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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:"Theorie"
~subject:"Volatility"
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Search: subject_exact:"Estimation theory"
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USA
Volatilität
Risk premium
Theorie
Volatility
Estimation theory
650
Schätztheorie
650
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
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47
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47
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44
Korrelation
44
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42
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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
Method of moments
27
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27
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7
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Article
275
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271
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271
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2
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2
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1
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1
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English
275
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Kleibergen, Frank
5
Kong, Lingwei
5
Zhan, Zhaoguo
5
Ghysels, Eric
4
Hansen, Christian Bailey
4
Lucas, André
4
Bauwens, Luc
3
Bollerslev, Tim
3
Franses, Philip Hans
3
Hall, Alastair R.
3
Lechner, Michael
3
Li, Qi
3
Pfeffermann, Danny
3
Racine, Jeffrey
3
Akgiray, Vedat
2
Bera, Anil K.
2
Bester, C. Alan
2
Buccheri, Giuseppe
2
Burnside, Craig
2
Cheung, Yin-Wong
2
Drost, Feike C.
2
Engle, Robert F.
2
Fiebig, Denzil G.
2
Fuller, Wayne A.
2
Granger, C. W. J.
2
Gregory, Allan W.
2
Hansen, Bruce E.
2
Hansen, Lars Peter
2
Hautsch, Nikolaus
2
Higgins, Matthew Lawrence
2
Jing, Bingyi
2
Keane, Michael P.
2
Khalaf, Lynda
2
King, Maxwell L.
2
Laisney, François
2
Lesage, James P.
2
Liu, Zhi
2
Maddala, Gangadharrao S.
2
McDonald, James B.
2
Newey, Whitney K.
2
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Journal of financial econometrics
Journal of econometrics
485
Economics letters
411
Econometric theory
299
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
246
Série des documents de travail / Centre de Recherche en Économie et Statistique
160
Econometric reviews
150
Journal of applied econometrics
145
Journal of quantitative economics : official journal of the Indian Econometric Society
138
The review of economics and statistics
132
Oxford bulletin of economics and statistics
105
Discussion paper / Tinbergen Institute
102
Working paper / National Bureau of Economic Research, Inc.
97
Discussion paper / Center for Economic Research, Tilburg University
85
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
83
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
83
Statistical papers
79
CORE discussion paper : DP
77
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
72
Applied economics
62
International economic review
62
The review of economic studies
62
American journal of agricultural economics
60
Annales d'économie et de statistique
57
Metrika : international journal for theoretical and applied statistics
57
Journal of forecasting
56
Discussion paper series / IZA
55
Technical working paper / National Bureau of Economic Research
54
Working paper series
52
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
47
Europäische Hochschulschriften / 5
44
SFB 649 discussion paper
42
The econometrics journal
42
Cowles Foundation discussion paper
41
International journal of forecasting
41
Journal of economic dynamics & control
41
Journal of the Royal Statistical Society
41
Journal of empirical finance
39
Publications de l'Institut de Statistique de l'Université de Paris : analyse factorielle des correspondances continues
39
Working paper
39
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ECONIS (ZBW)
275
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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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