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subject:"Volatility"
type_genre:"Article in journal"
~isPartOf:"Annales d'économie et de statistique"
~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~subject:"Regressionsanalyse"
~subject:"Theorie"
~type_genre:"Conference paper"
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Search: subject_exact:"Estimation theory"
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Volatility
Regressionsanalyse
Theorie
Estimation theory
142
Schätztheorie
142
Theory
66
Time series analysis
28
Zeitreihenanalyse
28
Estimation
23
Schätzung
23
Volatilität
17
ARCH model
12
ARCH-Modell
12
Capital income
11
Kapitaleinkommen
11
Market microstructure
11
Marktmikrostruktur
11
Nichtparametrisches Verfahren
11
Nonparametric statistics
11
Risikomaß
9
Risk measure
9
Regression analysis
8
Statistical theory
8
Statistische Methodenlehre
8
Stochastic process
8
Stochastischer Prozess
8
USA
8
United States
8
Börsenkurs
7
Correlation
7
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7
France
7
Frankreich
7
Korrelation
7
Prognoseverfahren
7
Share price
7
Statistical test
7
Statistischer Test
7
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6
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6
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Article
88
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Article in journal
Conference paper
Aufsatz in Zeitschrift
88
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English
59
French
29
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All
Gouriéroux, Christian
5
Baltagi, Badi H.
4
Robert, Christian P.
4
Bertail, Patrice
3
Thomas, Alban
3
Bauwens, Luc
2
Boumahdi, Rachid
2
Bruneau, Catherine
2
Doz, Catherine
2
Ghysels, Eric
2
Nicolaï, Jean-Paul
2
Peaucelle, Irina
2
Zakoïan, Jean-Michel
2
Ahn, Seung Chan
1
Andreou, Alena
1
Audrino, Francesco
1
Balter, Janine
1
Baumel, Laurent
1
Beine, Michel
1
Billio, Monica
1
Birke, Melanie
1
Bloemen, Hans G.
1
Bonneu, Michel
1
Bos, Charles S.
1
Bourlange, Danielle
1
Caldeira, João F.
1
Carrasco, Marine
1
Cermeño, Rodolfo
1
Claverie, Pierre
1
Clément, Emmanuelle
1
Collard, Fabrice
1
Combris, Pierre
1
Corsi, Fulvio
1
Cragg, John G.
1
Daníelsson, Jón
1
Delecroix, Michel
1
Deprins, Dominique
1
Deschamps, Jean-Philippe
1
Fan, Jianqing
1
Fan, Yingying
1
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Annales d'économie et de statistique
Journal of financial econometrics : official journal of the Society for Financial Econometrics
Journal of econometrics
716
Economics letters
488
Econometric theory
374
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
314
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
249
Econometric reviews
212
Journal of applied econometrics
150
Journal of quantitative economics : official journal of the Indian Econometric Society
144
The review of economics and statistics
125
Oxford bulletin of economics and statistics
108
Journal of the American Statistical Association : JASA
95
The econometrics journal
90
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
86
Statistical papers
83
Journal of forecasting
67
The review of economic studies
66
Applied economics
63
International economic review
59
Metrika : international journal for theoretical and applied statistics
57
American journal of agricultural economics
52
Economic modelling
51
International journal of forecasting
51
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
49
Journal of the Royal Statistical Society
41
Journal of empirical finance
40
Publications de l'Institut de Statistique de l'Université de Paris : analyse factorielle des correspondances continues
39
Journal of economic dynamics & control
38
Econometrics : open access journal
36
International economic journal
36
Journal of productivity analysis
36
The Indian economic journal
35
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
34
European journal of operational research : EJOR
33
Journal of banking & finance
29
Statistics in transition : an international journal of the Polish Statistical Association
28
Computational economics
27
Applied economics letters
26
Journal of risk and financial management : JRFM
26
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ECONIS (ZBW)
88
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1
Dynamic functional regression with application to the cross-section of returns
Kokoszka, Piotr
;
Miao, Hong
;
Reimherr, Matthew
; …
- In:
Journal of financial econometrics : official journal of …
16
(
2018
)
3
,
pp. 461-485
Persistent link: https://www.econbiz.de/10011987795
Saved in:
2
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:
3
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:
4
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:
5
Two-scale realized kernels : a univariate case
Ikeda, Shin S.
- In:
Journal of financial econometrics : official journal of …
13
(
2015
)
1
,
pp. 126-165
Persistent link: https://www.econbiz.de/10010519659
Saved in:
6
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:
7
Adaptive Realized Kernels
Carrasco, Marine
;
Kotchoni, Rachidi
- In:
Journal of financial econometrics : official journal of …
13
(
2015
)
4
,
pp. 757-797
Persistent link: https://www.econbiz.de/10011417704
Saved in:
8
Halbert White jr. Memorial JFEC Lecture : pitfalls and possibilities in predictive regression
Phillips, Peter C. B.
- In:
Journal of financial econometrics : official journal of …
13
(
2015
)
3
,
pp. 521-555
Persistent link: https://www.econbiz.de/10011339279
Saved in:
9
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:
10
Rounding errors and volatility estimation
Li, Yingying
;
Mykland, Per A.
- In:
Journal of financial econometrics : official journal of …
13
(
2015
)
2
,
pp. 478-504
Persistent link: https://www.econbiz.de/10011339292
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