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subject:"United States"
~isPartOf:"CREATES research paper"
~isPartOf:"Journal of forensic economics"
~isPartOf:"The journal of finance : the journal of the American Finance Association"
~subject:"Beta risk"
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Search: subject_exact:"Estimation theory"
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United States
Beta risk
Estimation theory
178
Schätztheorie
178
Time series analysis
61
Zeitreihenanalyse
61
Theorie
47
Theory
47
USA
31
Estimation
25
Schätzung
25
Nichtparametrisches Verfahren
20
Nonparametric statistics
20
Volatility
18
Volatilität
18
CAPM
17
Stochastic process
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Stochastischer Prozess
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Cointegration
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Kointegration
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ARCH model
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ARCH-Modell
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Statistical test
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11
Börsenkurs
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11
Regressionsanalyse
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Forecasting model
10
Induktive Statistik
10
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10
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Capital income
8
Kapitaleinkommen
8
Maximum likelihood estimation
8
Maximum-Likelihood-Schätzung
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8
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English
33
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Kock, Anders Bredahl
2
Aït-Sahalia, Yacine
1
Baillie, Richard
1
Bohn Nielsen, Heino
1
Bollerslev, Tim
1
Braun, Phillip A.
1
Bredahl Kock, Anders
1
Brush, Brian C.
1
Callot, Laurent
1
Callot, Laurent A. F.
1
Caner, Mehmet
1
Chan, K. C.
1
Chan, Kalok
1
Ciecka, James E.
1
Demetrescu, Matei
1
Diebold, Francis X.
1
Ferson, Wayne E.
1
Gardeazabal, Javier
1
Gluck, Andrew
1
Goldman, Jerry
1
Grassi, Stefano
1
Harvey, Campbell R.
1
Huang, Roger D.
1
Hunt, Tamorah
1
Ilmanen, Antti
1
Jagannathan, Ravi
1
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1
Kan, Raymond
1
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1
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1
Kristensen, Johannes Tang
1
Kruse-Becher, Robinson
1
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1
Lo, Andrew W.
1
MacKinnon, James G.
1
Mirone, Giorgio
1
Nelson, Daniel B.
1
Ng, Lilian K.
1
Nielsen, Morten Ørregaard
1
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CREATES research paper
Journal of forensic economics
The journal of finance : the journal of the American Finance Association
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
94
The review of economics and statistics
43
Journal of econometrics
36
Working paper / National Bureau of Economic Research, Inc.
35
Journal of applied econometrics
23
American journal of agricultural economics
19
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
18
Economics letters
18
Journal of financial and quantitative analysis : JFQA
17
The journal of futures markets
15
Applied economics
14
The review of financial studies
14
Discussion paper series / IZA
12
Journal of macroeconomics
12
NBER working paper series
12
Discussion paper / Centre for Economic Policy Research
11
Technical working paper / National Bureau of Economic Research
11
International journal of forecasting
10
Journal of money, credit and banking : JMCB
10
CEMMAP working papers / Centre for Microdata Methods and Practice
9
International economic review
9
Oxford bulletin of economics and statistics
9
Journal of banking & finance
8
Journal of forecasting
8
Journal of monetary economics
8
The review of economic studies
8
International economic journal
7
Journal of economics & business
7
Journal of financial economics
7
Journal of productivity analysis
7
The American economic review
7
The journal of agricultural economics research
7
Applied economics letters
6
Applied financial economics
6
CESifo working papers
6
Discussion paper
6
Discussion paper / Department of Economics, University of California San Diego
6
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ECONIS (ZBW)
33
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1
Asset pricing using block-cholesky GARCH and time-varying betas
Grassi, Stefano
;
Violante, Francesco
-
2021
Persistent link: https://www.econbiz.de/10012620745
Saved in:
2
Is U.S. real output growth really non-normal? : testing distributional assumptions in time-varying location-scale models
Demetrescu, Matei
;
Kruse-Becher, Robinson
-
2021
Persistent link: https://www.econbiz.de/10012620758
Saved in:
3
Cross-sectional noise reduction and more efficient estimation of integrated variance
Mirone, Giorgio
-
2018
Persistent link: https://www.econbiz.de/10011864983
Saved in:
4
Sharp threshold based on sup-norm error rates in high-dimensional models
Callot, Laurent
;
Caner, Mehmet
;
Kock, Anders Bredahl
; …
-
2015
Persistent link: https://www.econbiz.de/10011516996
Saved in:
5
Testing constancy of the error covariance matrix in vector models against parametric alternatives using a spectral decomposition
Yang, Yukai
-
2014
Persistent link: https://www.econbiz.de/10010339079
Saved in:
6
Oracle inequalities for high-dimensional panel data models
Bredahl Kock, Anders
-
2013
Persistent link: https://www.econbiz.de/10009763896
Saved in:
7
Factor-based forecasting in the presende of outliers : are factors better selected and estimated by the median than by the mean?
Kristensen, Johannes Tang
-
2012
Persistent link: https://www.econbiz.de/10009546012
Saved in:
8
Oracle efficient estimation and forecasting with the adaptive LASSO and the adaptive group LASSO in vector autoregressions
Kock, Anders Bredahl
;
Callot, Laurent A. F.
-
2012
Persistent link: https://www.econbiz.de/10009614483
Saved in:
9
Numerical distribution functions of fractional unit root and cointegration tests
MacKinnon, James G.
;
Nielsen, Morten Ørregaard
-
2010
Persistent link: https://www.econbiz.de/10008651639
Saved in:
10
Least squares inference on integrated volatility and the relationship between efficient prices and noise
Nolte, Ingmar
;
Voev, Valeri
-
2009
Persistent link: https://www.econbiz.de/10003849539
Saved in:
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