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subject:"Schätztheorie"
~isPartOf:"Discussion paper / Center for Economic Research, Tilburg University"
~isPartOf:"The journal of finance : the journal of the American Finance Association"
~isPartOf:"The review of economics and statistics"
~source:"econis"
~subject:"Volatilität"
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Schätztheorie
Volatilität
Theorie
3,100
Theory
3,100
USA
469
United States
468
Game theory
242
Spieltheorie
242
Estimation theory
229
Estimation
220
Schätzung
220
CAPM
177
Börsenkurs
161
Share price
161
Cooperative game
140
Kooperatives Spiel
140
Portfolio selection
140
Portfolio-Management
140
Mathematical programming
119
Mathematische Optimierung
119
Time series analysis
100
Zeitreihenanalyse
100
Capital income
99
Kapitaleinkommen
99
Experiment
94
Simulation
80
Risiko
78
Risk
78
Asymmetric information
73
Asymmetrische Information
73
Volatility
66
Forecasting model
57
Prognoseverfahren
57
Economics of information
56
Informationsökonomik
56
Capital structure
55
Kapitalstruktur
55
Nichtkooperatives Spiel
55
Noncooperative game
55
Yield curve
55
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Free
24
Undetermined
14
Type of publication
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Article
196
Book / Working Paper
95
Type of publication (narrower categories)
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Article in journal
196
Aufsatz in Zeitschrift
196
Arbeitspapier
95
Working Paper
95
Graue Literatur
89
Non-commercial literature
89
Collection of articles of several authors
2
Sammelwerk
2
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Language
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English
291
Author
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Steel, Mark F. J.
11
Werker, Bas J. M.
9
Bollerslev, Tim
6
Drost, Feike C.
6
Fernández, Carmen
6
Kleijnen, Jack P. C.
6
Soest, Arthur van
6
Groenendaal, Willem J. van
5
Magnus, Jan R.
5
Moors, Johannes J. A.
5
Osiewalski, Jacek
5
Diebold, Francis X.
4
Härdle, Wolfgang
4
Melenberg, Bertrand
4
Nijman, Theodore E.
4
Uhlig, Harald
4
Čížek, Pavel
4
Andersen, Torben
3
Angrist, Joshua D.
3
Baillie, Richard
3
Durbin, James
3
Heckman, James J.
3
Koopman, Siem Jan
3
McAleer, Michael
3
Strijbosch, L. W. G.
3
Verbeek, Marno
3
Abadie, Alberto
2
Akker, Ramon van den
2
Bai, Jushan
2
Banerjee, Anurag Narayan
2
Bera, Anil K.
2
Cecchetti, Stephen G.
2
Chandra, Ramesh
2
Charlier, Erwin
2
Chib, Siddhartha
2
Danilov, Dmitry L.
2
Dubin, Robin A.
2
Dufour, Jean-Marie
2
Dumas, Bernard
2
Einmahl, John H. J.
2
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Institution
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Center for Economic Research <Tilburg>
17
Published in...
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Discussion paper / Center for Economic Research, Tilburg University
The journal of finance : the journal of the American Finance Association
The review of economics and statistics
Journal of econometrics
482
Economics letters
461
Econometric theory
298
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
263
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
254
Working paper / National Bureau of Economic Research, Inc.
242
Econometric reviews
178
NBER working paper series
174
Journal of applied econometrics
166
Série des documents de travail / Centre de Recherche en Économie et Statistique
164
NBER Working Paper
155
Discussion paper / Tinbergen Institute
150
Journal of quantitative economics : official journal of the Indian Econometric Society
142
Journal of banking & finance
121
Oxford bulletin of economics and statistics
111
Discussion paper / Centre for Economic Policy Research
107
Applied economics
106
Journal of economic dynamics & control
105
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
103
Journal of forecasting
99
Working paper
99
Journal of empirical finance
97
International journal of forecasting
93
Economic modelling
89
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
88
CORE discussion paper : DP
87
Journal of international money and finance
86
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
81
Statistical papers
81
Journal of financial economics
80
Finance research letters
79
International journal of theoretical and applied finance
79
Mathematical finance : an international journal of mathematics, statistics and financial theory
77
The review of financial studies
75
International economic review
73
The review of economic studies
68
SFB 649 discussion paper
64
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ECONIS (ZBW)
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1
Liquidity fluctuations in over-the-counter markets
Maurin, Vincent
- In:
The journal of finance : the journal of the American …
77
(
2022
)
2
,
pp. 1325-1369
Persistent link: https://www.econbiz.de/10013190500
Saved in:
2
Credible school value-added with undersubscribed school lotteries
Angrist, Joshua D.
;
Hull, Peter
;
Pathak, Parag A.
; …
- In:
The review of economics and statistics
106
(
2024
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10014517349
Saved in:
3
Sensitivity to calibrated parameters
Jørgensen, Thomas H.
- In:
The review of economics and statistics
105
(
2023
)
2
,
pp. 474-481
Persistent link: https://www.econbiz.de/10014296306
Saved in:
4
Approximate variational estimation for a model of network formation
Mele, Angelo
;
Zhu, Lingjiong
- In:
The review of economics and statistics
105
(
2023
)
1
,
pp. 113-124
Persistent link: https://www.econbiz.de/10014293245
Saved in:
5
Estimation and inference for linear models with two-way fixed effects and sparsely matched data
Verdier, Valentin
- In:
The review of economics and statistics
102
(
2020
)
1
,
pp. 1-16
Persistent link: https://www.econbiz.de/10012208026
Saved in:
6
Impulse response estimation by smooth local projections
Barnichon, Regis
;
Brownlees, Christian
- In:
The review of economics and statistics
101
(
2019
)
3
,
pp. 522-530
Persistent link: https://www.econbiz.de/10012039436
Saved in:
7
A new regression-based tail index estimator
Nicolau, João
;
Rodrigues, Paulo M. M.
- In:
The review of economics and statistics
101
(
2019
)
4
,
pp. 667-680
Persistent link: https://www.econbiz.de/10012116628
Saved in:
8
Choosing among regularized estimators in empirical economics : the risk of machine learning
Abadie, Alberto
;
Kasy, Maximilian
- In:
The review of economics and statistics
101
(
2019
)
5
,
pp. 743-762
Persistent link: https://www.econbiz.de/10012208803
Saved in:
9
Endogenous stratification in randomized experiments
Abadie, Alberto
;
Chingos, Matthew M.
;
West, Martin R.
- In:
The review of economics and statistics
100
(
2018
)
4
,
pp. 567-580
Persistent link: https://www.econbiz.de/10011959654
Saved in:
10
WALS prediction
Magnus, Jan R.
;
Wang, Wendun
;
Zhang, Xinyu
-
2012
Persistent link: https://www.econbiz.de/10009541364
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