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subject:"Schätzung"
~isPartOf:"Applied economics letters"
~isPartOf:"Journal of financial econometrics"
~subject:"Monte-Carlo-Simulation"
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Search: subject_exact:"Estimation theory"
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Schätzung
Monte-Carlo-Simulation
Estimation theory
247
Schätztheorie
247
Estimation
75
Time series analysis
65
Zeitreihenanalyse
65
Statistical test
24
Statistischer Test
24
Einheitswurzeltest
22
Regression analysis
22
Regressionsanalyse
22
Unit root test
22
Panel
21
Panel study
21
Cointegration
19
Correlation
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Kointegration
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Korrelation
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Volatility
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Volatilität
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ARCH model
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ARCH-Modell
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15
Nonparametric statistics
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15
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13
Monte Carlo simulation
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Portfolio-Management
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87
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87
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English
87
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Aoki, Takaaki
2
Sancetta, Alessio
2
Yamada, Hiroshi
2
Alhassan, Abdulkareem
1
Arnade, Carlos Anthony
1
Babii, Andrii
1
Barker, Terry
1
Berrens, Robert P.
1
Bertoni, Danilo
1
Bhaskara Rao, Buddhavarapu
1
Borah, Melanie
1
Boudarbat, Brahim
1
Brümmer, Bernhard
1
Buccheri, Giuseppe
1
Buehler, David
1
Caporale, Guglielmo Maria
1
Casas, Isabel
1
Cavicchioli, Daniele
1
Chang, Tsangyao
1
Chatzivasileiadis, Theodoros
1
Chen, Feng
1
Chen, Ho-chyuan
1
Chen, Kuang-hua
1
Chen, Xiujian
1
Chen, Zhuo
1
Childs, Jason
1
Cho, Seong-hoon
1
Cook, Steven
1
De-Ramon, Sebastian J. A.
1
Dunsmuir, William T.M.
1
Farbmacher, Helmut
1
Ferreira, Eva
1
Firoozi, Fathali
1
Ghysels, Eric
1
Giesen, Sebastian
1
Glauben, Thomas
1
Golinski, Adam
1
Gopinath, Munisamy
1
Grassi, Stefano
1
Gregoriou, Andros
1
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Applied economics letters
Journal of financial econometrics
Journal of econometrics
245
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
147
Economics letters
125
Econometric reviews
76
Discussion paper series / IZA
64
Economic modelling
64
NBER Working Paper
61
CEMMAP working papers / Centre for Microdata Methods and Practice
57
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
55
NBER working paper series
55
Applied economics
53
Discussion paper / Tinbergen Institute
53
Working paper / National Bureau of Economic Research, Inc.
45
Working paper / Department of Econometrics and Business Statistics, Monash University
44
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
42
Journal of applied econometrics
41
Working paper
41
The econometrics journal
38
Computational economics
37
IZA Discussion Paper
35
Quantitative economics : QE ; journal of the Econometric Society
34
CESifo working papers
33
Econometric theory
33
Econometrics : open access journal
33
Discussion paper
31
Journal of the American Statistical Association : JASA
31
Discussion papers / CEPR
30
Empirical economics : a quarterly journal of the Institute for Advanced Studies
29
Journal of banking & finance
27
European journal of operational research : EJOR
25
International journal of forecasting
25
Journal of empirical finance
25
The review of economics and statistics
23
Finance research letters
22
Journal of forecasting
21
CREATES research paper
20
Journal of economic dynamics & control
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Discussion paper / Centre for Economic Policy Research
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ECONIS (ZBW)
87
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1
Intraday trades profile estimation : an intensity approach
Sancetta, Alessio
- In:
Journal of financial econometrics
21
(
2023
)
3
,
pp. 651-677
Persistent link: https://www.econbiz.de/10014314773
Saved in:
2
Empirical asset pricing with functional factors
Nadler, Philip
;
Sancetta, Alessio
- In:
Journal of financial econometrics
21
(
2023
)
4
,
pp. 1258-1281
Persistent link: https://www.econbiz.de/10014391457
Saved in:
3
Maximum-Likelihood estimation using the zig-zag algorithm
Hautsch, Nikolaus
;
Okhrin, Ostap
;
Ristig, Alexander
- In:
Journal of financial econometrics
21
(
2023
)
4
,
pp. 1346-1375
Persistent link: https://www.econbiz.de/10014391462
Saved in:
4
Measuring the persistence degree of shocks to the US tourism markets : new evidence for COVID-19 pandemic period
Peng, Yi-Ting
;
Chang, Tsangyao
;
Ranjbar, Omid
;
Li, Fangjhy
- In:
Applied economics letters
31
(
2024
)
5
,
pp. 422-431
Persistent link: https://www.econbiz.de/10014469924
Saved in:
5
Estimation and inference of quantile impulse response functions by local projections : with applications to VaR dynamics
Han, Heejoon
;
Jung, Whayoung
;
Lee, Ji Hyung
- In:
Journal of financial econometrics
22
(
2024
)
1
,
pp. 1-29
Persistent link: https://www.econbiz.de/10014526299
Saved in:
6
Volatility of volatility estimation : central limit theorems for the fourier transform estimator and empirical study of the daily time series stylized facts
Toscano, Giacomo
;
Livieri, Giulia
;
Mancino, Maria Elvira
; …
- In:
Journal of financial econometrics
22
(
2024
)
1
,
pp. 252-296
Persistent link: https://www.econbiz.de/10014526318
Saved in:
7
Dynamic covariance matrix estimation and portfolio analysis with high-frequency data
Jiang, Binyan
;
Liu, Cheng
;
Tang, Cheng Yong
- In:
Journal of financial econometrics
22
(
2024
)
2
,
pp. 461-491
Persistent link: https://www.econbiz.de/10014526333
Saved in:
8
Estimating risk in illiquid markets : a model of market friction with stochastic volatility
Buccheri, Giuseppe
;
Grassi, Stefano
;
Vocalelli, Giorgio
- In:
Journal of financial econometrics
22
(
2024
)
2
,
pp. 531-574
Persistent link: https://www.econbiz.de/10014526336
Saved in:
9
High-dimensional granger causality tests with an application to VIX and news
Babii, Andrii
;
Ghysels, Eric
;
Striaukas, Jonas
- In:
Journal of financial econometrics
22
(
2024
)
3
,
pp. 605-635
Persistent link: https://www.econbiz.de/10015045166
Saved in:
10
Exact inference in long-horizon predictive quantile regressions with an application to stock returns
Gungor, Sermin
;
Luger, Richard
- In:
Journal of financial econometrics
19
(
2021
)
4
,
pp. 746-788
Persistent link: https://www.econbiz.de/10012654991
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