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isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
subject:"Volatility"
~isPartOf:"European journal of operational research : EJOR"
~subject:"Analysis of variance"
~subject:"Estimation"
~subject:"Noise Trading"
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Search: subject_exact:"Estimation theory"
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Volatility
Analysis of variance
Estimation
Noise Trading
Estimation theory
254
Schätztheorie
254
Regression analysis
35
Regressionsanalyse
35
Nichtparametrisches Verfahren
34
Nonparametric statistics
34
Schätzung
32
Technical efficiency
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Technische Effizienz
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Production function
28
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Mathematical programming
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Time series analysis
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Data envelopment analysis
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Kumbhakar, Subal
4
Audrino, Francesco
2
Bodnar, Taras
2
Corsi, Fulvio
2
Tsionas, Efthymios G.
2
Adcock, C. J.
1
Ahlgren, Niklas
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Andreou, Alena
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Antell, Jan
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Badescu, Alexandru
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Bos, Charles S.
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Brandão, Luiz Eduardo Teixeira
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Bu, Ruijun
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Calabrese, Raffaella
1
Caldeira, João F.
1
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Carrasco, Marine
1
Cave, Joshua
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
European journal of operational research : EJOR
Journal of econometrics
297
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
154
Economics letters
126
Econometric reviews
70
Economic modelling
60
Applied economics letters
59
Discussion paper series / IZA
58
Discussion paper / Tinbergen Institute
54
NBER Working Paper
54
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
52
CEMMAP working papers / Centre for Microdata Methods and Practice
50
NBER working paper series
48
Applied economics
46
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
44
Journal of applied econometrics
40
Working paper / Department of Econometrics and Business Statistics, Monash University
39
Journal of banking & finance
38
The econometrics journal
38
Journal of empirical finance
37
Working paper / National Bureau of Economic Research, Inc.
37
Econometric theory
36
Working paper
36
International journal of forecasting
33
Journal of the American Statistical Association : JASA
33
CESifo working papers
32
IZA Discussion Paper
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Quantitative economics : QE ; journal of the Econometric Society
31
Discussion papers / CEPR
30
CREATES research paper
29
Discussion paper
29
Econometrics : open access journal
28
Empirical economics : a quarterly journal of the Institute for Advanced Studies
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Finance research letters
26
Computational economics
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Journal of financial econometrics
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Journal of forecasting
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The review of economics and statistics
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SFB 649 discussion paper
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Adaptive Realized Kernels
Carrasco, Marine
;
Kotchoni, Rachidi
- In:
Journal of financial econometrics : official journal of …
13
(
2015
)
4
,
pp. 757-797
Persistent link: https://www.econbiz.de/10011417704
Saved in:
22
Two-scale realized kernels : a univariate case
Ikeda, Shin S.
- In:
Journal of financial econometrics : official journal of …
13
(
2015
)
1
,
pp. 126-165
Persistent link: https://www.econbiz.de/10010519659
Saved in:
23
On the optimal estimating function method for conditional correlation models
Chen, Yi-ting
- In:
Journal of financial econometrics : official journal of …
13
(
2015
)
1
,
pp. 83-125
Persistent link: https://www.econbiz.de/10010519661
Saved in:
24
A state space approach to estimating the integrated variance under the existence of market microstructure noise
Nagakura, Daisuke
;
Watanabe, Toshiaki
- In:
Journal of financial econometrics : official journal of …
13
(
2015
)
1
,
pp. 45-82
Persistent link: https://www.econbiz.de/10010519663
Saved in:
25
A Bayesian high-frequency estimator of the multivariate covariance of noisy and asynchronous returns
Peluso, Stefano
;
Corsi, Fulvio
;
Mira, Antonietta
- In:
Journal of financial econometrics : official journal of …
13
(
2015
)
3
,
pp. 665-697
Persistent link: https://www.econbiz.de/10011339256
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26
Quarticity estimation on ohlc data
Balter, Janine
- In:
Journal of financial econometrics : official journal of …
13
(
2015
)
2
,
pp. 505-519
Persistent link: https://www.econbiz.de/10011339287
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27
Rounding errors and volatility estimation
Li, Yingying
;
Mykland, Per A.
- In:
Journal of financial econometrics : official journal of …
13
(
2015
)
2
,
pp. 478-504
Persistent link: https://www.econbiz.de/10011339292
Saved in:
28
Global minimum variance portfolio optimisation under some model risk : a robust regression-based approach
Maillet, Bertrand
;
Tokpavi, Sessi
;
Vaucher, Benoit
- In:
European journal of operational research : EJOR
244
(
2015
)
1
,
pp. 289-299
Persistent link: https://www.econbiz.de/10010531938
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29
Productivity and efficiency estimation : a semiparametric stochastic cost frontier approach
Sun, Kai
;
Kumbhakar, Subal
;
Tveterås, Ragnar
- In:
European journal of operational research : EJOR
245
(
2015
)
1
,
pp. 194-202
Persistent link: https://www.econbiz.de/10011290698
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30
Non-Gaussian GARCH option pricing models and their diffusion limits
Badescu, Alexandru
;
Elliott, Robert J.
;
Ortega, Juan-Pablo
- In:
European journal of operational research : EJOR
247
(
2015
)
3
,
pp. 820-830
Persistent link: https://www.econbiz.de/10011386309
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