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subject:"Großbritannien"
subject:"Kanada"
~isPartOf:"Journal of the American Statistical Association : JASA"
~subject:"Volatilität"
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Search: subject_exact:"Estimation theory"
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Großbritannien
Kanada
Volatilität
Estimation theory
324
Schätztheorie
324
Regression analysis
89
Regressionsanalyse
89
Nichtparametrisches Verfahren
76
Nonparametric statistics
76
Time series analysis
34
Zeitreihenanalyse
34
Estimation
24
Schätzung
24
Sampling
21
Stichprobenerhebung
21
Induktive Statistik
18
Statistical inference
18
Statistical distribution
17
Statistische Verteilung
17
Correlation
16
Korrelation
16
Multivariate Analyse
16
Multivariate analysis
16
Bayes-Statistik
14
Bayesian inference
14
Maximum likelihood estimation
14
Maximum-Likelihood-Schätzung
14
Statistical error
13
Statistischer Fehler
13
Forecasting model
12
Prognoseverfahren
12
Robust statistics
12
Robustes Verfahren
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Statistical test
12
Statistischer Test
12
Bootstrap approach
9
Bootstrap-Verfahren
9
Statistical method
8
Statistische Methode
8
Analysis of variance
7
Monte Carlo simulation
7
Monte-Carlo-Simulation
7
Varianzanalyse
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English
4
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Fan, Jianqing
2
Aït-Sahalia, Yacine
1
Fan, Yingying
1
Garratt, Anthony
1
Jiang, Jiancheng
1
Jing, Bingyi
1
Kong, Xinbing
1
Lee, Kevin C.
1
Liu, Zhi
1
Peng, Heng
1
Pesaran, M. Hashem
1
Shin, Yongcheol
1
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Journal of the American Statistical Association : JASA
Journal of econometrics
122
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
56
Economics letters
30
Discussion paper / Tinbergen Institute
29
Econometric reviews
23
Journal of empirical finance
20
Economic modelling
19
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
18
Econometric theory
17
Journal of banking & finance
16
Journal of financial econometrics : official journal of the Society for Financial Econometrics
16
Oxford bulletin of economics and statistics
16
Quantitative finance
16
CREATES research paper
15
International journal of forecasting
15
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
13
International journal of theoretical and applied finance
13
Journal of applied econometrics
13
Journal of financial econometrics
13
The econometrics journal
13
Finance research letters
12
The North American journal of economics and finance : a journal of financial economics studies
12
Applied economics
11
Journal of forecasting
11
NBER Working Paper
11
Working paper
11
Working paper / National Bureau of Economic Research, Inc.
11
Discussion paper
10
Journal of risk and financial management : JRFM
10
NBER working paper series
10
Applied economics letters
9
Discussion paper / A
9
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
9
Econometrics : open access journal
9
International journal of economics and financial issues : IJEFI
9
SFB 649 discussion paper
9
Finance and stochastics
8
CEMMAP working papers / Centre for Microdata Methods and Practice
7
Discussion papers in economics
7
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
7
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ECONIS (ZBW)
4
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1
Estimating the jump activity index under noisy observations using high-frequency data
Jing, Bingyi
;
Kong, Xinbing
;
Liu, Zhi
- In:
Journal of the American Statistical Association : JASA
106
(
2011
)
494
,
pp. 558-568
Persistent link: https://www.econbiz.de/10009267673
Saved in:
2
Nonparametric transition-based tests for jump diffusions
Aït-Sahalia, Yacine
;
Fan, Jianqing
;
Peng, Heng
- In:
Journal of the American Statistical Association : JASA
104
(
2009
)
487
,
pp. 1102-1116
Persistent link: https://www.econbiz.de/10003902802
Saved in:
3
Dynamic integration of time- and state-domain methods for volatility estimation
Fan, Jianqing
;
Fan, Yingying
;
Jiang, Jiancheng
- In:
Journal of the American Statistical Association : JASA
102
(
2007
)
478
,
pp. 619-631
Persistent link: https://www.econbiz.de/10003490437
Saved in:
4
Forecast uncertainties in macroeconomic modeling : an application to the UK economy
Garratt, Anthony
;
Lee, Kevin C.
;
Pesaran, M. Hashem
; …
- In:
Journal of the American Statistical Association : JASA
98
(
2003
)
464
,
pp. 829-838
Persistent link: https://www.econbiz.de/10001971275
Saved in:
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