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subject:"United States"
subject:"Volatility"
~isPartOf:"Econometric theory"
~subject:"ARCH model"
~subject:"Scientific modelling"
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Search: subject_exact:"Estimation theory"
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United States
Volatility
ARCH model
Scientific modelling
Estimation theory
724
Schätztheorie
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Theorie
285
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285
Time series analysis
159
Zeitreihenanalyse
159
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Linton, Oliver
6
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3
Horváth, Lajos
3
Kokoszka, Piotr
3
Berkes, István
2
Kristensen, Dennis
2
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2
Park, Joon Y.
2
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2
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2
Zaffaroni, Paolo
2
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2
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2
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1
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1
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1
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1
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1
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1
Camponovo, Lorenzo
1
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1
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1
Chan, Kung-sik
1
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1
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Econometric theory
Journal of econometrics
220
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
162
Economics letters
75
Econometric reviews
56
Discussion paper / Tinbergen Institute
52
The review of economics and statistics
46
Working paper / National Bureau of Economic Research, Inc.
45
The econometrics journal
40
CREATES research paper
37
Journal of empirical finance
37
International journal of forecasting
33
CEMMAP working papers / Centre for Microdata Methods and Practice
32
Journal of applied econometrics
31
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
31
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
30
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28
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27
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26
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26
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25
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24
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23
NBER Working Paper
21
American journal of agricultural economics
20
Finance research letters
20
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19
Applied economics letters
18
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18
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17
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Série des documents de travail / Centre de Recherche en Économie et Statistique
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ECONIS (ZBW)
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1
Consistent specification testing under spatial dependence
Gupta, Abhimanyu
;
Qu, Xi
- In:
Econometric theory
40
(
2024
)
2
,
pp. 278-319
Persistent link: https://www.econbiz.de/10014485243
Saved in:
2
Least squares and IVX limit theory in systems of predictive regressions with GARCH innovations
In:
Econometric theory
38
(
2022
)
5
,
pp. 875-912
Persistent link: https://www.econbiz.de/10013469682
Saved in:
3
Nonstationary linear processes with infinite variance GARCH errors
Zhang, Rongmao
;
Chan, Ngai Hang
- In:
Econometric theory
37
(
2021
)
5
,
pp. 892-925
Persistent link: https://www.econbiz.de/10012656388
Saved in:
4
Estimation of volatility functions in jump diffusions using truncated bipower increments
Kim, Jihyun
;
Park, Joon Y.
;
Wang, Bin
- In:
Econometric theory
37
(
2021
)
5
,
pp. 926-958
Persistent link: https://www.econbiz.de/10012656389
Saved in:
5
Efficient estimation of integrated volatility functionals under general volatility dynamics
Li, Jia
;
Liu, Yunxiao
- In:
Econometric theory
37
(
2021
)
4
,
pp. 664-707
Persistent link: https://www.econbiz.de/10012618196
Saved in:
6
Weak-identification robust wild bootstrap applied to a consistent model specification test
Hill, Jonathan B.
- In:
Econometric theory
37
(
2021
)
3
,
pp. 409-463
Persistent link: https://www.econbiz.de/10012593442
Saved in:
7
Identification and estimation in a third-price auction model
Enache, Andreea
;
Florens, Jean-Pierre
- In:
Econometric theory
36
(
2020
)
3
,
pp. 386-409
Persistent link: https://www.econbiz.de/10012240714
Saved in:
8
QML inference for volatility models with covariates
Francq, Christian
;
Le Quyen Thieu
- In:
Econometric theory
35
(
2019
)
1
,
pp. 37-72
Persistent link: https://www.econbiz.de/10012146117
Saved in:
9
Characterizations of multinormality and corresponding tests of fit, including for GARCH models
Henze, Norbert
;
Jiménez-Gamero, M. Dolores
;
Meintanis, …
- In:
Econometric theory
35
(
2019
)
3
,
pp. 510-546
Persistent link: https://www.econbiz.de/10012146149
Saved in:
10
Estimating volatility functionals with multiple transactions
Jing, Bingyi
;
Liu, Zhi
;
Kong, Xinbing
- In:
Econometric theory
33
(
2017
)
2
,
pp. 331-365
Persistent link: https://www.econbiz.de/10011665349
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