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subject:"Volatility"
type_genre:"Article in journal"
~isPartOf:"Applied economics letters"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~subject:"Maximum likelihood estimation"
~type_genre:"Bibliografie enthalten"
~type_genre:"Übersichtsarbeit"
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Search: subject_exact:"Estimation theory"
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Volatility
Maximum likelihood estimation
Estimation theory
808
Schätztheorie
808
Theorie
201
Theory
201
Time series analysis
194
Zeitreihenanalyse
194
Estimation
189
Schätzung
189
Nichtparametrisches Verfahren
126
Nonparametric statistics
126
Regression analysis
111
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111
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99
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99
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64
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64
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58
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51
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47
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47
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45
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35
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33
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32
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32
Monte Carlo simulation
32
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32
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30
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Bibliografie enthalten
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English
75
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Gao, Jiti
2
Ghysels, Eric
2
Hautsch, Nikolaus
2
Jing, Bingyi
2
Shephard, Neil G.
2
Sheppard, Kevin
2
Wang, Hansheng
2
Xu, Ke-li
2
Yang, Minxian
2
Yang, Xiye
2
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2
Alfelt, Gustav
1
Amado, Cristina
1
Andersen, Torben
1
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1
Arvis, Jean-François
1
Bandi, Federico M.
1
Bauwens, Luc
1
Bibinger, Markus
1
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1
Bollerslev, Tim
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
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1
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1
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1
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1
Chiang, Harold D.
1
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1
Dias, Gustavo Fruet
1
Dotsis, George
1
Dueker, Michael
1
Engle, Robert F.
1
Escanciano, Juan Carlos
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Applied economics letters
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Journal of econometrics
188
Economics letters
46
Econometric reviews
41
Economic modelling
24
Econometric theory
23
Journal of empirical finance
21
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
20
The econometrics journal
20
Journal of financial econometrics : official journal of the Society for Financial Econometrics
19
Econometrics : open access journal
18
International journal of forecasting
17
Journal of the American Statistical Association : JASA
17
Quantitative finance
17
Journal of financial econometrics
15
European journal of operational research : EJOR
14
Finance research letters
14
Journal of banking & finance
14
Journal of forecasting
14
Journal of risk and financial management : JRFM
14
Computational economics
13
International journal of theoretical and applied finance
13
The North American journal of economics and finance : a journal of financial economics studies
13
Insurance / Mathematics & economics
11
Applied economics
10
Statistics in transition : an international journal of the Polish Statistical Association
10
Journal of economic dynamics & control
9
Journal of mathematical finance
9
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
8
Finance and stochastics
8
International journal of economics and financial issues : IJEFI
8
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
7
Empirical economics : a quarterly journal of the Institute for Advanced Studies
7
Quantitative economics : QE ; journal of the Econometric Society
7
The European journal of finance
7
The journal of risk model validation
7
Decisions in economics and finance : DEF ; a journal of applied mathematics
6
International journal of financial engineering
6
Journal of applied econometrics
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ECONIS (ZBW)
75
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1
An econometric analysis of volatility discovery
Dias, Gustavo Fruet
;
Papailias, Fotis
;
Scherrer, Cristina
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
3
,
pp. 1095-1106
Persistent link: https://www.econbiz.de/10015053535
Saved in:
2
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:
3
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:
4
Volatility estimation when the zero-process is nonstationary
Francq, Christian
;
Sucarrat, Genaro
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
1
,
pp. 53-66
Persistent link: https://www.econbiz.de/10013540630
Saved in:
5
Inference for nonparametric high-frequency estimators with an application to time variation in betas
Kalnina, Ilze
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
2
,
pp. 538-549
Persistent link: https://www.econbiz.de/10014448338
Saved in:
6
QML and efficient GMM estimation of spatial autoregressive models with dominant (popular) units
Lee, Lung-fei
;
Yang, Chao
;
Yu, Jihai
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
2
,
pp. 550-562
Persistent link: https://www.econbiz.de/10014448355
Saved in:
7
Simultaneous spatial panel data models with common shocks
Lu, Lina
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
2
,
pp. 608-623
Persistent link: https://www.econbiz.de/10014448377
Saved in:
8
Bootstrapping two-stage quasi-maximum likelihood estimators of time series models
Gonçalves, Sílvia
;
Hounyo, Ulrich
;
Patton, Andrew J.
; …
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
3
,
pp. 683-694
Persistent link: https://www.econbiz.de/10014448421
Saved in:
9
Culling the herd of moments with penalized empirical likelihood
Chang, Jinyuan
;
Shi, Zhentao
;
Zhang, Jia
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
3
,
pp. 791-805
Persistent link: https://www.econbiz.de/10014448437
Saved in:
10
Empirical likelihood and uniform convergence rates for dyadic kernel density estimation
Chiang, Harold D.
;
Tan, Bing Yang
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
3
,
pp. 906-914
Persistent link: https://www.econbiz.de/10014448457
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