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subject:"Stochastischer Prozess"
subject:"Volatility"
~isPartOf:"Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria"
~isPartOf:"Journal of banking & finance"
~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~source:"econis"
~subject:"Panel"
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Search: subject_exact:"Estimation theory"
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Stochastischer Prozess
Volatility
Panel
Estimation theory
335
Schätztheorie
335
Estimation
91
Schätzung
90
Theorie
86
Theory
86
Time series analysis
64
Zeitreihenanalyse
64
Nichtparametrisches Verfahren
40
Nonparametric statistics
40
Regression analysis
36
Regressionsanalyse
36
Volatilität
33
Forecasting model
29
Prognoseverfahren
29
Börsenkurs
22
Portfolio selection
22
Portfolio-Management
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Share price
22
ARCH model
20
ARCH-Modell
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Capital income
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Kapitaleinkommen
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Correlation
19
Korrelation
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Risikomaß
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Risk measure
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Statistical test
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Statistischer Test
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USA
17
United States
17
Stochastic process
16
Cointegration
15
Kointegration
15
Monte Carlo simulation
15
Monte-Carlo-Simulation
15
Panel study
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54
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English
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Baltagi, Badi H.
2
Hadri, Kaddour
2
Alexander, Carol
1
Andreou, Alena
1
Aquino, Juan Carlos
1
Balter, Janine
1
Bayar, Güzin
1
Bos, Charles S.
1
Brailsford, Timothy J.
1
Bregantini, Daniele
1
Bresson, Georges
1
Brücker, Herbert
1
Bu, Ruijun
1
Caldeira, João F.
1
Carrasco, Marine
1
Cenedese, Gino
1
Clements, Adam
1
Cromwell, Jeff B.
1
Dang, Viet Anh
1
Escobar, Marcos
1
Faff, Robert W.
1
Fan, Jianqing
1
Fan, Yingying
1
Feng, Dingan
1
Feng, Guohua
1
Francq, Christian
1
Frederiksen, Per
1
Ghysels, Eric
1
Giannakas, Kōnstantinos
1
Giet, Ludovic
1
Golosnoy, Vasyl
1
Griffin, James M.
1
Guermat, Cherif
1
Hamid, Alain
1
Hansen, Anne Lundgaard
1
Hassler, Uwe
1
Herwartz, Helmut
1
Horváth, Lajos
1
Hurn, Stan
1
Hämäläinen, Pellervo
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
Journal of banking & finance
Journal of financial econometrics : official journal of the Society for Financial Econometrics
Journal of econometrics
293
Economics letters
127
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
89
Econometric reviews
87
Discussion paper / Tinbergen Institute
54
The econometrics journal
54
Econometric theory
46
CEMMAP working papers / Centre for Microdata Methods and Practice
40
Economic modelling
39
Discussion paper series / IZA
31
CREATES research paper
30
Working paper / Department of Econometrics and Business Statistics, Monash University
30
CESifo working papers
28
Econometrics : open access journal
28
Applied economics letters
27
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
26
Cowles Foundation discussion paper
22
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
22
Journal of empirical finance
22
Cambridge working papers in economics
21
Empirical economics : a quarterly journal of the Institute for Advanced Studies
21
NBER Working Paper
21
International journal of forecasting
19
Journal of risk and financial management : JRFM
19
Working paper
19
Applied economics
18
Computational economics
18
NBER working paper series
18
European journal of operational research : EJOR
17
Oxford bulletin of economics and statistics
17
Quantitative economics : QE ; journal of the Econometric Society
17
Quantitative finance
17
Discussion paper
16
Finance research letters
16
Journal of financial econometrics
16
CESifo Working Paper Series
15
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
15
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1
Weighted least squares realized covariation estimation
Li, Yifan
;
Nolte, Ingmar
;
Vasios, Michalis
;
Voev, Valeri
; …
- In:
Journal of banking & finance
137
(
2022
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013460187
Saved in:
2
A non-elliptical orthogonal GARCH model for portfolio selection under transaction costs
Paolella, Marc S.
;
Polak, Pawel
;
Walker, Patrick S.
- In:
Journal of banking & finance
125
(
2021
),
pp. 1-20
Persistent link: https://www.econbiz.de/10012819586
Saved in:
3
A practical guide to harnessing the HAR volatility model
Clements, Adam
;
Preve, Daniel P. A.
- In:
Journal of banking & finance
133
(
2021
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013256626
Saved in:
4
Modeling persistent interest rates with double-autoregressive processes
Hansen, Anne Lundgaard
- In:
Journal of banking & finance
133
(
2021
),
pp. 1-14
Persistent link: https://www.econbiz.de/10013257376
Saved in:
5
Estimating factor shares from nonstationary panel data
Aquino, Juan Carlos
;
Ramírez-Rondán, N. R.
- In:
Empirical economics : a journal of the Institute for …
58
(
2020
)
5
,
pp. 2353-2380
Persistent link: https://www.econbiz.de/10012255890
Saved in:
6
Recasting the trade impact on labor share : a fixed-effect semiparametric estimation study
Wang, Taining
;
Tian, Jinjing
- In:
Empirical economics : a journal of the Institute for …
58
(
2020
)
5
,
pp. 2465-2511
Persistent link: https://www.econbiz.de/10012255955
Saved in:
7
Affine multivariate GARCH models
Escobar, Marcos
;
Rastegari, Javad
;
Stentoft, Lars
- In:
Journal of banking & finance
118
(
2020
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012521059
Saved in:
8
Demand systems with heteroscedastic disturbances
Serletis, Apostolos
;
Xu, Libo
- In:
Empirical economics : a journal of the Institute for …
58
(
2020
)
4
,
pp. 1913-1921
Persistent link: https://www.econbiz.de/10012219723
Saved in:
9
Estimating export equations : a survey of the literature
Bayar, Güzin
- In:
Empirical economics : a journal of the Institute for …
54
(
2018
)
2
,
pp. 629-672
Persistent link: https://www.econbiz.de/10011949294
Saved in:
10
Estimation of a model for matched panel data with high-dimensional two-way unobserved heterogeneity
Nilsen, Øivind Anti
;
Raknerud, Arvid
;
Skjerpen, Terje
- In:
Empirical economics : a journal of the Institute for …
53
(
2017
)
4
,
pp. 1657-1680
Persistent link: https://www.econbiz.de/10012019417
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