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subject:"USA"
subject:"Volatilität"
~isPartOf:"Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~isPartOf:"Journal of financial econometrics"
~subject:"Risk premium"
~subject:"Volatility"
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Search: subject_exact:"Estimation theory"
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USA
Volatilität
Risk premium
Volatility
Estimation theory
968
Schätztheorie
968
Theorie
438
Theory
438
Time series analysis
195
Zeitreihenanalyse
195
Estimation
165
Schätzung
165
Nichtparametrisches Verfahren
148
Nonparametric statistics
148
United States
112
Regression analysis
108
Regressionsanalyse
108
Statistical theory
74
Statistische Methodenlehre
74
Statistical test
66
Statistischer Test
66
Induktive Statistik
62
Statistical inference
62
Forecasting model
56
Prognoseverfahren
56
Panel
54
Panel study
54
Correlation
46
Korrelation
46
ARCH model
38
ARCH-Modell
38
Capital income
38
Kapitaleinkommen
38
Method of moments
37
Momentenmethode
37
Probability theory
37
Wahrscheinlichkeitsrechnung
37
Statistical distribution
36
Statistische Verteilung
36
Bootstrap approach
35
Bootstrap-Verfahren
35
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Online availability
All
Undetermined
39
Free
7
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Article
178
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Article in journal
176
Aufsatz in Zeitschrift
176
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English
178
Author
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Kleibergen, Frank
5
Kong, Lingwei
5
Zhan, Zhaoguo
5
Engle, Robert F.
3
Franses, Philip Hans
3
Ghysels, Eric
3
Li, Jia
3
Lucas, André
3
Bera, Anil K.
2
Berry, Steven
2
Bester, C. Alan
2
Bollerslev, Tim
2
Buccheri, Giuseppe
2
Hansen, Bruce E.
2
Hansen, Christian Bailey
2
Hautsch, Nikolaus
2
Higgins, Matthew Lawrence
2
Jing, Bingyi
2
Khalaf, Lynda
2
Lesage, James P.
2
Liu, Zhi
2
Maddala, Gangadharrao S.
2
Mykland, Per A.
2
Nelson, Daniel B.
2
Newey, Whitney K.
2
Nolte, Ingmar
2
Pakes, Ariel
2
Peñaranda, Francisco
2
Pfeffermann, Danny
2
Phillips, Peter C. B.
2
Sancetta, Alessio
2
Shephard, Neil G.
2
Sucarrat, Genaro
2
Sørensen, Bent E.
2
Tauchen, George Eugene
2
Yang, Xiye
2
Zaffaroni, Paolo
2
Akgiray, Vedat
1
Alfelt, Gustav
1
Amado, Cristina
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 business & economic statistics : JBES ; a publication of the American Statistical Association
Journal of financial econometrics
Journal of econometrics
146
The review of economics and statistics
45
Economics letters
43
Working paper / National Bureau of Economic Research, Inc.
42
Discussion paper / Tinbergen Institute
31
Econometric reviews
29
Journal of applied econometrics
27
Journal of empirical finance
26
CREATES research paper
25
International journal of forecasting
25
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
22
Journal of financial econometrics : official journal of the Society for Financial Econometrics
21
NBER working paper series
21
American journal of agricultural economics
20
Journal of banking & finance
20
Econometric theory
19
Applied economics
18
Economic modelling
18
The journal of finance : the journal of the American Finance Association
18
The journal of futures markets
18
Journal of forecasting
17
Journal of financial and quantitative analysis : JFQA
16
Quantitative finance
16
The econometrics journal
16
The review of financial studies
16
Discussion paper / Centre for Economic Policy Research
15
International journal of theoretical and applied finance
15
Finance research letters
14
Journal of macroeconomics
13
NBER Working Paper
13
Technical working paper / National Bureau of Economic Research
13
Discussion paper series / IZA
12
CEMMAP working papers / Centre for Microdata Methods and Practice
11
Discussion paper
11
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
11
Journal of financial economics
11
Journal of money, credit and banking : JMCB
11
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ECONIS (ZBW)
178
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1
Identification robust testing of risk premia in finite samples
Kleibergen, Frank
;
Kong, Lingwei
;
Zhan, Zhaoguo
- In:
Journal of financial econometrics
21
(
2023
)
2
,
pp. 263-297
Persistent link: https://www.econbiz.de/10014314742
Saved in:
2
Comment on: identification robust testing of risk premia in finite samples
Zaffaroni, Paolo
- In:
Journal of financial econometrics
21
(
2023
)
2
,
pp. 303-305
Persistent link: https://www.econbiz.de/10014314744
Saved in:
3
Rejoinder on: identification robust testing of risk premia in finite samples
Kleibergen, Frank
;
Kong, Lingwei
;
Zhan, Zhaoguo
- In:
Journal of financial econometrics
21
(
2023
)
2
,
pp. 311-315
Persistent link: https://www.econbiz.de/10014314746
Saved in:
4
Intraday trades profile estimation : an intensity approach
Sancetta, Alessio
- In:
Journal of financial econometrics
21
(
2023
)
3
,
pp. 651-677
Persistent link: https://www.econbiz.de/10014314773
Saved in:
5
Empirical asset pricing with functional factors
Nadler, Philip
;
Sancetta, Alessio
- In:
Journal of financial econometrics
21
(
2023
)
4
,
pp. 1258-1281
Persistent link: https://www.econbiz.de/10014391457
Saved in:
6
Singular conditional autoregressive Wishart model for realized covariance matrices
Alfelt, Gustav
;
Bodnar, Taras
;
Javed, Farrukh
;
Tyrcha, …
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
3
,
pp. 833-845
Persistent link: https://www.econbiz.de/10014448443
Saved in:
7
Adaptive testing for cointegration with nonstationary volatility
Boswijk, Herman Peter
;
Zu, Yang
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
2
,
pp. 744-755
Persistent link: https://www.econbiz.de/10013534484
Saved in:
8
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:
9
Dynamic covariance matrix estimation and portfolio analysis with high-frequency data
Jiang, Binyan
;
Liu, Cheng
;
Tang, Cheng Yong
- In:
Journal of financial econometrics
22
(
2024
)
2
,
pp. 461-491
Persistent link: https://www.econbiz.de/10014526333
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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