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subject:"Probability theory"
subject:"Statistische Methodenlehre"
~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~isPartOf:"Journal of the Royal Statistical Society"
~subject:"Ausreißer"
~subject:"Marktmikrostruktur"
~subject:"Zeitreihenanalyse"
~type_genre:"Article in journal"
~type_genre:"Biografie"
~type_genre:"Book section"
~type_genre:"Systematic review"
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Search: subject_exact:"Estimation theory"
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Probability theory
Statistische Methodenlehre
Ausreißer
Marktmikrostruktur
Zeitreihenanalyse
Estimation theory
119
Schätztheorie
119
Theorie
50
Theory
50
Time series analysis
27
Volatility
16
Volatilität
16
Estimation
15
Schätzung
15
ARCH model
11
ARCH-Modell
11
Market microstructure
10
Capital income
9
Kapitaleinkommen
9
Nichtparametrisches Verfahren
9
Nonparametric statistics
9
Risikomaß
9
Risk measure
9
Correlation
7
Forecasting model
7
Korrelation
7
Prognoseverfahren
7
Regression analysis
7
Regressionsanalyse
7
Stochastic process
7
Stochastischer Prozess
7
Börsenkurs
6
Share price
6
Analysis of variance
5
Noise Trading
5
Noise trading
5
Statistical test
5
Statistical theory
5
Statistischer Test
5
Varianzanalyse
5
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4
Multivariate Analyse
4
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Article in journal
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English
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Corsi, Fulvio
2
Engle, Robert F.
2
Gallant, A. Ronald
2
Amengual, Dante
1
Audrino, Francesco
1
Balter, Janine
1
Barndorff-Nielsen, Ole E.
1
Berman, Mark
1
Bhansali, R. J.
1
Bormann, Carsten
1
Bruce, Andrew G.
1
Candelon, Bertrand
1
Carrasco, Marine
1
Chen, Yi-ting
1
Christensen, Kim
1
Colletaz, Gilbert
1
Davison, Anthony C.
1
Di, Jianing
1
Diggle, Peter
1
Dorfman, Alan H.
1
Frederiksen, Per
1
Gangopadhyay, Ashis
1
Geweke, John
1
Gonzalo, Jesús
1
Gore, S. M.
1
Gregory, Allan W.
1
Hall, Peter
1
Hart, Jeffrey D.
1
Hassler, Uwe
1
Herwartz, Helmut
1
Hill, Jonathan B.
1
Hosoya, Yuzo
1
Hsieh, Chih-sheng
1
Hurlin, Christophe
1
Härdle, Wolfgang
1
Ikeda, Shin S.
1
Kim, Chae-yŏng
1
Kokoszka, Piotr
1
Kotchoni, Rachidi
1
Li, Yingying
1
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Royal Statistical Society
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
Journal of the Royal Statistical Society
Journal of econometrics
369
Econometric theory
188
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
184
Economics letters
169
Econometric reviews
123
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
90
International journal of forecasting
71
Journal of forecasting
55
Applied economics letters
53
Econometrics : open access journal
52
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
50
The econometrics journal
42
Journal of the American Statistical Association : JASA
41
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
40
Journal of time series econometrics
39
Applied economics
38
Computational economics
35
Oxford bulletin of economics and statistics
35
Economic modelling
34
Journal of applied econometrics
34
Insurance / Mathematics & economics
28
Journal of empirical finance
24
The review of economic studies
21
Statistics in transition : an international journal of the Polish Statistical Association
20
The review of economics and statistics
20
International economic review
19
Journal of economic dynamics & control
18
Journal of quantitative economics : official journal of the Indian Econometric Society
18
Journal of risk and financial management : JRFM
18
Journal of macroeconomics
17
European journal of operational research : EJOR
16
Journal of financial econometrics
16
Statistical papers
16
Annales d'économie et de statistique
15
Finance research letters
15
Quantitative economics : QE ; journal of the Econometric Society
15
American journal of agricultural economics
14
Journal of banking & finance
14
Journal of quantitative economics
14
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ECONIS (ZBW)
41
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1
Dynamic functional regression with application to the cross-section of returns
Kokoszka, Piotr
;
Miao, Hong
;
Reimherr, Matthew
; …
- In:
Journal of financial econometrics : official journal of …
16
(
2018
)
3
,
pp. 461-485
Persistent link: https://www.econbiz.de/10011987795
Saved in:
2
Beyond dimension two : a test for higher-order tail risk
Bormann, Carsten
;
Schaumburg, Julia
;
Schienle, Melanie
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
3
,
pp. 552-580
Persistent link: https://www.econbiz.de/10011623690
Saved in:
3
Dynamic conditional beta
Engle, Robert F.
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
4
,
pp. 643-667
Persistent link: https://www.econbiz.de/10011623818
Saved in:
4
Quantile regression for long memory testing : a case of realized volatility
Hassler, Uwe
;
Rodrigues, Paulo M. M.
;
Rubia, Antonio
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
4
,
pp. 693-724
Persistent link: https://www.econbiz.de/10011623824
Saved in:
5
Reflections on the probability space induced by moment conditions with implications for Bayesian inference
Gallant, A. Ronald
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
2
,
pp. 229-247
Persistent link: https://www.econbiz.de/10011588992
Saved in:
6
Reflections on the probability space induced by moment conditions with implications for Bayesian inference : author response to comments
Gallant, A. Ronald
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
2
,
pp. 284-294
Persistent link: https://www.econbiz.de/10011591037
Saved in:
7
Adaptive Realized Kernels
Carrasco, Marine
;
Kotchoni, Rachidi
- In:
Journal of financial econometrics : official journal of …
13
(
2015
)
4
,
pp. 757-797
Persistent link: https://www.econbiz.de/10011417704
Saved in:
8
Two-scale realized kernels : a univariate case
Ikeda, Shin S.
- In:
Journal of financial econometrics : official journal of …
13
(
2015
)
1
,
pp. 126-165
Persistent link: https://www.econbiz.de/10010519659
Saved in:
9
A state space approach to estimating the integrated variance under the existence of market microstructure noise
Nagakura, Daisuke
;
Watanabe, Toshiaki
- In:
Journal of financial econometrics : official journal of …
13
(
2015
)
1
,
pp. 45-82
Persistent link: https://www.econbiz.de/10010519663
Saved in:
10
Expected shortfall estimation and Gaussian inference for infinite variance time series
Hill, Jonathan B.
- In:
Journal of financial econometrics : official journal of …
13
(
2015
)
1
,
pp. 1-44
Persistent link: https://www.econbiz.de/10010519664
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