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subject:"Stochastischer Prozess"
subject:"Volatility"
~isPartOf:"Econometric reviews"
~isPartOf:"Econometric theory"
~isPartOf:"Handbook of financial time series"
~isPartOf:"Série des documents de travail / Centre de Recherche en Économie et Statistique"
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Search: subject_exact:"Estimation theory"
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Stochastischer Prozess
Volatility
Estimation theory
1,424
Schätztheorie
1,424
Theorie
571
Theory
571
Time series analysis
281
Zeitreihenanalyse
281
Nichtparametrisches Verfahren
214
Nonparametric statistics
214
Regression analysis
170
Regressionsanalyse
170
Statistical test
103
Statistischer Test
103
Estimation
96
Schätzung
96
Panel
82
Panel study
82
Autocorrelation
64
Autokorrelation
64
ARCH model
63
ARCH-Modell
63
Method of moments
60
Momentenmethode
60
Statistical theory
59
Statistische Methodenlehre
59
Statistical distribution
56
Statistische Verteilung
56
Cointegration
48
Kointegration
47
Volatilität
47
Stochastic process
41
Bootstrap approach
39
Bootstrap-Verfahren
39
Induktive Statistik
39
Maximum likelihood estimation
39
Maximum-Likelihood-Schätzung
39
Statistical inference
39
Modellierung
38
Scientific modelling
38
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33
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1
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61
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12
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55
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55
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10
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10
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9
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9
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8
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4
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Teräsvirta, Timo
4
Gouriéroux, Christian
3
Jasiak, Joann
3
Maasoumi, Esfandiar
3
Renault, Eric
3
Cavaliere, Giuseppe
2
Ghysels, Eric
2
Kanaya, Shin
2
Koopman, Siem Jan
2
Li, Dong
2
Li, Jia
2
McAleer, Michael
2
Phillips, Peter C. B.
2
Silvennoinen, Annastiina
2
Simar, Léopold
2
Taylor, Robert
2
Amado, Cristina
1
Arteche, Josu
1
Asai, Manabu
1
Bandi, Federico M.
1
Bao, Yong
1
Bennedsen, Mikkel
1
Bermudez, P. de Zea
1
Bertholon, Henri
1
Blasques, Francisco
1
Boswijk, Herman Peter
1
Brownlees, Christian
1
Cai, Jun
1
Cai, Yuzhi
1
Cai, Zongwu
1
Catani, Paul
1
Chen, Qiang
1
Chen, Xiaohong
1
Chib, Siddhartha
1
Christopeit, Norbert
1
Dauxois, Jean-Yves
1
De Angelis, Luca
1
Dong, Chaohua
1
Duffy, James A.
1
Fermanian, Jean-David
1
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Econometric reviews
Econometric theory
Handbook of financial time series
Série des documents de travail / Centre de Recherche en Économie et Statistique
Journal of econometrics
139
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
50
Discussion paper / Tinbergen Institute
37
Economics letters
35
Economic modelling
27
CREATES research paper
26
Journal of empirical finance
22
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
21
Journal of financial econometrics : official journal of the Society for Financial Econometrics
19
International journal of forecasting
17
Quantitative finance
17
Finance research letters
16
International journal of theoretical and applied finance
15
Journal of banking & finance
15
Journal of financial econometrics
15
SFB 649 discussion paper
15
The econometrics journal
15
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
14
Econometrics : open access journal
14
European journal of operational research : EJOR
14
Journal of forecasting
14
Journal of risk and financial management : JRFM
14
Cowles Foundation discussion paper
13
Mathematics of operations research
12
The North American journal of economics and finance : a journal of financial economics studies
12
Discussion papers of interdisciplinary research project 373
11
Computational economics
10
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
10
Finance and stochastics
10
Journal of mathematical finance
10
Operations research
10
Insurance / Mathematics & economics
9
NBER Working Paper
9
Working paper
9
Working papers
9
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
8
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ECONIS (ZBW)
73
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1
Adaptive information-based methods for determining the co-integration rank in heteroskedastic VAR models
Boswijk, Herman Peter
;
Cavaliere, Giuseppe
;
De Angelis, Luca
- In:
Econometric reviews
42
(
2023
)
9/10
,
pp. 725-757
Persistent link: https://www.econbiz.de/10014420355
Saved in:
2
Identification and estimation of panel semiparametric conditional heteroskedastic frontiers with dynamic inefficiency
Cai, Jun
;
Horrace, William C.
;
Lee, Yoonseok
- In:
Econometric reviews
43
(
2024
)
5
,
pp. 238-268
Persistent link: https://www.econbiz.de/10014551521
Saved in:
3
Inference in the nonparametric stochastic frontier model
Parmeter, Christopher F.
;
Simar, Léopold
;
Van …
- In:
Econometric reviews
43
(
2024
)
7
,
pp. 518-539
Persistent link: https://www.econbiz.de/10014551827
Saved in:
4
Specification tests for univariate diffusions
Hurn, Stan
;
Martin, Vance
;
Xu, Lina
- In:
Econometric reviews
41
(
2022
)
6
,
pp. 607-632
Persistent link: https://www.econbiz.de/10013364897
Saved in:
5
Estimation of volatility functions in jump diffusions using truncated bipower increments
Kim, Jihyun
;
Park, Joon Y.
;
Wang, Bin
- In:
Econometric theory
37
(
2021
)
5
,
pp. 926-958
Persistent link: https://www.econbiz.de/10012656389
Saved in:
6
Efficient estimation of integrated volatility functionals under general volatility dynamics
Li, Jia
;
Liu, Yunxiao
- In:
Econometric theory
37
(
2021
)
4
,
pp. 664-707
Persistent link: https://www.econbiz.de/10012618196
Saved in:
7
On the estimation of integrated volatility in the presence of jumps and microstructure noise
Brownlees, Christian
;
Nualart, Eulalia
;
Sun, Yucheng
- In:
Econometric reviews
39
(
2020
)
10
,
pp. 991-1013
Persistent link: https://www.econbiz.de/10012406198
Saved in:
8
Data cloning estimation for asymmetric stochastic volatility models
Bermudez, P. de Zea
;
Marín, J. Miguel
;
Veiga, Helena
- In:
Econometric reviews
39
(
2020
)
10
,
pp. 1057-1074
Persistent link: https://www.econbiz.de/10012406209
Saved in:
9
Semiparametric estimation and inference on the fractal index of Gaussian and conditionally Gaussian time series data
Bennedsen, Mikkel
- In:
Econometric reviews
39
(
2020
)
9
,
pp. 875-903
Persistent link: https://www.econbiz.de/10012295586
Saved in:
10
Exact local whittle estimation in long memory time series with multiple poles
Arteche, Josu
- In:
Econometric theory
36
(
2020
)
6
,
pp. 1064-1098
Persistent link: https://www.econbiz.de/10012404090
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