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subject:"Stochastischer Prozess"
subject:"Volatility"
~isPartOf:"Journal of empirical finance"
~isPartOf:"The review of economics and statistics"
~subject:"Schätztheorie"
~subject:"Statistical test"
~subject:"Theory"
~type_genre:"Aufsatz in Zeitschrift"
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Stochastischer Prozess
Volatility
Schätztheorie
Statistical test
Theory
Estimation theory
219
Theorie
140
USA
48
United States
48
Estimation
42
Schätzung
42
Time series analysis
37
Zeitreihenanalyse
37
Capital income
22
Kapitaleinkommen
22
Volatilität
21
ARCH model
14
ARCH-Modell
14
Forecasting model
13
Prognoseverfahren
13
Börsenkurs
12
Share price
12
Autocorrelation
11
Autokorrelation
11
Nichtparametrisches Verfahren
11
Nonparametric statistics
11
Portfolio selection
11
Portfolio-Management
11
Sampling
11
Stichprobenerhebung
11
Stochastic process
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Correlation
9
Korrelation
9
Statistical distribution
9
Statistische Verteilung
9
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8
Regressionsanalyse
8
Interest rate
7
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217
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Aufsatz in Zeitschrift
Article in journal
219
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4
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4
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219
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Baillie, Richard
3
Dufour, Jean-Marie
3
Godfrey, L. G.
3
Heckman, James J.
3
Satchell, Stephen
3
Startz, Richard
3
Abadie, Alberto
2
Angrist, Joshua D.
2
Bai, Jushan
2
Campbell, Bryan
2
Creel, Michael D.
2
Dubin, Robin A.
2
Jondeau, Eric
2
Kasy, Maximilian
2
Kilian, Lutz
2
King, Maxwell L.
2
Kristensen, Dennis
2
Maddala, Gangadharrao S.
2
Magee, Lonnie
2
McAleer, Michael
2
McKenzie, Michael D.
2
Rahbek, Anders
2
Scaillet, Olivier
2
Seaks, Terry G.
2
Wongwachara, Warapong
2
Woolridge, Jeffrey M.
2
Abergel, Frédéric
1
Agodini, Roberto
1
Agosto, Arianna
1
Ahern, Kenneth R.
1
Ahn, Seung Chan
1
Aliber, Michael
1
Allen, David
1
Alston, Julian Mark
1
Amado, Cristina
1
Amihud, Yakov
1
An, Mark Yuying
1
Andrews, Donald W. K.
1
Asai, Manabu
1
Ashenfelter, Orley
1
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HFDF <1, 1995, Zürich>
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Journal of empirical finance
The review of economics and statistics
Journal of econometrics
1,601
Economics letters
961
Econometric theory
723
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
590
Econometric reviews
436
Journal of the American Statistical Association : JASA
324
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
312
The econometrics journal
268
Journal of applied econometrics
218
Applied economics letters
197
Oxford bulletin of economics and statistics
187
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
186
European journal of operational research : EJOR
177
Applied economics
169
Journal of quantitative economics : official journal of the Indian Econometric Society
166
International journal of forecasting
150
Econometrics : open access journal
146
Economic modelling
136
Quantitative economics : QE ; journal of the Econometric Society
127
Journal of forecasting
123
Insurance / Mathematics & economics
117
Computational economics
107
Statistical papers
102
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
102
Statistics in transition : an international journal of the Polish Statistical Association
96
Journal of economic dynamics & control
88
The review of economic studies
86
American journal of agricultural economics
77
Journal of banking & finance
74
Journal of financial econometrics : official journal of the Society for Financial Econometrics
73
International economic review
70
Annales d'économie et de statistique
69
Metrika : international journal for theoretical and applied statistics
68
Finance research letters
62
Operations research
62
Empirical economics : a quarterly journal of the Institute for Advanced Studies
61
Journal of productivity analysis
61
Journal of risk and financial management : JRFM
60
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ECONIS (ZBW)
219
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219
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1
An adaptive long memory conditional correlation model
Dark, Jonathan
- In:
Journal of empirical finance
75
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014491877
Saved in:
2
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
Saved in:
3
Using, taming or avoiding the factor zoo? : a double-shrinkage estimator for covariance matrices
De Nard, Gianluca
;
Zhao, Zhao
- In:
Journal of empirical finance
72
(
2023
),
pp. 23-35
Persistent link: https://www.econbiz.de/10014476795
Saved in:
4
Uncertainty in the Black-Litterman model : empirical estimation of the equilibrium
Fuhrer, Adrian
;
Hock, Thorsten
- In:
Journal of empirical finance
72
(
2023
),
pp. 251-275
Persistent link: https://www.econbiz.de/10014476878
Saved in:
5
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:
6
Estimation with mixed data frequencies : a bias-correction approach
Ghosh, Anisha
;
Linton, Oliver
- In:
Journal of empirical finance
74
(
2023
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014477062
Saved in:
7
A robust Glasso approach to portfolio selection in high dimensions
Ding, Wenliang
;
Shu, Lianjie
;
Gu, Xinhua
- In:
Journal of empirical finance
70
(
2023
),
pp. 22-37
Persistent link: https://www.econbiz.de/10014423577
Saved in:
8
Sensitivity to calibrated parameters
Jørgensen, Thomas H.
- In:
The review of economics and statistics
105
(
2023
)
2
,
pp. 474-481
Persistent link: https://www.econbiz.de/10014296306
Saved in:
9
Approximate variational estimation for a model of network formation
Mele, Angelo
;
Zhu, Lingjiong
- In:
The review of economics and statistics
105
(
2023
)
1
,
pp. 113-124
Persistent link: https://www.econbiz.de/10014293245
Saved in:
10
Uncovered interest rate parity redux : non-uniform effects
Cheung, Yin-Wong
;
Wang, Wenhao
- In:
Journal of empirical finance
67
(
2022
),
pp. 133-151
Persistent link: https://www.econbiz.de/10013464380
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