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subject:"Volatility"
type_genre:"Article in journal"
~isPartOf:"Econometric theory"
~isPartOf:"Quantitative finance"
~subject:"Bayesian inference"
~subject:"Nonparametric statistics"
~type_genre:"Government document"
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Search: subject_exact:"Estimation theory"
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Volatility
Bayesian inference
Nonparametric statistics
Estimation theory
761
Schätztheorie
761
Theorie
285
Theory
285
Time series analysis
168
Zeitreihenanalyse
168
Nichtparametrisches Verfahren
106
Regression analysis
92
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92
Statistical test
44
Statistischer Test
44
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40
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40
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37
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37
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34
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30
Statistical distribution
29
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29
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26
Kointegration
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Method of moments
25
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25
Induktive Statistik
23
Statistical inference
23
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22
Panel study
22
Statistical theory
22
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21
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21
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21
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21
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136
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136
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Linton, Oliver
8
Li, Qi
6
Chen, Songnian
4
Hoderlein, Stefan
4
Kanaya, Shin
4
Florens, Jean-Pierre
3
Gao, Jiti
3
Lu, Xun
3
Otsu, Taisuke
3
Su, Liangjun
3
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3
Xia, Yingcun
3
Xiao, Zhijie
3
Cai, Zongwu
2
Chen, Xiaohong
2
Dong, Hao
2
Duffy, James A.
2
Escanciano, Juan Carlos
2
Hahn, Jinyong
2
Johannes, Jan
2
Khan, Shakeeb
2
Klein, Roger W.
2
Kong, Efang
2
Lewbel, Arthur
2
Li, Degui
2
Li, Jia
2
Liao, Zhipeng
2
Liu, Rong
2
Mammen, Enno
2
Phillips, Peter C. B.
2
Racine, Jeffrey
2
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2
Rothe, Christoph
2
Shen, Chan
2
Sperlich, Stefan
2
Sun, Yiguo
2
Taylor, Luke
2
Tsiotas, Georgios
2
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2
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Econometric theory
Quantitative finance
Journal of econometrics
451
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
160
Economics letters
117
Econometric reviews
109
Journal of the American Statistical Association : JASA
84
The econometrics journal
75
Quantitative economics : QE ; journal of the Econometric Society
47
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
46
Economic modelling
41
European journal of operational research : EJOR
36
International journal of forecasting
36
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
34
Econometrics : open access journal
32
Journal of applied econometrics
30
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
30
Computational economics
26
Journal of empirical finance
25
Journal of financial econometrics : official journal of the Society for Financial Econometrics
25
Insurance / Mathematics & economics
23
Applied economics letters
22
Journal of banking & finance
22
Journal of risk and financial management : JRFM
22
Applied economics
20
Energy economics
19
Finance research letters
19
Journal of forecasting
19
Journal of productivity analysis
17
Journal of financial econometrics
16
Journal of economic dynamics & control
15
International journal of theoretical and applied finance
14
Operations research
14
Empirical economics : a quarterly journal of the Institute for Advanced Studies
13
Journal of econometric methods
12
Journal of quantitative economics
12
The North American journal of economics and finance : a journal of financial economics studies
12
Risks : open access journal
11
Cambridge working papers in economics
10
The review of economic studies
10
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ECONIS (ZBW)
136
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1
Recursive differencing for estimating semiparametric models
Shen, Chan
;
Klein, Roger W.
- In:
Econometric theory
40
(
2024
)
1
,
pp. 37-59
Persistent link: https://www.econbiz.de/10014484598
Saved in:
2
A simple nonparametric approach for estimation and inference of conditional quantile functions
Fang, Zheng
;
Li, Qi
;
Yan, Karen Xueqing
- In:
Econometric theory
39
(
2023
)
2
,
pp. 290-320
Persistent link: https://www.econbiz.de/10014306312
Saved in:
3
Markovian approximations of stochastic Volterra equations with the fractional kernel
Bayer, Christian
;
Breneis, Simon
- In:
Quantitative finance
23
(
2023
)
1
,
pp. 53-70
Persistent link: https://www.econbiz.de/10013490954
Saved in:
4
Adaptation for nonparametric estimators of locally stationary processes
Dahlhaus, Rainer
;
Richter, Stefan
- In:
Econometric theory
39
(
2023
)
6
,
pp. 1123-1153
Persistent link: https://www.econbiz.de/10014465367
Saved in:
5
GARCH-UGH : a bias-reduced approach for dynamic extreme Value-at-Risk estimation in financial time series
Kaibuchi, Hibiki
;
Kawasaki, Yoshinori
;
Stupfler, G.
- In:
Quantitative finance
22
(
2022
)
7
,
pp. 1277-1294
Persistent link: https://www.econbiz.de/10013367899
Saved in:
6
A generalized heterogeneous autoregressive model using market information
Hizmeri, Rodrigo
;
Izzeldin, Marwan
;
Nolte, Ingmar
; …
- In:
Quantitative finance
22
(
2022
)
8
,
pp. 1513-1534
Persistent link: https://www.econbiz.de/10013367925
Saved in:
7
Simple semiparametric estimation of ordered response models
Liu, Ruixuan
;
Yu, Zhengfei
- In:
Econometric theory
40
(
2024
)
1
,
pp. 1-36
Persistent link: https://www.econbiz.de/10014484597
Saved in:
8
Estimating correlations among elliptically distributed random variables under any form of heteroskedasticity
Pelagatti, Matteo
;
Sbrana, Giacomo
- In:
Quantitative finance
24
(
2024
)
3/4
,
pp. 451-464
Persistent link: https://www.econbiz.de/10014552077
Saved in:
9
Implied volatility directional forecasting : a machine learning approach
Vrontos, Spyridon D.
;
Galakis, John
;
Vrontos, Ioannis D.
- In:
Quantitative finance
21
(
2021
)
10
,
pp. 1687-1706
Persistent link: https://www.econbiz.de/10012653707
Saved in:
10
Nonparametric estimation of generalized transformation models with fixed effects
Chen, Songnian
;
Lu, Xun
;
Wang, Xi
- In:
Econometric theory
39
(
2023
)
2
,
pp. 357-388
Persistent link: https://www.econbiz.de/10014306314
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