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subject:"Stochastischer Prozess"
subject:"Volatility"
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Search: subject_exact:"Estimation theory"
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Stochastischer Prozess
Volatility
Theory
Estimation theory
5,327
Schätztheorie
5,326
Estimation
1,285
Schätzung
1,260
Time series analysis
978
Zeitreihenanalyse
978
Regression analysis
934
Regressionsanalyse
931
Nichtparametrisches Verfahren
737
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737
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534
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533
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424
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424
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419
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395
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395
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348
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348
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326
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323
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295
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295
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270
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265
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263
Capital income
253
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253
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246
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245
Momentenmethode
245
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244
Statistical inference
226
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223
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221
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219
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217
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217
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617
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597
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Todorov, Viktor
10
Kumar, Dilip
9
Li, Jia
9
Sentana, Enrique
7
Francq, Christian
6
Kim, Donggyu
6
Li, Yingying
6
Mykland, Per A.
6
Tauchen, George Eugene
6
Andersen, Torben
5
Li, Dong
5
Liu, Zhi
5
Maheswaran, S.
5
Zakoïan, Jean-Michel
5
Abadie, Alberto
4
Bollerslev, Tim
4
Cui, Zhenyu
4
Mancino, Maria Elvira
4
Marcellino, Massimiliano
4
Park, Joon Y.
4
Schorfheide, Frank
4
Sucarrat, Genaro
4
Teräsvirta, Timo
4
Tsionas, Efthymios G.
4
Wang, Yazhen
4
Wu, Xinyu
4
Zhang, Lan
4
Zhu, Ke
4
Amengual, Dante
3
Bauwens, Luc
3
Brownlees, Christian
3
Buccheri, Giuseppe
3
Cai, Jun
3
Canova, Fabio
3
Clements, Adam
3
De Loecker, Jan
3
Horrace, William C.
3
Hurn, Stan
3
Imbens, Guido
3
Inoue, Atsushi
3
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2
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1
National Bureau of Economic Research
1
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Journal of econometrics
90
Discussion paper / Centre for Economic Policy Research
28
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
25
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
23
Econometric reviews
20
Working paper / National Bureau of Economic Research, Inc.
18
Economics letters
17
International journal of forecasting
16
Economic modelling
15
Finance research letters
15
Econometric theory
14
SpringerLink / Bücher
14
Journal of financial econometrics
13
Quantitative finance
13
Journal of empirical finance
11
The North American journal of economics and finance : a journal of financial economics studies
10
The review of economics and statistics
10
Computational economics
8
Discussion papers / CEPR
8
European journal of operational research : EJOR
8
Jahrbücher für Nationalökonomie und Statistik
8
Journal of banking & finance
7
Journal of forecasting
7
Operations research
7
Insurance / Mathematics & economics
6
Journal of quantitative economics
6
Journal of risk
6
Operations research letters
6
Decisions in economics and finance : DEF ; a journal of applied mathematics
5
Energy economics
5
International journal of financial engineering
5
International journal of production research
5
Journal of mathematical finance
5
Journal of time series econometrics
5
Mathematics of operations research
5
The econometrics journal
5
The journal of risk model validation
5
Empirical economics : a quarterly journal of the Institute for Advanced Studies
4
Finance and stochastics
4
Journal of applied econometrics
4
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ECONIS (ZBW)
698
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1
Penalized sieve estimation of zero-inefficiency stochastic frontiers
Cai, Jun
;
Horrace, William C.
;
Parmeter, Christopher F.
- In:
Journal of applied econometrics
39
(
2024
)
1
,
pp. 41-65
Persistent link: https://www.econbiz.de/10014474436
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2
Constructing copulas using corrected Hermite polynomial expansion for estimating cross foreign exchange volatility
Shiraya, Kenichiro
;
Yamakami, Tomohisa
- In:
European journal of operational research : EJOR
314
(
2024
)
3
,
pp. 1195-1214
Persistent link: https://www.econbiz.de/10014456946
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3
Score-driven location plus scale models : asymptotic theory and an application to forecasting Dow Jones volatility
Blazsek, Szabolcs
;
Escribano, Álvaro
;
Licht, Adrian
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
28
(
2024
)
1
,
pp. 61-82
Persistent link: https://www.econbiz.de/10014506888
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4
Outlier-robust methods for forecasting realized covariance matrices
Li, Dan
;
Drovandi, Christopher
;
Clements, Adam
- In:
International journal of forecasting
40
(
2024
)
1
,
pp. 392-408
Persistent link: https://www.econbiz.de/10014450278
Saved in:
5
Forecasting the equity premium using weighted regressions : Does the jump variation help?
Zhang, Zhikai
;
Zhang, Yaojie
;
Wang, Yudong
- In:
Empirical economics : a quarterly journal of the …
66
(
2024
)
5
,
pp. 2049-2082
Persistent link: https://www.econbiz.de/10014520108
Saved in:
6
The impact of deviations from soybean product crushing estimates on return and risk
Abdoh, Hussein
;
Chitavi, Michael
- In:
Agricultural economics : the journal of the …
55
(
2024
)
2
,
pp. 181-199
Persistent link: https://www.econbiz.de/10014517518
Saved in:
7
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
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8
Nonparametric statistical inference for stochastic optimal control problems and its applications for financial investment
Yang, Liu
;
Liang, Yanzi
;
Lan, Xinchen
;
Lu, Zheng
- In:
Finance research letters
64
(
2024
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014531668
Saved in:
9
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:
10
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
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