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subject:"Volatility"
type_genre:"Article in journal"
~isPartOf:"CBN journal of applied statistics"
~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of mathematical finance"
~subject:"Panel"
~subject:"Volatilität"
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Search: subject_exact:"Estimation theory"
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Volatility
Panel
Volatilität
Estimation theory
1,641
Schätztheorie
1,641
Theorie
366
Theory
366
Time series analysis
315
Zeitreihenanalyse
315
Nichtparametrisches Verfahren
314
Nonparametric statistics
314
Regression analysis
265
Regressionsanalyse
265
Estimation
227
Schätzung
223
Panel study
156
Statistical test
148
Statistischer Test
148
Method of moments
98
Momentenmethode
97
Induktive Statistik
82
Statistical inference
82
Maximum likelihood estimation
80
Maximum-Likelihood-Schätzung
80
Forecasting model
79
Prognoseverfahren
79
Autocorrelation
76
Autokorrelation
76
Bootstrap approach
71
Bootstrap-Verfahren
71
Instrumental variables
68
Statistical distribution
67
Statistische Verteilung
67
Stochastic process
67
Stochastischer Prozess
67
Cointegration
64
Kointegration
63
ARCH model
61
ARCH-Modell
61
Causality analysis
59
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171
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5
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Article
282
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Article in journal
Aufsatz in Zeitschrift
282
Conference paper
6
Konferenzbeitrag
6
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English
282
Author
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Todorov, Viktor
10
Su, Liangjun
9
Baltagi, Badi H.
7
Tauchen, George Eugene
7
Andersen, Torben
6
Bai, Jushan
6
Li, Jia
6
Li, Kunpeng
6
Gao, Jiti
5
Hsiao, Cheng
5
Kim, Donggyu
5
Lee, Lung-fei
5
Li, Yingying
5
Peng, Bin
5
Francq, Christian
4
Mykland, Per A.
4
Robinson, Peter M.
4
Sarafidis, Vasilis
4
Westerlund, Joakim
4
Yu, Jihai
4
Zakoïan, Jean-Michel
4
Aït-Sahalia, Yacine
3
Bollerslev, Tim
3
Feng, Guohua
3
Fernández-Val, Iván
3
Kao, Chihwa
3
Li, Guodong
3
Linton, Oliver
3
Meddahi, Nour
3
Park, Joon Y.
3
Pesaran, M. Hashem
3
Phillips, Peter C. B.
3
Sun, Yiguo
3
Sun, Yixiao
3
Trapani, Lorenzo
3
Varneskov, Rasmus Tangsgaard
3
Wang, Yazhen
3
Weidner, Martin
3
Yang, Zhenlin
3
Zhang, Lan
3
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CBN journal of applied statistics
Journal of econometrics
Journal of mathematical finance
Economics letters
116
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
83
Econometric reviews
78
The econometrics journal
50
Econometric theory
36
Economic modelling
29
Applied economics letters
24
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
22
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
20
Journal of empirical finance
20
Econometrics : open access journal
19
Empirical economics : a quarterly journal of the Institute for Advanced Studies
19
Applied economics
17
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
17
Journal of financial econometrics : official journal of the Society for Financial Econometrics
17
International journal of forecasting
16
Oxford bulletin of economics and statistics
16
Journal of risk and financial management : JRFM
15
Quantitative finance
15
Computational economics
14
Journal of banking & finance
14
Journal of financial econometrics
14
International journal of theoretical and applied finance
13
Finance research letters
12
Quantitative economics : QE ; journal of the Econometric Society
12
Regional science & urban economics
12
International journal of economics and financial issues : IJEFI
11
Journal of applied econometrics
11
Journal of forecasting
11
The North American journal of economics and finance : a journal of financial economics studies
11
Journal of econometric methods
9
Energy economics
8
Finance and stochastics
8
Journal of quantitative economics
8
The empirical economics letters : a monthly international journal of economics
8
Cambridge working papers in economics
7
Cogent economics & finance
7
European journal of operational research : EJOR
7
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ECONIS (ZBW)
282
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282
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1
Asymptotic F test in regressions with observations collected at high frequency over long span
Pellatt, Daniel F.
;
Sun, Yixiao
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1281-1309
Persistent link: https://www.econbiz.de/10014471377
Saved in:
2
Parametric estimation of long memory in factor models
Ergemen, Yunus Emre
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1483-1499
Persistent link: https://www.econbiz.de/10014471404
Saved in:
3
Binary response models for heterogeneous panel data with interactive fixed effects
Gao, Jiti
;
Liu, Fei
;
Peng, Bin
;
Yan, Yayi
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1654-1679
Persistent link: https://www.econbiz.de/10014471421
Saved in:
4
Jackknife estimation of a cluster-sample IV regression model with many weak instruments
Chao, John C.
;
Swanson, Norman R.
;
Woutersen, Tiemen
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1747-1769
Persistent link: https://www.econbiz.de/10014471426
Saved in:
5
Volatility measurement with pockets of extreme return persistence
Andersen, Torben
;
Li, Yingying
;
Todorov, Viktor
;
Zhou, Bo
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014471793
Saved in:
6
Semiparametric estimation of latent variable asset pricing models
Dalderop, Jeroen
- In:
Journal of econometrics
236
(
2023
)
1
,
pp. 1-30
Persistent link: https://www.econbiz.de/10014332225
Saved in:
7
Bias reduction in spot volatility estimation from options
Todorov, Viktor
;
Zhang, Yang
- In:
Journal of econometrics
234
(
2023
)
1
,
pp. 53-81
Persistent link: https://www.econbiz.de/10014364661
Saved in:
8
Multi-dimensional latent group structures with heterogeneous distributions
Leng, Xuan
;
Chen, Heng
;
Wang, Wendun
- In:
Journal of econometrics
233
(
2023
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014340642
Saved in:
9
Estimation of panel group structure models with structural breaks in group memberships and coefficients
Lumsdaine, Robin L.
;
Okui, Ryo
;
Wang, Wendun
- In:
Journal of econometrics
233
(
2023
)
1
,
pp. 45-65
Persistent link: https://www.econbiz.de/10014340925
Saved in:
10
Shrinkage estimation of network spillovers with factor structured errors
Higgins, Ayden
;
Martellosio, Federico
- In:
Journal of econometrics
233
(
2023
)
1
,
pp. 66-87
Persistent link: https://www.econbiz.de/10014340929
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