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subject:"Großbritannien"
subject:"Volatilität"
~isPartOf:"Journal of financial econometrics"
~subject:"Nichtparametrisches Verfahren"
~type_genre:"Article in journal"
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Search: subject_exact:"Estimation theory"
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Großbritannien
Volatilität
Nichtparametrisches Verfahren
Estimation theory
48
Schätztheorie
48
Estimation
19
Schätzung
19
Time series analysis
14
Zeitreihenanalyse
14
Volatility
13
Correlation
9
Korrelation
9
Statistical test
9
Statistischer Test
9
ARCH model
8
ARCH-Modell
8
Forecasting model
8
Portfolio selection
8
Portfolio-Management
8
Prognoseverfahren
8
Statistical distribution
8
Statistische Verteilung
8
Capital income
7
Kapitaleinkommen
7
Risikomaß
7
Risikoprämie
7
Risk measure
7
Risk premium
7
Analysis of variance
6
CAPM
6
Robust statistics
6
Robustes Verfahren
6
Sampling
6
Stichprobenerhebung
6
Varianzanalyse
6
Induktive Statistik
5
Statistical inference
5
Stochastic process
5
Stochastischer Prozess
5
Börsenkurs
4
Regression analysis
4
Regressionsanalyse
4
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13
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2
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Article
15
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Article in journal
Aufsatz in Zeitschrift
15
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English
15
Author
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Sancetta, Alessio
2
Buccheri, Giuseppe
1
Casas, Isabel
1
Cipollini, Fabrizio
1
Ferreira, Eva
1
Gallo, Giampiero M.
1
Grassi, Stefano
1
Grønneberg, Steffen
1
Gu, Zhutong
1
Hong, Seok Young
1
Hung, Mao-Wei
1
Inoue, Atsushi
1
Jiang, Yixiao
1
Ko, Yi-Chen
1
Liu, Cheng
1
Liu, Qiang
1
Liu, Zhi
1
Livieri, Giulia
1
Lu, Jin
1
Lucas, André
1
Mancino, Maria Elvira
1
Marmi, Stefano
1
Nadler, Philip
1
Nolte, Ingmar
1
Noureldin, Diaa
1
Opschoor, Anne
1
Orbe-Mandaluniz, Susan
1
Palandri, Alessandro
1
Pelletier, Denis
1
Sucarrat, Genaro
1
Tang, Cheng Yong
1
Taylor, Stephen
1
Toscano, Giacomo
1
Vocalelli, Giorgio
1
Wang, Jr-Yan
1
Yang, Shuyang
1
Zhao, Xiaolu
1
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Journal of financial econometrics
Journal of econometrics
413
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
151
Econometric theory
116
Economics letters
107
Econometric reviews
102
Journal of the American Statistical Association : JASA
79
The econometrics journal
70
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
45
Quantitative economics : QE ; journal of the Econometric Society
37
Economic modelling
32
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
29
European journal of operational research : EJOR
29
Journal of applied econometrics
28
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
28
International journal of forecasting
26
Econometrics : open access journal
25
Journal of banking & finance
23
Journal of empirical finance
22
Journal of financial econometrics : official journal of the Society for Financial Econometrics
22
Applied economics letters
20
Journal of risk and financial management : JRFM
20
Applied economics
19
Computational economics
19
Energy economics
18
Quantitative finance
18
Oxford bulletin of economics and statistics
16
Insurance / Mathematics & economics
15
Journal of productivity analysis
15
Finance research letters
14
International journal of theoretical and applied finance
14
Journal of forecasting
14
Empirical economics : a quarterly journal of the Institute for Advanced Studies
11
The North American journal of economics and finance : a journal of financial economics studies
11
International journal of economics and financial issues : IJEFI
10
Journal of econometric methods
10
The review of economic studies
10
Cambridge working papers in economics
9
Finance and stochastics
9
Operations research
9
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ECONIS (ZBW)
15
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1
Empirical asset pricing with functional factors
Nadler, Philip
;
Sancetta, Alessio
- In:
Journal of financial econometrics
21
(
2023
)
4
,
pp. 1258-1281
Persistent link: https://www.econbiz.de/10014391457
Saved in:
2
Intraday trades profile estimation : an intensity approach
Sancetta, Alessio
- In:
Journal of financial econometrics
21
(
2023
)
3
,
pp. 651-677
Persistent link: https://www.econbiz.de/10014314773
Saved in:
3
Volatility of volatility estimation : central limit theorems for the fourier transform estimator and empirical study of the daily time series stylized facts
Toscano, Giacomo
;
Livieri, Giulia
;
Mancino, Maria Elvira
; …
- In:
Journal of financial econometrics
22
(
2024
)
1
,
pp. 252-296
Persistent link: https://www.econbiz.de/10014526318
Saved in:
4
Estimating risk in illiquid markets : a model of market friction with stochastic volatility
Buccheri, Giuseppe
;
Grassi, Stefano
;
Vocalelli, Giorgio
- In:
Journal of financial econometrics
22
(
2024
)
2
,
pp. 531-574
Persistent link: https://www.econbiz.de/10014526336
Saved in:
5
Dynamic covariance matrix estimation and portfolio analysis with high-frequency data
Liu, Cheng
;
Tang, Cheng Yong
- In:
Journal of financial econometrics
22
(
2024
)
2
,
pp. 461-491
Persistent link: https://www.econbiz.de/10014526333
Saved in:
6
Estimating unobserved soft adjustment in credit rating models : before and after the Dodd-Frank act
Gu, Zhutong
;
Jiang, Yixiao
;
Yang, Shuyang
- In:
Journal of financial econometrics
21
(
2023
)
5
,
pp. 1791-1819
Persistent link: https://www.econbiz.de/10014444750
Saved in:
7
An application of damped diffusion for modeling volatility dynamics
Hung, Mao-Wei
;
Ko, Yi-Chen
;
Wang, Jr-Yan
- In:
Journal of financial econometrics
21
(
2023
)
3
,
pp. 779-809
Persistent link: https://www.econbiz.de/10014314820
Saved in:
8
Volatility estimation and forecasts based on price durations
Hong, Seok Young
;
Nolte, Ingmar
;
Taylor, Stephen
;
Zhao, …
- In:
Journal of financial econometrics
21
(
2023
)
1
,
pp. 106-144
Persistent link: https://www.econbiz.de/10013542852
Saved in:
9
Volatility prediction using a realized-measure-based component model
Noureldin, Diaa
- In:
Journal of financial econometrics
20
(
2022
)
1
,
pp. 76-104
Persistent link: https://www.econbiz.de/10012878187
Saved in:
10
Risk estimation with a time-varying probability of zero returns
Sucarrat, Genaro
;
Grønneberg, Steffen
- In:
Journal of financial econometrics
20
(
2022
)
2
,
pp. 278-309
Persistent link: https://www.econbiz.de/10013187979
Saved in:
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