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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:"Risk premium"
~subject:"Statistische Verteilung"
~subject:"Volatility"
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USA
Volatilität
Risk premium
Statistische Verteilung
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
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51
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51
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47
Statistical inference
47
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44
Korrelation
44
Panel
42
Panel study
42
Capital income
36
Kapitaleinkommen
36
ARCH model
33
ARCH-Modell
33
Statistical distribution
31
Maximum likelihood estimation
30
Maximum-Likelihood-Schätzung
30
Bootstrap approach
29
Bootstrap-Verfahren
29
Statistical theory
29
Statistische Methodenlehre
29
Method of moments
27
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27
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8
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Article
180
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178
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178
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English
180
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Kleibergen, Frank
5
Kong, Lingwei
5
Zhan, Zhaoguo
5
Franses, Philip Hans
3
Ghysels, Eric
3
Hoga, Yannick
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
Hurn, Stan
2
Jing, Bingyi
2
Khalaf, Lynda
2
Lesage, James P.
2
Lindsay, Kenneth A.
2
Liu, Zhi
2
Maddala, Gangadharrao S.
2
Nolte, Ingmar
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
Yang, Xiye
2
Zaffaroni, Paolo
2
Akgiray, Vedat
1
Alfelt, Gustav
1
Amado, Cristina
1
Andersen, Torben
1
Andreou, Elena
1
Ang, Andrew
1
Bai, Yuehao
1
Bandi, Federico M.
1
Barnard, Charles 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
196
Economics letters
65
Econometric reviews
48
Discussion paper / Tinbergen Institute
47
Insurance / Mathematics & economics
46
The review of economics and statistics
45
Econometric theory
43
Working paper / National Bureau of Economic Research, Inc.
43
International journal of forecasting
34
Journal of empirical finance
31
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
30
The econometrics journal
30
CEMMAP working papers / Centre for Microdata Methods and Practice
29
CREATES research paper
28
Journal of applied econometrics
28
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
26
Applied economics
25
Journal of banking & finance
25
Statistics in transition : an international journal of the Polish Statistical Association
25
Journal of financial econometrics : official journal of the Society for Financial Econometrics
23
Journal of the American Statistical Association : JASA
23
Discussion paper / Center for Economic Research, Tilburg University
22
Journal of forecasting
22
NBER working paper series
22
American journal of agricultural economics
21
Discussion paper series / IZA
20
Economic modelling
20
Econometrics : open access journal
19
Finance research letters
19
The journal of futures markets
19
NBER Working Paper
18
Série des documents de travail / Centre de Recherche en Économie et Statistique
18
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
18
The journal of finance : the journal of the American Finance Association
18
European journal of operational research : EJOR
17
International journal of theoretical and applied finance
17
Journal of risk and financial management : JRFM
17
Quantitative finance
17
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ECONIS (ZBW)
180
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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
Extreme value estimation for heterogeneous data
Einmahl, John H. J.
;
He, Yi
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
1
,
pp. 255-269
Persistent link: https://www.econbiz.de/10013540838
Saved in:
8
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:
9
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:
10
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
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