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isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
subject:"Volatility"
~isPartOf:"International journal of economics and financial issues : IJEFI"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~isPartOf:"Journal of financial economics"
~subject:"Capital income"
~subject:"Multivariate analysis"
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Search: subject_exact:"Estimation theory"
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Volatility
Capital income
Multivariate analysis
Estimation theory
761
Schätztheorie
761
Theorie
217
Theory
217
Estimation
179
Schätzung
179
Time series analysis
177
Zeitreihenanalyse
177
Nichtparametrisches Verfahren
126
Nonparametric statistics
126
Regression analysis
110
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110
USA
105
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104
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Forecasting model
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Statistical test
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Börsenkurs
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Maximum likelihood estimation
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Maximum-Likelihood-Schätzung
32
Method of moments
31
Momentenmethode
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Statistical theory
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English
115
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Ghysels, Eric
3
Corsi, Fulvio
2
Engle, Robert F.
2
Francq, Christian
2
Hautsch, Nikolaus
2
Jing, Bingyi
2
Kong, Xinbing
2
Koopman, Siem Jan
2
Lan, Wei
2
Li, Dong
2
Mykland, Per A.
2
Shephard, Neil G.
2
Su, Liangjun
2
Tsai, Chih-Ling
2
Van Keilegom, Ingrid
2
Yang, Xiye
2
Adrian, Tobias
1
Ahlgren, Niklas
1
Aielli, Gian Piero
1
Akgiray, Vedat
1
Alfelt, Gustav
1
Amado, Cristina
1
Andersen, Torben
1
Andreou, Alena
1
Andreou, Elena
1
Ang, Andrew
1
Antell, Jan
1
Ascorbebeitia, Jone
1
Audrino, Francesco
1
Bakshi, Gurdip S.
1
Balter, Janine
1
Bandi, Federico M.
1
Bauwens, Luc
1
Belasri, Yassine
1
Bibinger, Markus
1
Bodnar, Taras
1
Bollerslev, Tim
1
Booth, G. Geoffrey
1
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1
Bormetti, Giacomo
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 financial economics
Journal of econometrics
153
Journal of empirical finance
35
Economics letters
33
Discussion paper / Tinbergen Institute
29
Econometric reviews
27
Finance research letters
22
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
21
Econometric theory
20
Journal of forecasting
19
Journal of the American Statistical Association : JASA
19
CREATES research paper
18
Economic modelling
18
Journal of banking & finance
18
Quantitative finance
18
International journal of forecasting
16
Journal of financial econometrics
16
Journal of risk and financial management : JRFM
16
SFB 649 discussion paper
16
The econometrics journal
16
Econometrics : open access journal
15
International journal of theoretical and applied finance
15
NBER Working Paper
13
The European journal of finance
13
The North American journal of economics and finance : a journal of financial economics studies
12
Working papers
12
Computational economics
11
Journal of mathematical finance
11
Working paper / Department of Econometrics and Business Statistics, Monash University
11
Working paper / National Bureau of Economic Research, Inc.
11
Insurance / Mathematics & economics
10
KBI
10
NBER working paper series
10
The review of financial studies
10
Working paper
10
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
9
European journal of operational research : EJOR
9
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ECONIS (ZBW)
115
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1
An econometric analysis of volatility discovery
Dias, Gustavo Fruet
;
Papailias, Fotis
;
Scherrer, Cristina
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
3
,
pp. 1095-1106
Persistent link: https://www.econbiz.de/10015053535
Saved in:
2
Extreme value estimation for heterogeneous data
Einmahl, John H. J.
;
He, Yi
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
1
,
pp. 255-269
Persistent link: https://www.econbiz.de/10013540838
Saved in:
3
Singular conditional autoregressive Wishart model for realized covariance matrices
Alfelt, Gustav
;
Bodnar, Taras
;
Javed, Farrukh
;
Tyrcha, …
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
3
,
pp. 833-845
Persistent link: https://www.econbiz.de/10014448443
Saved in:
4
Time varying dependence in the cryptocurrency market and COVID 19 panic index : an empirical investigation
Kalai, Lamia
- In:
International journal of economics and financial issues …
12
(
2022
)
2
,
pp. 37-51
Persistent link: https://www.econbiz.de/10013257285
Saved in:
5
Adaptive testing for cointegration with nonstationary volatility
Boswijk, Herman Peter
;
Zu, Yang
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
2
,
pp. 744-755
Persistent link: https://www.econbiz.de/10013534484
Saved in:
6
Volatility estimation when the zero-process is nonstationary
Francq, Christian
;
Sucarrat, Genaro
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
1
,
pp. 53-66
Persistent link: https://www.econbiz.de/10013540630
Saved in:
7
Testing error distribution by kernelized Stein discrepancy in multivariate time series models
Luo, Donghang
;
Zhu, Ke
;
Gong, Huan
;
Li, Dong
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
1
,
pp. 111-125
Persistent link: https://www.econbiz.de/10013540650
Saved in:
8
Inference for nonparametric high-frequency estimators with an application to time variation in betas
Kalnina, Ilze
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
2
,
pp. 538-549
Persistent link: https://www.econbiz.de/10014448338
Saved in:
9
Estimation of leverage effect : kernel function and efficiency
Yang, Xiye
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
3
,
pp. 939-956
Persistent link: https://www.econbiz.de/10014448463
Saved in:
10
Overnight GARCH-Itô volatility models
Kim, Donggyu
;
Shin, Minseok
;
Wang, Yazhen
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
4
,
pp. 1215-1227
Persistent link: https://www.econbiz.de/10014448607
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