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subject:"Stochastischer Prozess"
subject:"Volatility"
~isPartOf:"Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics"
~subject:"ARCH model"
~subject:"Statistical distribution"
~type_genre:"Article in journal"
~type_genre:"Sammlung"
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Search: subject_exact:"Estimation theory"
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Stochastischer Prozess
Volatility
ARCH model
Statistical distribution
Estimation theory
312
Schätztheorie
312
Theorie
239
Theory
239
Statistical theory
45
Statistische Methodenlehre
45
Time series analysis
39
Zeitreihenanalyse
39
Nichtparametrisches Verfahren
35
Nonparametric statistics
35
Probability theory
19
Wahrscheinlichkeitsrechnung
19
USA
18
United States
18
Estimation
16
Schätzung
16
Induktive Statistik
14
Statistical inference
14
Regression analysis
13
Regressionsanalyse
13
Statistical test
13
Statistischer Test
13
Panel
12
Panel study
12
Sampling
12
Stichprobenerhebung
12
IV-Schätzung
11
Instrumental variables
11
Method of moments
10
Momentenmethode
10
Simulation
9
Volatilität
8
Decision
7
Entscheidung
7
Bootstrap approach
6
Bootstrap-Verfahren
6
Econometrics
6
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6
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Article in journal
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English
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Li, Jia
2
Nelson, Daniel B.
2
Phillips, Peter C. B.
2
Tauchen, George Eugene
2
Bandi, Federico M.
1
Canay, Ivan A.
1
Evdokimov, Kirill
1
Firpo, Sérgio Pinheiro
1
Fortin, Nicole Marie
1
Foster, Dean P.
1
Francq, Christian
1
Hamilton, James D.
1
Hansen, Bruce E.
1
Hussey, Robert Miller
1
Jacod, Jean
1
Jensen, Søren Tolver
1
Kitamura, Yuichi
1
Lemieux, Thomas
1
Li, Yingying
1
Mykland, Per A.
1
Otsu, Taisuke
1
Rahbek, Anders
1
Romano, Joseph P.
1
Rothe, Christoph
1
Sakata, Shinichi
1
Shaikh, Azeem M.
1
Todorov, Viktor
1
Uhlig, Harald
1
White, Halbert
1
Zakoïan, Jean-Michel
1
Zhang, Lan
1
Zheng, Xinghua
1
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
Journal of econometrics
206
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
83
Econometric theory
80
Economics letters
66
Econometric reviews
58
Insurance / Mathematics & economics
52
The econometrics journal
37
Journal of empirical finance
32
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
31
Economic modelling
29
Journal of financial econometrics : official journal of the Society for Financial Econometrics
28
International journal of forecasting
27
Finance research letters
25
Journal of the American Statistical Association : JASA
25
Statistics in transition : an international journal of the Polish Statistical Association
25
Econometrics : open access journal
24
European journal of operational research : EJOR
24
Journal of forecasting
24
Journal of banking & finance
23
Journal of financial econometrics
22
Journal of risk and financial management : JRFM
22
Computational economics
20
Applied economics
19
Applied economics letters
19
Journal of mathematical finance
19
Quantitative finance
19
International journal of theoretical and applied finance
17
Journal of risk
17
Risks : open access journal
16
The North American journal of economics and finance : a journal of financial economics studies
15
Journal of time series econometrics
14
International journal of economics and financial issues : IJEFI
13
Operations research
13
Statistical papers
13
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
12
The European journal of finance
12
Empirical economics : a quarterly journal of the Institute for Advanced Studies
11
Finance and stochastics
11
Mathematics of operations research
11
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ECONIS (ZBW)
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1
Randomization tests under an approximate symmetry assumption
Canay, Ivan A.
;
Romano, Joseph P.
;
Shaikh, Azeem M.
- In:
Econometrica : journal of the Econometric Society, an …
85
(
2017
)
3
,
pp. 1013-1030
Persistent link: https://www.econbiz.de/10011778838
Saved in:
2
Statistical properties of microstructure noise
Jacod, Jean
;
Li, Yingying
;
Zheng, Xinghua
- In:
Econometrica : journal of the Econometric Society, an …
85
(
2017
)
4
,
pp. 1133-1174
Persistent link: https://www.econbiz.de/10011791234
Saved in:
3
Jump regressions
Li, Jia
;
Todorov, Viktor
;
Tauchen, George Eugene
- In:
Econometrica : journal of the Econometric Society, an …
85
(
2017
)
1
,
pp. 173-195
Persistent link: https://www.econbiz.de/10011738476
Saved in:
4
Assessment of uncertainty in high frequency data : the observed asymptotic variance
Mykland, Per A.
;
Zhang, Lan
- In:
Econometrica : journal of the Econometric Society, an …
85
(
2017
)
1
,
pp. 197-231
Persistent link: https://www.econbiz.de/10011738478
Saved in:
5
Robust estimation and inference for jumps in noisy high frequency data : a local-to-continuity theory for the pre-averaging method
Li, Jia
- In:
Econometrica : journal of the Econometric Society, an …
81
(
2013
)
4
,
pp. 1673-1693
Persistent link: https://www.econbiz.de/10009793469
Saved in:
6
Robustness, infinitesimal, neighborhoods, and moment restrictions
Kitamura, Yuichi
;
Otsu, Taisuke
;
Evdokimov, Kirill
- In:
Econometrica : journal of the Econometric Society, an …
81
(
2013
)
3
,
pp. 1185-1201
Persistent link: https://www.econbiz.de/10009763128
Saved in:
7
Partial distributional policy effects
Rothe, Christoph
- In:
Econometrica : journal of the Econometric Society, an …
80
(
2012
)
5
,
pp. 2269-2301
Persistent link: https://www.econbiz.de/10009665457
Saved in:
8
Strict stationarity testing and estimation of explosive and stationary generalized autoregressive conditional heteroscedasticity models
Francq, Christian
;
Zakoïan, Jean-Michel
- In:
Econometrica : journal of the Econometric Society, an …
80
(
2012
)
2
,
pp. 821-861
Persistent link: https://www.econbiz.de/10009534937
Saved in:
9
Unconditional quantile regressions
Firpo, Sérgio Pinheiro
;
Fortin, Nicole Marie
;
Lemieux, …
- In:
Econometrica : journal of the Econometric Society, an …
77
(
2009
)
3
,
pp. 953-973
Persistent link: https://www.econbiz.de/10003867003
Saved in:
10
Asymptotic normality of the QMLE estimator of ARCH in the nonstationary case
Jensen, Søren Tolver
;
Rahbek, Anders
- In:
Econometrica : journal of the Econometric Society, an …
72
(
2004
)
2
,
pp. 641-646
Persistent link: https://www.econbiz.de/10001978054
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