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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:"Volatility"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Estimation theory"
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USA
Volatilität
Risk premium
Volatility
Estimation theory
639
Schätztheorie
639
Theorie
195
Theory
195
Time series analysis
153
Zeitreihenanalyse
153
Estimation
147
Schätzung
147
Nichtparametrisches Verfahren
111
Nonparametric statistics
111
Regression analysis
93
Regressionsanalyse
93
United States
93
Statistical test
53
Statistischer Test
53
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
Method of moments
27
Momentenmethode
27
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Undetermined
36
Free
7
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Article
151
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Aufsatz in Zeitschrift
Article in journal
151
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English
151
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
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
Bandi, Federico M.
1
Barnard, Charles H.
1
Bauwens, Luc
1
Bekaert, Geert
1
Bibinger, Markus
1
Blattenberger, Gail
1
Bodnar, Taras
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
146
The review of economics and statistics
45
Economics letters
43
Econometric reviews
29
Journal of applied econometrics
27
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
Journal of empirical finance
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
American journal of agricultural economics
20
Journal of banking & finance
20
Econometric theory
19
Economic modelling
18
The journal of futures markets
18
Applied economics
17
Journal of forecasting
17
The journal of finance : the journal of the American Finance Association
17
Journal of financial and quantitative analysis : JFQA
16
Quantitative finance
16
The econometrics journal
16
The review of financial studies
16
International journal of theoretical and applied finance
15
Finance research letters
14
Journal of macroeconomics
12
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
The European journal of finance
11
The North American journal of economics and finance : a journal of financial economics studies
11
Econometrics : open access journal
10
Journal of risk and financial management : JRFM
10
Oxford bulletin of economics and statistics
10
The review of economic studies
10
Applied economics letters
9
International economic review
9
Applied financial economics
8
Finance and stochastics
8
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ECONIS (ZBW)
151
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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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