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subject:"Sampling"
~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~subject:"Time series analysis"
~subject:"Volatilität"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Government document"
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Search: subject_exact:"Estimation theory"
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Sampling
Time series analysis
Volatilität
Estimation theory
73
Schätztheorie
73
Zeitreihenanalyse
20
Volatility
16
Estimation
15
Schätzung
15
ARCH model
11
ARCH-Modell
11
Market microstructure
10
Marktmikrostruktur
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Capital income
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Kapitaleinkommen
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Nichtparametrisches Verfahren
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Risk measure
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Theorie
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Theory
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Börsenkurs
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Analysis of variance
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Noise Trading
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Statistical test
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Statistischer Test
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Varianzanalyse
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29
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Aufsatz in Zeitschrift
Government document
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30
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English
30
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Corsi, Fulvio
2
Engle, Robert F.
2
Frederiksen, Per
2
Andreou, Alena
1
Audrino, Francesco
1
Balter, Janine
1
Bos, Charles S.
1
Caldeira, João F.
1
Candelon, Bertrand
1
Carrasco, Marine
1
Chen, Yi-ting
1
Christensen, Kim
1
Colletaz, Gilbert
1
Di, Jianing
1
Fan, Jianqing
1
Fan, Yingying
1
Francq, Christian
1
Gangopadhyay, Ashis
1
Ghysels, Eric
1
Gonzalo, Jesús
1
Gregory, Allan W.
1
Hassler, Uwe
1
Herwartz, Helmut
1
Hill, Jonathan B.
1
Horváth, Lajos
1
Hsieh, Chih-sheng
1
Hurlin, Christophe
1
Härdle, Wolfgang
1
Ikeda, Shin S.
1
Janus, Paweł
1
Kokoszka, Piotr
1
Koopman, Siem Jan
1
Kotchoni, Rachidi
1
Li, Yingying
1
Lv, Jinchi
1
Miao, Hong
1
Mira, Antonietta
1
Moura, Guilherme Valle
1
Mykland, Per A.
1
Nagakura, Daisuke
1
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
Journal of econometrics
400
Economics letters
175
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
172
Econometric theory
170
Econometric reviews
105
International journal of forecasting
71
Journal of forecasting
61
Econometrics : open access journal
59
Applied economics letters
58
Journal of the American Statistical Association : JASA
58
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
56
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
55
Economic modelling
48
The econometrics journal
48
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
43
Applied economics
42
Journal of applied econometrics
40
Journal of empirical finance
40
Journal of time series econometrics
40
Computational economics
36
Statistics in transition : an international journal of the Polish Statistical Association
36
Oxford bulletin of economics and statistics
26
Série des documents de travail / Centre de Recherche en Économie et Statistique
26
Journal of financial econometrics
24
Journal of risk and financial management : JRFM
22
The review of economics and statistics
22
Finance research letters
21
Journal of banking & finance
21
Quantitative economics : QE ; journal of the Econometric Society
18
International journal of economics and financial issues : IJEFI
17
Quantitative finance
17
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
16
The North American journal of economics and finance : a journal of financial economics studies
16
The review of economic studies
16
European journal of operational research : EJOR
15
Journal of macroeconomics
15
Statistical papers
15
International journal of theoretical and applied finance
14
Journal of economic dynamics & control
14
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ECONIS (ZBW)
30
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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
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:
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
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:
6
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:
7
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:
8
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:
9
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
Saved in:
10
A Bayesian high-frequency estimator of the multivariate covariance of noisy and asynchronous returns
Peluso, Stefano
;
Corsi, Fulvio
;
Mira, Antonietta
- In:
Journal of financial econometrics : official journal of …
13
(
2015
)
3
,
pp. 665-697
Persistent link: https://www.econbiz.de/10011339256
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