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subject:"Volatility"
type_genre:"Article in journal"
~isPartOf:"Econometric reviews"
~isPartOf:"Insurance / Mathematics & economics"
~subject:"Cointegration"
~subject:"Estimation"
~subject:"Statistical distribution"
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Search: subject_exact:"Estimation theory"
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Volatility
Cointegration
Estimation
Statistical distribution
Estimation theory
563
Schätztheorie
563
Theorie
131
Theory
131
Nichtparametrisches Verfahren
100
Nonparametric statistics
100
Time series analysis
95
Zeitreihenanalyse
95
Regression analysis
86
Regressionsanalyse
86
Schätzung
71
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65
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61
Statistischer Test
61
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57
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57
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38
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38
Autocorrelation
31
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31
Maximum likelihood estimation
30
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30
Bootstrap approach
29
Bootstrap-Verfahren
29
Statistical theory
28
Statistische Methodenlehre
28
Risikomaß
26
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26
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26
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26
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26
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25
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25
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25
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25
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25
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25
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Guillou, Armelle
5
Goegebeur, Yuri
4
Maasoumi, Esfandiar
3
Qin, Jing
3
Teräsvirta, Timo
3
Bohn Nielsen, Heino
2
Cavaliere, Giuseppe
2
Hou, Yanxi
2
Kumbhakar, Subal
2
Linton, Oliver
2
McAleer, Michael
2
Peng, Liang
2
Rodríguez Poo, Juan Manuel
2
Silvapulle, Mervyn J.
2
Sun, Yiguo
2
Taylor, Greg
2
Taylor, Robert
2
Troster, Victor
2
Wagner, Martin
2
Zhang, Zhimin
2
Abdelli, Jihane
1
Ahn, Jae Youn
1
Albrecher, Hansjörg
1
Amado, Cristina
1
Armah, Nii Ayi
1
Asamoah, Kwadwo
1
Avanzi, Benjamin
1
Baltagi, Badi H.
1
Bao, Yong
1
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1
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1
Belotti, Federico
1
Benkhelifa, Lazhar
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1
Bermudez, P. de Zea
1
Bewley, Ronald A.
1
Bladt, Martin
1
Bladt, Mogens
1
Bolancé, Catalina
1
Boswijk, Herman Peter
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Econometric reviews
Insurance / Mathematics & economics
Journal of econometrics
379
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
169
Economics letters
157
Econometric theory
80
Applied economics letters
73
Economic modelling
70
The econometrics journal
60
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
58
Applied economics
56
Econometrics : open access journal
52
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
52
International journal of forecasting
46
Journal of applied econometrics
45
Journal of the American Statistical Association : JASA
44
Journal of banking & finance
40
Journal of empirical finance
37
Computational economics
33
Quantitative economics : QE ; journal of the Econometric Society
33
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
32
Empirical economics : a quarterly journal of the Institute for Advanced Studies
32
European journal of operational research : EJOR
31
Journal of forecasting
31
Journal of financial econometrics
30
Finance research letters
28
Journal of financial econometrics : official journal of the Society for Financial Econometrics
28
Statistics in transition : an international journal of the Polish Statistical Association
27
Journal of risk and financial management : JRFM
26
Quantitative finance
26
International journal of economics and financial issues : IJEFI
25
The review of economics and statistics
23
Energy economics
22
Oxford bulletin of economics and statistics
22
Journal of risk
20
Journal of economic dynamics & control
19
The North American journal of economics and finance : a journal of financial economics studies
19
Risks : open access journal
16
International journal of theoretical and applied finance
15
Journal of mathematical finance
15
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ECONIS (ZBW)
155
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1
A unifying switching regime regression framework with applications in health economics
Marra, Giampiero
;
Radice, Rosalba
;
Zimmer, David
- In:
Econometric reviews
43
(
2024
)
1
,
pp. 52-70
Persistent link: https://www.econbiz.de/10014486391
Saved in:
2
Inference for the VEC(1) model with a heavy-tailed linear process errors
Guo, Feifei
;
Ling, Shiqing
- In:
Econometric reviews
42
(
2023
)
9/10
,
pp. 806-833
Persistent link: https://www.econbiz.de/10014420347
Saved in:
3
Adaptive information-based methods for determining the co-integration rank in heteroskedastic VAR models
Boswijk, Herman Peter
;
Cavaliere, Giuseppe
;
De Angelis, Luca
- In:
Econometric reviews
42
(
2023
)
9/10
,
pp. 725-757
Persistent link: https://www.econbiz.de/10014420355
Saved in:
4
Panel cointegrating polynomial regressions : group-mean fully modified OLS estimation and inference
Wagner, Martin
;
Reichold, Karsten
- In:
Econometric reviews
42
(
2023
)
4
,
pp. 358-392
Persistent link: https://www.econbiz.de/10014305520
Saved in:
5
A state-space approach to time-varying reduced-rank regression
Brune, Barbara
;
Scherrer, Wolfgang
;
Bura, Efstathia
- In:
Econometric reviews
41
(
2022
)
8
,
pp. 895-917
Persistent link: https://www.econbiz.de/10013364916
Saved in:
6
Identification and estimation of panel semiparametric conditional heteroskedastic frontiers with dynamic inefficiency
Cai, Jun
;
Horrace, William C.
;
Lee, Yoonseok
- In:
Econometric reviews
43
(
2024
)
5
,
pp. 238-268
Persistent link: https://www.econbiz.de/10014551521
Saved in:
7
A hybrid nonparametric multivariate density estimator with applications to risk management
Lin, Juan
;
Wu, Ximing
- In:
Econometric reviews
43
(
2024
)
5
,
pp. 301-318
Persistent link: https://www.econbiz.de/10014551523
Saved in:
8
Semiparametric spatial autoregressive models with nonlinear endogeneity
Sun, Yiguo
- In:
Econometric reviews
43
(
2024
)
6
,
pp. 434-451
Persistent link: https://www.econbiz.de/10014551539
Saved in:
9
Statistical inference for extreme extremile in heavy-tailed heteroscedastic regression model
Chen, Yu
;
Ma, Mengyuan
;
Sun, Hongfang
- In:
Insurance / Mathematics & economics
111
(
2023
),
pp. 142-162
Persistent link: https://www.econbiz.de/10014317142
Saved in:
10
Asymptotic properties of generalized shortfall risk measures for heavy-tailed risks
Mao, Tiantian
;
Stupfler, Gilles
;
Yang, Fan
- In:
Insurance / Mathematics & economics
111
(
2023
),
pp. 173-192
Persistent link: https://www.econbiz.de/10014317144
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