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subject:"Kapitaleinkommen"
subject:"Statistical theory"
~isPartOf:"Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~subject:"Volatility"
~type_genre:"Article in journal"
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Search: subject_exact:"Estimation theory"
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Kapitaleinkommen
Statistical theory
Volatility
Estimation theory
922
Schätztheorie
922
Theorie
434
Theory
434
Time series analysis
183
Zeitreihenanalyse
183
Estimation
150
Schätzung
150
Nichtparametrisches Verfahren
148
Nonparametric statistics
148
USA
111
United States
111
Regression analysis
106
Regressionsanalyse
106
Statistische Methodenlehre
74
Induktive Statistik
58
Statistical inference
58
Statistical test
57
Statistischer Test
57
Panel
56
Panel study
56
Forecasting model
51
Prognoseverfahren
51
Volatilität
51
Correlation
37
Korrelation
37
Probability theory
37
Wahrscheinlichkeitsrechnung
37
Instrumental variables
36
Method of moments
36
Momentenmethode
36
IV-Schätzung
35
Simulation
35
Bootstrap approach
32
Bootstrap-Verfahren
32
Capital income
31
ARCH model
30
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Undetermined
35
Free
4
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Article
137
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Article in journal
Aufsatz in Zeitschrift
137
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English
137
Author
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Andrews, Donald W. K.
4
Hansen, Bruce E.
4
Hong, Yongmiao
3
Li, Jia
3
Ploberger, Werner
3
Savin, N. Eugene
3
Bierens, Herman J.
2
Cheung, Yin-Wong
2
Dufour, Jean-Marie
2
Erickson, Timothy
2
Ghysels, Eric
2
Gregory, Allan W.
2
Hautsch, Nikolaus
2
Jeong, Jinook
2
Jing, Bingyi
2
Johansen, Søren
2
Lan, Wei
2
Maddala, Gangadharrao S.
2
Mykland, Per A.
2
Ouliaris, Sam
2
Phillips, Peter C. B.
2
Shephard, Neil G.
2
Silvapulle, Paramsothy
2
Stock, James H.
2
Tsai, Chih-Ling
2
Vanhonacker, Wilfried R.
2
Watson, Mark W.
2
White, Halbert
2
Yang, Xiye
2
Aigner, Dennis J.
1
Akgiray, Vedat
1
Alfelt, Gustav
1
Allenby, Greg M.
1
Amado, Cristina
1
Andersen, Torben
1
Andreou, Elena
1
Bai, Jushan
1
Balestra, Pietro
1
Bandi, Federico M.
1
Bauwens, Luc
1
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Journal of econometrics
169
Economics letters
57
Econometric reviews
51
Econometric theory
38
Journal of empirical finance
34
Journal of financial econometrics : official journal of the Society for Financial Econometrics
24
Finance research letters
22
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
21
Economic modelling
18
Journal of banking & finance
18
Quantitative finance
18
Econometrics : open access journal
17
Journal of forecasting
17
The econometrics journal
17
Journal of financial econometrics
16
International journal of theoretical and applied finance
15
Journal of risk and financial management : JRFM
15
International journal of forecasting
14
The European journal of finance
14
Computational economics
13
Journal of financial economics
13
Oxford bulletin of economics and statistics
12
The North American journal of economics and finance : a journal of financial economics studies
12
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
11
International economic review
11
International journal of economics and financial issues : IJEFI
11
Journal of mathematical finance
11
The review of economics and statistics
11
The review of financial studies
11
Journal of quantitative economics : official journal of the Indian Econometric Society
10
American journal of agricultural economics
9
Annales d'économie et de statistique
9
Journal of economic dynamics & control
9
Journal of financial and quantitative analysis : JFQA
9
Journal of risk
9
The journal of finance : the journal of the American Finance Association
9
The review of economic studies
9
European journal of operational research : EJOR
8
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ECONIS (ZBW)
137
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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
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:
5
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:
6
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:
7
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:
8
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
Saved in:
9
A Bayesian quantile time series model for asset returns
Griffin, Jim E.
;
Mitrodima, Gelly
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
1
,
pp. 16-27
Persistent link: https://www.econbiz.de/10012804077
Saved in:
10
Sequential scaled sparse factor regression
Zheng, Zemin
;
Li, Yang
;
Wu, Jie
;
Wang, Yuchen
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
2
,
pp. 595-604
Persistent link: https://www.econbiz.de/10013533979
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