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subject:"Share price"
~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~subject:"Deutschland"
~subject:"Marktmikrostruktur"
~subject:"Theorie"
~subject:"Time series analysis"
~subject:"Volatilität"
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Share price
Deutschland
Marktmikrostruktur
Theorie
Time series analysis
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Estimation theory
73
Schätztheorie
73
Zeitreihenanalyse
20
Volatility
16
Estimation
15
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15
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11
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11
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10
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Corsi, Fulvio
2
Engle, Robert F.
2
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2
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1
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Antell, Jan
1
Audrino, Francesco
1
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1
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1
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1
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1
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1
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1
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1
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1
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1
Di, Jianing
1
Fan, Jianqing
1
Fan, Yingying
1
Ferreira, Eva
1
Francq, Christian
1
Gangopadhyay, Ashis
1
Ghysels, Eric
1
Gil-Bazo, Javier
1
Gonzalo, Jesús
1
Gregory, Allan W.
1
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1
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Hill, Jonathan B.
1
Horváth, Lajos
1
Hsieh, Chih-sheng
1
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1
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1
Härdle, Wolfgang
1
Ikeda, Shin S.
1
Janus, Paweł
1
Jeisman, J. I.
1
Kokoszka, Piotr
1
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1
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
Journal of econometrics
691
Economics letters
476
Econometric theory
398
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
309
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
246
Econometric reviews
209
Discussion paper / Tinbergen Institute
164
Série des documents de travail / Centre de Recherche en Économie et Statistique
163
Journal of applied econometrics
145
Journal of quantitative economics : official journal of the Indian Econometric Society
139
The review of economics and statistics
124
Oxford bulletin of economics and statistics
113
Working paper / National Bureau of Economic Research, Inc.
103
Discussion paper / Center for Economic Research, Tilburg University
95
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
95
International journal of forecasting
86
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
86
Journal of forecasting
84
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
83
Applied economics
81
CORE discussion paper : DP
81
Statistical papers
80
Working paper / Department of Econometrics and Business Statistics, Monash University
78
Cowles Foundation discussion paper
74
CREATES research paper
72
The econometrics journal
71
Technical working paper / National Bureau of Economic Research
67
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
65
Working paper series
65
The review of economic studies
63
Applied economics letters
61
SFB 649 discussion paper
61
Discussion paper series / IZA
60
International economic review
60
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
59
Metrika : international journal for theoretical and applied statistics
58
Annales d'économie et de statistique
57
Economic modelling
56
Discussion paper
55
American journal of agricultural economics
54
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40
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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
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:
4
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:
5
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:
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
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:
8
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:
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
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
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