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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"
~subject:"Method of moments"
~subject:"Risk premium"
~subject:"Volatility"
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Search: subject_exact:"Estimation theory"
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USA
Volatilität
Method of moments
Risk premium
Volatility
Estimation theory
650
Schätztheorie
650
Theorie
198
Theory
198
Time series analysis
154
Zeitreihenanalyse
154
Estimation
148
Schätzung
148
Nichtparametrisches Verfahren
113
Nonparametric statistics
113
Regression analysis
94
Regressionsanalyse
94
United States
94
Statistical test
52
Statistischer Test
52
Forecasting model
51
Prognoseverfahren
51
Induktive Statistik
47
Statistical inference
47
Correlation
44
Korrelation
44
Panel
42
Panel study
42
Capital income
36
Kapitaleinkommen
36
ARCH model
33
ARCH-Modell
33
Statistical distribution
31
Statistische Verteilung
31
Maximum likelihood estimation
30
Maximum-Likelihood-Schätzung
30
Bootstrap approach
29
Bootstrap-Verfahren
29
Statistical theory
29
Statistische Methodenlehre
29
Momentenmethode
27
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Undetermined
49
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
Franses, Philip Hans
3
Ghysels, Eric
3
Lucas, André
3
Bera, Anil K.
2
Bester, C. Alan
2
Bollerslev, Tim
2
Buccheri, Giuseppe
2
Caner, Mehmet
2
Gospodinov, Nikolaj
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
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
Andersen, Torben
1
Andreou, Elena
1
Ang, Andrew
1
Arellano, Manuel
1
Aryal, Gaurab
1
Bai, Yuehao
1
Baillie, Richard T.
1
Baltagi, Badi H.
1
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Journal of financial econometrics
Journal of econometrics
244
Economics letters
77
Econometric reviews
65
CEMMAP working papers / Centre for Microdata Methods and Practice
48
The review of economics and statistics
46
Working paper / National Bureau of Economic Research, Inc.
44
Econometric theory
43
Discussion paper / Tinbergen Institute
39
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
35
Journal of applied econometrics
30
CREATES research paper
29
The econometrics journal
28
Cowles Foundation Discussion Paper
27
Cowles Foundation discussion paper
27
Journal of empirical finance
27
International journal of forecasting
25
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
25
NBER working paper series
24
CESifo working papers
23
Journal of financial econometrics : official journal of the Society for Financial Econometrics
23
Applied economics
22
Economic modelling
22
American journal of agricultural economics
21
Econometrics : open access journal
21
Journal of banking & finance
21
Applied economics letters
18
Journal of forecasting
18
NBER Working Paper
18
The journal of finance : the journal of the American Finance Association
18
The journal of futures markets
18
Journal of financial and quantitative analysis : JFQA
17
Quantitative finance
17
Discussion paper / Centre for Economic Policy Research
16
The review of financial studies
16
Discussion paper
15
Discussion paper series / IZA
15
Finance research letters
15
International journal of theoretical and applied finance
15
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ECONIS (ZBW)
178
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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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