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subject:"United Kingdom"
type_genre:"Article in journal"
~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~subject:"Estimation"
~type_genre:"Collection of articles written by one author"
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Search: subject_exact:"Estimation theory"
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United Kingdom
Estimation
Estimation theory
73
Schätztheorie
73
Time series analysis
20
Zeitreihenanalyse
20
Volatility
16
Volatilität
16
Schätzung
15
ARCH model
11
ARCH-Modell
11
Market microstructure
10
Marktmikrostruktur
10
Capital income
9
Kapitaleinkommen
9
Nichtparametrisches Verfahren
9
Nonparametric statistics
9
Risikomaß
9
Risk measure
9
Theorie
9
Theory
9
Correlation
7
Forecasting model
7
Korrelation
7
Prognoseverfahren
7
Regression analysis
7
Regressionsanalyse
7
Stochastic process
7
Stochastischer Prozess
7
Börsenkurs
6
Share price
6
Analysis of variance
5
Noise Trading
5
Noise trading
5
Statistical test
5
Statistischer Test
5
Varianzanalyse
5
CAPM
4
Multivariate Analyse
4
Multivariate analysis
4
Portfolio selection
4
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Article
15
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Article in journal
Collection of articles written by one author
Aufsatz in Zeitschrift
15
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English
15
Author
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Audrino, Francesco
2
Ahlgren, Niklas
1
Antell, Jan
1
Balter, Janine
1
Bos, Charles S.
1
Bu, Ruijun
1
Caldeira, João F.
1
Cappiello, Lorenzo
1
Chen, Yi-ting
1
Corsi, Fulvio
1
Engle, Robert F.
1
Francq, Christian
1
Giet, Ludovic
1
Gérard, Bruno
1
Hadri, Kaddour
1
Hassler, Uwe
1
Horváth, Lajos
1
Janus, Paweł
1
Kadareja, Arjan
1
Koopman, Siem Jan
1
Lubrano, Michel
1
Manganelli, Simone
1
Moon, Seongman
1
Moura, Guilherme Valle
1
Nagakura, Daisuke
1
Nogales, Francisco J.
1
Rodrigues, Paulo M. M.
1
Rubia, Antonio
1
Santos, André A. P.
1
Trojani, Fabio
1
Velasco, Carlos
1
Visser, Marcel P.
1
Watanabe, Toshiaki
1
Zakoïan, Jean-Michel
1
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
Journal of econometrics
221
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
131
Economics letters
110
Applied economics letters
55
Econometric reviews
55
Economic modelling
54
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
49
Journal of applied econometrics
45
Applied economics
44
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
33
Journal of banking & finance
29
Quantitative economics : QE ; journal of the Econometric Society
29
The econometrics journal
29
Econometric theory
28
Empirical economics : a quarterly journal of the Institute for Advanced Studies
26
Econometrics : open access journal
24
Journal of the American Statistical Association : JASA
24
International journal of forecasting
22
Journal of empirical finance
22
The review of economics and statistics
22
Computational economics
19
International journal of economics and financial issues : IJEFI
19
Journal of financial econometrics
19
Journal of forecasting
19
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
18
Energy economics
18
Finance research letters
18
Insurance / Mathematics & economics
18
Oxford bulletin of economics and statistics
18
European journal of operational research : EJOR
17
Journal of economic dynamics & control
15
Journal of international money and finance
13
Journal of risk
13
Journal of risk and financial management : JRFM
13
Quantitative finance
13
The empirical economics letters : a monthly international journal of economics
13
The journal of real estate finance and economics
13
Journal of productivity analysis
12
The North American journal of economics and finance : a journal of financial economics studies
12
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ECONIS (ZBW)
15
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1
Combining multivariate volatility forecasts: an economic-based approach
Caldeira, João F.
;
Moura, Guilherme Valle
;
Nogales, …
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
2
,
pp. 247-285
Persistent link: https://www.econbiz.de/10011987429
Saved in:
2
Tests for abnormal returns in the presence of event-induced cross-sectional correlation
Ahlgren, Niklas
;
Antell, Jan
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
2
,
pp. 286-301
Persistent link: https://www.econbiz.de/10011987446
Saved in:
3
Dynamic conditional beta
Engle, Robert F.
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
4
,
pp. 643-667
Persistent link: https://www.econbiz.de/10011623818
Saved in:
4
Quantile regression for long memory testing : a case of realized volatility
Hassler, Uwe
;
Rodrigues, Paulo M. M.
;
Rubia, Antonio
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
4
,
pp. 693-724
Persistent link: https://www.econbiz.de/10011623824
Saved in:
5
Variance targeting estimation of multivariate GARCH models
Francq, Christian
;
Horváth, Lajos
;
Zakoïan, Jean-Michel
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
2
,
pp. 353-382
Persistent link: https://www.econbiz.de/10011589013
Saved in:
6
On the optimal estimating function method for conditional correlation models
Chen, Yi-ting
- In:
Journal of financial econometrics : official journal of …
13
(
2015
)
1
,
pp. 83-125
Persistent link: https://www.econbiz.de/10010519661
Saved in:
7
A state space approach to estimating the integrated variance under the existence of market microstructure noise
Nagakura, Daisuke
;
Watanabe, Toshiaki
- In:
Journal of financial econometrics : official journal of …
13
(
2015
)
1
,
pp. 45-82
Persistent link: https://www.econbiz.de/10010519663
Saved in:
8
Quarticity estimation on ohlc data
Balter, Janine
- In:
Journal of financial econometrics : official journal of …
13
(
2015
)
2
,
pp. 505-519
Persistent link: https://www.econbiz.de/10011339287
Saved in:
9
Measuring comovements by regression quantiles
Cappiello, Lorenzo
;
Gérard, Bruno
;
Kadareja, Arjan
; …
- In:
Journal of financial econometrics : official journal of …
12
(
2014
)
4
,
pp. 645-678
Persistent link: https://www.econbiz.de/10010512287
Saved in:
10
On the properties of regression test of stock returns predictability using dividend-price ratios
Moon, Seongman
;
Velasco, Carlos
- In:
Journal of financial econometrics : official journal of …
12
(
2014
)
1
,
pp. 151-173
Persistent link: https://www.econbiz.de/10010233601
Saved in:
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