econbiz.de/10014471426
Saved in:
7
Uniform and Lp convergences for nonparametric continuous time regressions with semiparametric applications
Bu, Ruijun
;
Kim, Jihyun
;
Wang, Bin
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1934-1954
Persistent link: https://www.econbiz.de/10014471437
Saved in:
8
Wald, QLR, and score tests when parameters are subject to linear inequality constraints
Fan, Yanqin
;
Shi, Xuetao
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 2005-2026
Persistent link: https://www.econbiz.de/10014471442
Saved in:
9
Social threshold regression
Konstantinidi, Antri
;
Kourtellos, Andros
;
Sun, Yiguo
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 2057-2081
Persistent link: https://www.econbiz.de/10014471444
Saved in:
10
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
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