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subject:"Probability theory"
subject:"Statistische Methodenlehre"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~subject:"Volatility"
~type:"article"
~type_genre:"Article in journal"
~type_genre:"Systematic review"
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Search: subject_exact:"Estimation theory"
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Probability theory
Statistische Methodenlehre
Volatility
Estimation theory
590
Schätztheorie
590
Theorie
195
Theory
195
Time series analysis
138
Zeitreihenanalyse
138
Estimation
127
Schätzung
127
Nichtparametrisches Verfahren
109
Nonparametric statistics
109
USA
93
United States
93
Regression analysis
89
Regressionsanalyse
89
Forecasting model
43
Prognoseverfahren
43
Statistical test
43
Statistischer Test
43
Volatilität
42
Induktive Statistik
41
Panel
41
Panel study
41
Statistical inference
41
Correlation
35
Korrelation
35
Capital income
29
Kapitaleinkommen
29
Statistical theory
29
Maximum likelihood estimation
28
Maximum-Likelihood-Schätzung
28
Bootstrap approach
26
Bootstrap-Verfahren
26
Simulation
26
ARCH model
25
ARCH-Modell
25
Method of moments
25
Momentenmethode
25
Causality analysis
24
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Undetermined
29
Free
3
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Article in journal
Systematic review
Aufsatz in Zeitschrift
86
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English
86
Author
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Akgiray, Vedat
2
Ghysels, Eric
2
Gregory, Allan W.
2
Hansen, Bruce E.
2
Hautsch, Nikolaus
2
Jing, Bingyi
2
Qin, Jing
2
Shephard, Neil G.
2
Silvapulle, Paramsothy
2
Vanhonacker, Wilfried R.
2
Yang, Xiye
2
Alfelt, Gustav
1
Allenby, Greg M.
1
Altonji, Joseph G.
1
Amado, Cristina
1
Andersen, Torben
1
Andreou, Elena
1
Bandi, Federico M.
1
Bauwens, Luc
1
Bibinger, Markus
1
Bodnar, Taras
1
Bollerslev, Tim
1
Booth, G. Geoffrey
1
Bormetti, Giacomo
1
Boswijk, Herman Peter
1
Bowden, Roger J.
1
Breunig, Christoph
1
Buccheri, Giuseppe
1
Burnside, Craig
1
Chan, Joshua
1
Chaves, Leonardo Salim Saker
1
Chen Zhou
1
Chen, Tao
1
Chen, Wilson Ye
1
Chen, Xiangjin B.
1
Cheung, Yin-Wong
1
Christiano, Lawrence J.
1
Clark, Todd E.
1
Corsi, Fulvio
1
Den Haan, Wouter J.
1
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Journal of econometrics
171
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
67
Economics letters
61
Econometric reviews
57
Econometric theory
45
International journal of forecasting
23
Journal of empirical finance
20
Journal of financial econometrics : official journal of the Society for Financial Econometrics
18
The econometrics journal
18
Economic modelling
17
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
17
European journal of operational research : EJOR
16
Quantitative finance
16
Statistics in transition : an international journal of the Polish Statistical Association
16
Finance research letters
15
Econometrics : open access journal
14
International journal of theoretical and applied finance
13
Journal of banking & finance
13
Journal of financial econometrics
13
Journal of forecasting
13
International economic review
12
Journal of risk and financial management : JRFM
12
Oxford bulletin of economics and statistics
12
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
11
Insurance / Mathematics & economics
11
Journal of quantitative economics : official journal of the Indian Econometric Society
11
The North American journal of economics and finance : a journal of financial economics studies
11
The review of economic studies
11
American journal of agricultural economics
10
Computational economics
10
Journal of the American Statistical Association : JASA
10
Statistical papers
10
Journal of applied econometrics
9
Journal of quantitative economics
9
The review of economics and statistics
9
Annales d'économie et de statistique
8
Finance and stochastics
8
International journal of economics and financial issues : IJEFI
8
Journal of economic dynamics & control
8
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ECONIS (ZBW)
86
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1
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:
2
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:
3
Testing the multivariate regular variation model
Einmahl, John H. J.
;
Yang, Fan
;
Chen Zhou
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
4
,
pp. 907-919
Persistent link: https://www.econbiz.de/10012653202
Saved in:
4
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:
5
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:
6
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:
7
From conditional quantile regression to marginal quantile estimation with applications to missing data and causal inference
Ma, Huijuan
;
Qin, Jing
;
Zhou, Yong
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
4
,
pp. 1377-1390
Persistent link: https://www.econbiz.de/10014448657
Saved in:
8
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:
9
Semiparametric tail index regression
Li, Rui
;
Leng, Chenlei
;
You, Jinhong
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
1
,
pp. 82-95
Persistent link: https://www.econbiz.de/10012804089
Saved in:
10
The grid bootstrap for continuous time models
Lui, Yiu Lim
;
Xiao, Weilin
;
Yu, Jun
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
3
,
pp. 1390-1402
Persistent link: https://www.econbiz.de/10013539532
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