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subject:"Statistical theory"
type:"article"
~isPartOf:"Journal of empirical finance"
~subject:"Statistical distribution"
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Search: subject_exact:"Estimation theory"
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Statistical theory
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Estimation theory
74
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23
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Chen, Yi-ting
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Journal of empirical finance
Journal of econometrics
91
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
52
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
50
Econometric reviews
49
Economics letters
48
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46
Insurance / Mathematics & economics
44
Statistics in transition : an international journal of the Polish Statistical Association
24
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18
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Oxford bulletin of economics and statistics
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International economic review
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American journal of agricultural economics
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Applied economics letters
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
8
Journal of financial econometrics
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Astin bulletin : the journal of the International Actuarial Association
7
Jahrbücher für Nationalökonomie und Statistik
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ASTIN bulletin : the journal of the International Actuarial Association
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Econometrics in theory and practice : Festschrift for Hans Schneeweiß ; with 33 tables
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International journal of quality & reliability management
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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
Testing of a market fraction model and power-law behaviour in the DAX 30
He, Xue-zhong
;
Li, Youwei
- In:
Journal of empirical finance
31
(
2015
),
pp. 1-17
Persistent link: https://www.econbiz.de/10011489318
Saved in:
3
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:
4
Nonparametric estimation of scalar diffusion models of interest rates using asymmetric kernels
Gospodinov, Nikolaj
;
Hirukawa, Masayuki
- In:
Journal of empirical finance
19
(
2012
)
4
,
pp. 595-609
Persistent link: https://www.econbiz.de/10009615659
Saved in:
5
A simple approach to standardized-residuals-based higher-moment tests
Chen, Yi-ting
- In:
Journal of empirical finance
19
(
2012
)
4
,
pp. 427-453
Persistent link: https://www.econbiz.de/10009615672
Saved in:
6
Skewness and leptokurtosis in GARCH-typed VaR estimation of petroleum and metal asset returns
Cheng, Wan-hsiu
;
Hung, Jui-cheng
- In:
Journal of empirical finance
18
(
2011
)
1
,
pp. 160-173
Persistent link: https://www.econbiz.de/10009301140
Saved in:
7
Measuring tail thickness under GARCH and an application to extreme exchange rate changes
Wagner, Niklas F.
;
Marsh, Terry Alan
- In:
Journal of empirical finance
12
(
2005
)
1
,
pp. 165-185
Persistent link: https://www.econbiz.de/10002644047
Saved in:
8
Recovering the probability density function of asset prices using garch as diffusion approximations
Fornari, Fabio
;
Mele, Antonio
- In:
Journal of empirical finance
8
(
2001
)
1
,
pp. 83-110
Persistent link: https://www.econbiz.de/10001568294
Saved in:
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