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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:"Method of moments"
~type_genre:"Bibliografie enthalten"
~type_genre:"Übersichtsarbeit"
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Search: subject_exact:"Estimation theory"
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Volatility
Method of moments
Estimation theory
787
Schätztheorie
787
Theorie
201
Theory
201
Time series analysis
187
Zeitreihenanalyse
187
Estimation
182
Schätzung
182
Nichtparametrisches Verfahren
122
Nonparametric statistics
122
Regression analysis
107
Regressionsanalyse
107
USA
99
United States
99
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61
Panel study
61
Statistical test
57
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57
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48
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48
Volatilität
46
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45
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45
Induktive Statistik
44
Statistical inference
44
Momentenmethode
34
Maximum likelihood estimation
33
Maximum-Likelihood-Schätzung
33
ARCH model
32
ARCH-Modell
32
Capital income
32
Kapitaleinkommen
32
Monte Carlo simulation
32
Monte-Carlo-Simulation
32
Statistical distribution
30
Statistical theory
30
Statistische Methodenlehre
30
Statistische Verteilung
30
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2
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Article
79
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Article in journal
Bibliografie enthalten
Übersichtsarbeit
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79
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English
79
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Caner, Mehmet
2
Ghysels, Eric
2
Gospodinov, Nikolaj
2
Hautsch, Nikolaus
2
Jing, Bingyi
2
Shephard, Neil G.
2
Yang, Xiye
2
Alfelt, Gustav
1
Amado, Cristina
1
Andersen, Torben
1
Andreou, Elena
1
Arellano, Manuel
1
Aryal, Gaurab
1
Bai, Yuehao
1
Baillie, Richard T.
1
Baltagi, Badi H.
1
Bandi, Federico M.
1
Bauwens, Luc
1
Berrens, Robert P.
1
Bibinger, Markus
1
Bodnar, Taras
1
Bollerslev, Tim
1
Bormetti, Giacomo
1
Boswijk, Herman Peter
1
Brown, Bryan W.
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
Chen, Yi-ting
1
Chen, Zirong
1
Chung, Chae-shick
1
Corsi, Fulvio
1
Danaher, Peter J.
1
Dotsis, George
1
Dueker, Michael
1
Engle, Robert F.
1
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Applied economics letters
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Journal of econometrics
213
Economics letters
58
Econometric reviews
57
Econometric theory
38
The econometrics journal
24
Econometrics : open access journal
21
Economic modelling
21
Journal of empirical finance
21
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
20
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
18
Journal of financial econometrics : official journal of the Society for Financial Econometrics
18
Quantitative finance
16
International journal of forecasting
14
Journal of banking & finance
14
Journal of financial econometrics
14
Finance research letters
13
International journal of theoretical and applied finance
13
Empirical economics : a quarterly journal of the Institute for Advanced Studies
12
The North American journal of economics and finance : a journal of financial economics studies
12
Journal of forecasting
11
Journal of risk and financial management : JRFM
11
Regional science & urban economics
11
Applied economics
10
Computational economics
9
Finance and stochastics
8
International journal of economics and financial issues : IJEFI
8
European journal of operational research : EJOR
7
Journal of mathematical finance
7
Journal of quantitative economics
7
Quantitative economics : QE ; journal of the Econometric Society
7
Spatial economic analysis : the journal of the Regional Studies Association
7
Decisions in economics and finance : DEF ; a journal of applied mathematics
6
International journal of economics and finance
6
International journal of financial engineering
6
Journal of applied econometrics
6
Journal of economic dynamics & control
6
Journal of financial economics
6
Applied financial economics
5
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ECONIS (ZBW)
79
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79
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1
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:
2
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:
3
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:
4
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:
5
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:
6
Estimation of leverage effect : kernel function and efficiency
Yang, Xiye
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
3
,
pp. 939-956
Persistent link: https://www.econbiz.de/10014448463
Saved in:
7
Overnight GARCH-Itô volatility models
Kim, Donggyu
;
Shin, Minseok
;
Wang, Yazhen
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
4
,
pp. 1215-1227
Persistent link: https://www.econbiz.de/10014448607
Saved in:
8
Generalized covariance estimator
Gouriéroux, Christian
;
Jasiak, Joann
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
4
,
pp. 1315-1327
Persistent link: https://www.econbiz.de/10014448640
Saved in:
9
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:
10
Should (co)jump variation be included in asset allocation?
Chen, Zirong
;
Lin, Haonan
;
Zheng, Xu
- In:
Applied economics letters
29
(
2022
)
20
,
pp. 1868-1875
Persistent link: https://www.econbiz.de/10013412321
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