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subject:"Probability theory"
subject:"Statistische Methodenlehre"
~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~subject:"Schätzung"
~subject:"World"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Systematic review"
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Search: subject_exact:"Estimation theory"
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Probability theory
Statistische Methodenlehre
Schätzung
World
Estimation theory
73
Schätztheorie
73
Time series analysis
20
Zeitreihenanalyse
20
Volatility
16
Volatilität
16
Estimation
15
ARCH model
11
ARCH-Modell
11
Market microstructure
10
Marktmikrostruktur
10
Capital income
9
Kapitaleinkommen
9
Nichtparametrisches Verfahren
9
Nonparametric statistics
9
Risikomaß
9
Risk measure
9
Theorie
9
Theory
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
Statistischer Test
5
Varianzanalyse
5
CAPM
4
Multivariate Analyse
4
Multivariate analysis
4
Portfolio selection
4
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7
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Article
17
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Aufsatz in Zeitschrift
Systematic review
Article in journal
17
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English
17
Author
All
Audrino, Francesco
2
Gallant, A. Ronald
2
Ahlgren, Niklas
1
Amengual, Dante
1
Antell, Jan
1
Balter, Janine
1
Bos, Charles S.
1
Bu, Ruijun
1
Caldeira, João F.
1
Cappiello, Lorenzo
1
Chen, Yi-ting
1
Corsi, Fulvio
1
Engle, Robert F.
1
Francq, Christian
1
Geweke, John
1
Giet, Ludovic
1
Gérard, Bruno
1
Hadri, Kaddour
1
Hassler, Uwe
1
Horváth, Lajos
1
Janus, Paweł
1
Kadareja, Arjan
1
Kim, Chae-yŏng
1
Koopman, Siem Jan
1
Linton, Oliver
1
Lubrano, Michel
1
Lunde, Asger
1
Manganelli, Simone
1
Moon, Seongman
1
Moura, Guilherme Valle
1
Nagakura, Daisuke
1
Nogales, Francisco J.
1
Robert, Christian P.
1
Rodrigues, Paulo M. M.
1
Rubia, Antonio
1
Santos, André A. P.
1
Sentana, Enrique
1
Sims, Christopher A.
1
Trojani, Fabio
1
Velasco, Carlos
1
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
Journal of econometrics
265
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
163
Economics letters
145
Econometric reviews
91
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
76
Applied economics letters
60
Econometric theory
56
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
56
Economic modelling
52
Applied economics
46
Journal of applied econometrics
46
The econometrics journal
35
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
33
Quantitative economics : QE ; journal of the Econometric Society
32
Journal of the American Statistical Association : JASA
31
The review of economics and statistics
31
Econometrics : open access journal
29
European journal of operational research : EJOR
28
International journal of forecasting
28
Empirical economics : a quarterly journal of the Institute for Advanced Studies
27
Journal of banking & finance
27
Insurance / Mathematics & economics
25
Journal of empirical finance
23
Computational economics
22
Finance research letters
21
Journal of forecasting
21
Oxford bulletin of economics and statistics
21
American journal of agricultural economics
20
Energy economics
20
Statistics in transition : an international journal of the Polish Statistical Association
20
International journal of economics and financial issues : IJEFI
19
Journal of financial econometrics
19
International economic review
17
Journal of economic dynamics & control
17
The review of economic studies
17
Journal of risk and financial management : JRFM
16
Annales d'économie et de statistique
15
Journal of quantitative economics : official journal of the Indian Econometric Society
15
Journal of risk
14
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ECONIS (ZBW)
17
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1
Combining multivariate volatility forecasts: an economic-based approach
Caldeira, João F.
;
Moura, Guilherme Valle
;
Nogales, …
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
2
,
pp. 247-285
Persistent link: https://www.econbiz.de/10011987429
Saved in:
2
Tests for abnormal returns in the presence of event-induced cross-sectional correlation
Ahlgren, Niklas
;
Antell, Jan
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
2
,
pp. 286-301
Persistent link: https://www.econbiz.de/10011987446
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
Variance targeting estimation of multivariate GARCH models
Francq, Christian
;
Horváth, Lajos
;
Zakoïan, Jean-Michel
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
2
,
pp. 353-382
Persistent link: https://www.econbiz.de/10011589013
Saved in:
7
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:
8
On the optimal estimating function method for conditional correlation models
Chen, Yi-ting
- In:
Journal of financial econometrics : official journal of …
13
(
2015
)
1
,
pp. 83-125
Persistent link: https://www.econbiz.de/10010519661
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
Quarticity estimation on ohlc data
Balter, Janine
- In:
Journal of financial econometrics : official journal of …
13
(
2015
)
2
,
pp. 505-519
Persistent link: https://www.econbiz.de/10011339287
Saved in:
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