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subject:"USA"
subject:"Volatilität"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~isPartOf:"Journal of financial econometrics"
~isPartOf:"Technical working paper / National Bureau of Economic Research"
~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
740
Schätztheorie
740
Theorie
251
Theory
251
Time series analysis
176
Zeitreihenanalyse
176
Estimation
157
Schätzung
157
Nichtparametrisches Verfahren
116
Nonparametric statistics
116
United States
105
Regression analysis
97
Regressionsanalyse
97
Forecasting model
53
Prognoseverfahren
53
Statistical test
53
Statistischer Test
53
Correlation
47
Induktive Statistik
47
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47
Statistical inference
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Panel study
43
Statistical theory
39
Statistische Methodenlehre
39
Capital income
38
Kapitaleinkommen
38
ARCH model
34
ARCH-Modell
34
Statistical distribution
33
Statistische Verteilung
33
Maximum likelihood estimation
31
Maximum-Likelihood-Schätzung
31
Bootstrap approach
30
Bootstrap-Verfahren
30
Simulation
29
Method of moments
28
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11
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Article
153
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12
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English
166
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Kleibergen, Frank
5
Kong, Lingwei
5
Zhan, Zhaoguo
5
Angrist, Joshua D.
4
Abadie, Alberto
3
Franses, Philip Hans
3
Ghysels, Eric
3
Lucas, André
3
Bera, Anil K.
2
Bester, C. Alan
2
Bollerslev, Tim
2
Buccheri, Giuseppe
2
Hansen, Christian Bailey
2
Hautsch, Nikolaus
2
Higgins, Matthew Lawrence
2
Imbens, Guido
2
Jing, Bingyi
2
Khalaf, Lynda
2
Krueger, Alan B.
2
Lesage, James P.
2
Liu, Zhi
2
Maddala, Gangadharrao S.
2
Nolte, Ingmar
2
Peñaranda, Francisco
2
Pfeffermann, Danny
2
Sancetta, Alessio
2
Shephard, Neil G.
2
Sucarrat, Genaro
2
Sørensen, Bent E.
2
Yang, Xiye
2
Zaffaroni, Paolo
2
Akgiray, Vedat
1
Alfelt, Gustav
1
Amado, Cristina
1
An, Jong beom
1
Andersen, Torben
1
Andreou, Elena
1
Ang, Andrew
1
Baker, Regina
1
Bandi, Federico M.
1
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Journal of financial econometrics
Technical working paper / National Bureau of Economic Research
Journal of econometrics
146
The review of economics and statistics
44
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
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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 review of financial studies
16
Discussion paper / Centre for Economic Policy Research
15
International journal of theoretical and applied finance
15
The econometrics journal
15
Finance research letters
14
Journal of macroeconomics
13
NBER Working Paper
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)
166
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1
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:
2
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:
3
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:
4
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:
5
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:
6
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:
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
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
Saved in:
10
Dynamic covariance matrix estimation and portfolio analysis with high-frequency data
Liu, Cheng
;
Tang, Cheng Yong
- In:
Journal of financial econometrics
22
(
2024
)
2
,
pp. 461-491
Persistent link: https://www.econbiz.de/10014526333
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