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subject:"Volatility"
type_genre:"Article in journal"
~isPartOf:"Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics"
~isPartOf:"Economics letters"
~isPartOf:"Journal of empirical finance"
~subject:"Time series analysis"
~subject:"Ökonometrie"
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Search: subject_exact:"Estimation theory"
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Volatility
Time series analysis
Ökonometrie
Estimation theory
1,347
Schätztheorie
1,347
Theorie
636
Theory
636
Zeitreihenanalyse
195
Estimation
145
Schätzung
143
Nichtparametrisches Verfahren
123
Nonparametric statistics
123
Regression analysis
111
Regressionsanalyse
111
Panel
104
Panel study
104
Statistical theory
69
Statistische Methodenlehre
69
Statistical test
62
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62
Volatilität
52
Autocorrelation
48
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48
Method of moments
45
Momentenmethode
45
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42
Stichprobenerhebung
42
USA
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United States
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Forecasting model
40
Prognoseverfahren
40
ARCH model
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ARCH-Modell
38
Statistical distribution
37
Statistische Verteilung
37
Bias
35
Systematischer Fehler
35
Correlation
34
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Article in journal
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242
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English
242
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Hassler, Uwe
5
Leybourne, Stephen James
4
Nelson, Daniel B.
4
Phillips, Peter C. B.
4
Shin, Dong-wan
4
Gonzalo, Jesús
3
Hadri, Kaddour
3
Harvey, David I.
3
Hwang, Eunju
3
Pesaran, M. Hashem
3
Tauchen, George Eugene
3
Abadir, Karim Maher
2
Abeysinghe, Tilak
2
Andrews, Donald W. K.
2
Arellano, Manuel
2
Baillie, Richard
2
Chambers, Marcus J.
2
Creel, Michael D.
2
Dufour, Jean-Marie
2
Foster, Dean P.
2
Giles, David E. A.
2
Haldrup, Niels
2
Hall, Alastair R.
2
Hansen, Bruce E.
2
Hong, Yongmiao
2
Hosseinkouchack, Mehdi
2
Jondeau, Eric
2
Kapetanios, George
2
Kurita, Takamitsu
2
Lahiri, Kajal
2
Li, Chen
2
Li, Jia
2
Li, Luyang
2
Linton, Oliver
2
Mamingi, Nlandu
2
McCabe, Brendan Peter Martin
2
McKenzie, Michael D.
2
Pitarakis, Jean-Yves
2
Satchell, Stephen
2
Sims, Christopher A.
2
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
Economics letters
Journal of empirical finance
Journal of econometrics
379
Econometric theory
171
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
166
Econometric reviews
106
International journal of forecasting
69
Journal of forecasting
61
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
56
Econometrics : open access journal
55
Applied economics letters
54
The econometrics journal
45
Economic modelling
44
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
40
Journal of time series econometrics
40
Applied economics
38
Journal of the American Statistical Association : JASA
38
Computational economics
35
Journal of applied econometrics
35
Journal of financial econometrics : official journal of the Society for Financial Econometrics
30
Oxford bulletin of economics and statistics
24
Journal of risk and financial management : JRFM
22
Finance research letters
21
Journal of banking & finance
21
Journal of financial econometrics
18
Quantitative finance
17
The review of economics and statistics
17
International journal of economics and financial issues : IJEFI
16
Journal of macroeconomics
16
The North American journal of economics and finance : a journal of financial economics studies
16
Journal of quantitative economics
15
International journal of theoretical and applied finance
14
Journal of economic dynamics & control
14
Quantitative economics : QE ; journal of the Econometric Society
14
The review of economic studies
13
Empirical economics : a quarterly journal of the Institute for Advanced Studies
11
Energy economics
11
Annales d'économie et de statistique
10
Central European journal of economic modelling and econometrics
10
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ECONIS (ZBW)
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1
An adaptive long memory conditional correlation model
Dark, Jonathan
- In:
Journal of empirical finance
75
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014491877
Saved in:
2
Estimating and testing skewness in a stochastic volatility model
Lee, Cheol Woo
;
Kang, Kyu Ho
- In:
Journal of empirical finance
72
(
2023
),
pp. 445-467
Persistent link: https://www.econbiz.de/10014476881
Saved in:
3
Estimation with mixed data frequencies : a bias-correction approach
Ghosh, Anisha
;
Linton, Oliver
- In:
Journal of empirical finance
74
(
2023
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014477062
Saved in:
4
A simple nonparametric conditional quantile estimator for time series with thin tails
Wang, Qiao
- In:
Economics letters
232
(
2023
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014464377
Saved in:
5
Impulse response function analysis for Markov switching VAR models
Cavicchioli, Maddalena
- In:
Economics letters
232
(
2023
),
pp. 1-4
Persistent link: https://www.econbiz.de/10014464479
Saved in:
6
Time-varying predictability of the long horizon equity premium based on semiparametric regressions
Yu, Deshui
;
Li, Chen
;
Li, Luyang
- In:
Economics letters
224
(
2023
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014307887
Saved in:
7
Nonparametric modeling for the time-varying persistence of inflation
Yu, Deshui
;
Li, Chen
;
Li, Luyang
- In:
Economics letters
225
(
2023
),
pp. 1-7
Persistent link: https://www.econbiz.de/10014308465
Saved in:
8
Consistent estimation of drift parameter in diffusion model with misspecified volatility function
Jeong, Minsoo
- In:
Economics letters
211
(
2022
),
pp. 1-4
Persistent link: https://www.econbiz.de/10013172040
Saved in:
9
A new estimator of a jump discontinuity in regression
Martins-Filho, Carlos
;
Xie, Sihong
;
Yao, Feng
- In:
Economics letters
218
(
2022
),
pp. 1-6
Persistent link: https://www.econbiz.de/10013466389
Saved in:
10
On robust testing for trend
Skrobotov, Anton
- In:
Economics letters
212
(
2022
),
pp. 1-4
Persistent link: https://www.econbiz.de/10013442001
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