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subject:"Probability theory"
type_genre:"Collection of articles of several authors"
~isPartOf:"Journal of empirical finance"
~subject:"Makroökonometrie"
~subject:"Statistik"
~subject:"Volatilität"
~type_genre:"Article in journal"
~type_genre:"Lehrbuch"
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Search: subject_exact:"Estimation theory"
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Probability theory
Makroökonometrie
Statistik
Volatilität
Estimation theory
75
Schätztheorie
75
Time series analysis
24
Zeitreihenanalyse
24
Estimation
22
Schätzung
22
Volatility
20
Capital income
19
Kapitaleinkommen
19
Theorie
17
Theory
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ARCH model
13
ARCH-Modell
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Forecasting model
12
Prognoseverfahren
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Börsenkurs
11
Portfolio selection
11
Portfolio-Management
11
Share price
11
Stochastic process
10
Stochastischer Prozess
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Autocorrelation
9
Autokorrelation
9
Statistical distribution
8
Statistische Verteilung
8
Correlation
7
Korrelation
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Nichtparametrisches Verfahren
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Nonparametric statistics
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Yield curve
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Zinsstruktur
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CAPM
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Regression analysis
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Regressionsanalyse
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USA
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United States
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Bayes-Statistik
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Collection of articles of several authors
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Lehrbuch
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20
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English
20
Author
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Abergel, Frédéric
1
Amado, Cristina
1
Asai, Manabu
1
Cheng, Wan-hsiu
1
Chourdakis, Kyriakos
1
Creel, Michael D.
1
D'Addona, Stefano
1
Dalla, Violetta
1
Daníelsson, Jón
1
Dotsis, George
1
Ghosh, Anisha
1
Hao, Hong-Xia
1
Hung, Jui-cheng
1
Huth, Nicolas
1
Jondeau, Eric
1
Kang, Kyu Ho
1
King, Maxwell L.
1
Kinnunen, Jyri
1
Kristensen, Dennis
1
Lee, Cheol Woo
1
Lee, Kyungsub
1
Li, Minqiang
1
Lin, Jin-Guan
1
Linton, Oliver
1
Marinelli, Carlo
1
Seo, Byoung Ki
1
Sun, Licheng
1
Taylor, Stephen
1
Teräsvirta, Timo
1
Xu, Xinzhong
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Ye, Xu-Guo
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Zhang, Xibin
1
Zhao, Yan-Yong
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Zoubi, Haitham al-
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Journal of empirical finance
Journal of econometrics
144
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
63
Economics letters
40
Econometric reviews
33
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
27
Econometric theory
26
International journal of forecasting
26
Economic modelling
20
Journal of financial econometrics : official journal of the Society for Financial Econometrics
19
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
18
Quantitative finance
17
The econometrics journal
17
Statistics in transition : an international journal of the Polish Statistical Association
16
European journal of operational research : EJOR
15
Finance research letters
14
International journal of theoretical and applied finance
13
Journal of banking & finance
13
Journal of financial econometrics
13
Journal of forecasting
13
Journal of risk and financial management : JRFM
12
Econometrics : open access journal
11
The North American journal of economics and finance : a journal of financial economics studies
11
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
10
Insurance / Mathematics & economics
10
Journal of economic dynamics & control
10
Computational economics
9
Journal of quantitative economics
9
Statistical papers
9
Applied economics
8
Finance and stochastics
8
International journal of economics and financial issues : IJEFI
8
Journal of mathematical finance
8
Journal of the American Statistical Association : JASA
8
Applied economics letters
7
International journal of financial engineering
7
Risks : open access journal
7
The journal of risk model validation
7
The review of economic studies
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Decisions in economics and finance : DEF ; a journal of applied mathematics
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ECONIS (ZBW)
20
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1
Estimating and testing skewness in a stochastic volatility model
Lee, Cheol Woo
;
Kang, Kyu Ho
- In:
Journal of empirical finance
72
(
2023
),
pp. 445-467
Persistent link: https://www.econbiz.de/10014476881
Saved in:
2
Estimation with mixed data frequencies : a bias-correction approach
Ghosh, Anisha
;
Linton, Oliver
- In:
Journal of empirical finance
74
(
2023
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014477062
Saved in:
3
Bond and option prices with permanent shocks
Zoubi, Haitham al-
- In:
Journal of empirical finance
53
(
2019
),
pp. 272-290
Persistent link: https://www.econbiz.de/10012171645
Saved in:
4
Dynamic cross-autocorrelation in stock returns
Kinnunen, Jyri
- In:
Journal of empirical finance
40
(
2017
),
pp. 162-173
Persistent link: https://www.econbiz.de/10011744473
Saved in:
5
Marked Hawkes process modeling of price dynamics and volatility estimation
Lee, Kyungsub
;
Seo, Byoung Ki
- In:
Journal of empirical finance
40
(
2017
),
pp. 174-200
Persistent link: https://www.econbiz.de/10011745018
Saved in:
6
Nonparametric estimates of pricing functionals
Marinelli, Carlo
;
D'Addona, Stefano
- In:
Journal of empirical finance
44
(
2017
),
pp. 19-35
Persistent link: https://www.econbiz.de/10011817977
Saved in:
7
ABC of SV: limited information likelihood inference in stochastic volatility jump-diffusion models
Creel, Michael D.
;
Kristensen, Dennis
- In:
Journal of empirical finance
31
(
2015
),
pp. 85-108
Persistent link: https://www.econbiz.de/10011489408
Saved in:
8
The dynamics of squared returns under contemporaneous aggregation of GARCH models
Jondeau, Eric
- In:
Journal of empirical finance
32
(
2015
),
pp. 80-93
Persistent link: https://www.econbiz.de/10011556785
Saved in:
9
Power transformations of absolute returns and long memory estimation
Dalla, Violetta
- In:
Journal of empirical finance
33
(
2015
),
pp. 1-18
Persistent link: https://www.econbiz.de/10011556833
Saved in:
10
Two-step estimation of the volatility functions in diffusion models with empirical applications
Ye, Xu-Guo
;
Lin, Jin-Guan
;
Zhao, Yan-Yong
;
Hao, Hong-Xia
- In:
Journal of empirical finance
33
(
2015
),
pp. 135-159
Persistent link: https://www.econbiz.de/10011556861
Saved in:
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