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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:"International review of financial analysis"
~isPartOf:"Journal of banking & finance"
~subject:"Instrumental variables"
~subject:"Statistical test"
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Search: subject_exact:"Estimation theory"
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Volatility
Instrumental variables
Statistical test
Estimation theory
404
Schätztheorie
404
Theorie
256
Theory
256
Estimation
51
Time series analysis
51
Zeitreihenanalyse
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45
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Article in journal
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Alexander, Carol
2
Andrews, Isaiah
2
Chamberlain, Gary
2
Horowitz, Joel
2
Li, Jia
2
White, Halbert
2
Andrews, Donald W. K.
1
Brailsford, Timothy J.
1
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1
Caetano, Carolina
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1
Cho, Jin Seo
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1
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Faff, Robert W.
1
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1
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1
Francq, Christian
1
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1
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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
International review of financial analysis
Journal of banking & finance
Journal of econometrics
314
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
103
Econometric reviews
89
Economics letters
83
Econometric theory
69
The econometrics journal
59
Economic modelling
34
Econometrics : open access journal
30
Quantitative economics : QE ; journal of the Econometric Society
28
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Journal of empirical finance
24
Applied economics letters
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Journal of financial econometrics
22
Journal of financial econometrics : official journal of the Society for Financial Econometrics
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International journal of forecasting
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Journal of the American Statistical Association : JASA
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
16
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Finance research letters
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International journal of theoretical and applied finance
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Journal of time series econometrics
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The North American journal of economics and finance : a journal of financial economics studies
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11
Journal of econometric methods
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Journal of risk and financial management : JRFM
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Oxford bulletin of economics and statistics
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European journal of operational research : EJOR
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Finance and stochastics
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International journal of economics and financial issues : IJEFI
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Journal of financial economics
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The European journal of finance
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Cambridge working papers in economics
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Decisions in economics and finance : DEF ; a journal of applied mathematics
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ECONIS (ZBW)
53
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1
Weighted least squares realized covariation estimation
Li, Yifan
;
Nolte, Ingmar
;
Vasios, Michalis
;
Voev, Valeri
; …
- In:
Journal of banking & finance
137
(
2022
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013460187
Saved in:
2
A non-elliptical orthogonal GARCH model for portfolio selection under transaction costs
Paolella, Marc S.
;
Polak, Pawel
;
Walker, Patrick S.
- In:
Journal of banking & finance
125
(
2021
),
pp. 1-20
Persistent link: https://www.econbiz.de/10012819586
Saved in:
3
A practical guide to harnessing the HAR volatility model
Clements, Adam
;
Preve, Daniel P. A.
- In:
Journal of banking & finance
133
(
2021
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013256626
Saved in:
4
Non-performing loans in the euro area : does bank market power matter?
Karadima, Maria
;
Louri, Helen
- In:
International review of financial analysis
72
(
2020
),
pp. 1-18
Persistent link: https://www.econbiz.de/10012437362
Saved in:
5
Affine multivariate GARCH models
Escobar, Marcos
;
Rastegari, Javad
;
Stentoft, Lars
- In:
Journal of banking & finance
118
(
2020
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012521059
Saved in:
6
Generalized instrumental variable models
Chesher, Andrew
;
Rosen, Adam M.
- In:
Econometrica : journal of the Econometric Society, an …
85
(
2017
)
3
,
pp. 959-989
Persistent link: https://www.econbiz.de/10011778835
Saved in:
7
Randomization tests under an approximate symmetry assumption
Canay, Ivan A.
;
Romano, Joseph P.
;
Shaikh, Azeem M.
- In:
Econometrica : journal of the Econometric Society, an …
85
(
2017
)
3
,
pp. 1013-1030
Persistent link: https://www.econbiz.de/10011778838
Saved in:
8
On completeness and consistency in nonparametric instrumental variable models
Freyberger, Joachim
- In:
Econometrica : journal of the Econometric Society, an …
85
(
2017
)
5
,
pp. 1629-1644
Persistent link: https://www.econbiz.de/10011791598
Saved in:
9
Statistical properties of microstructure noise
Jacod, Jean
;
Li, Yingying
;
Zheng, Xinghua
- In:
Econometrica : journal of the Econometric Society, an …
85
(
2017
)
4
,
pp. 1133-1174
Persistent link: https://www.econbiz.de/10011791234
Saved in:
10
Jump regressions
Li, Jia
;
Todorov, Viktor
;
Tauchen, George Eugene
- In:
Econometrica : journal of the Econometric Society, an …
85
(
2017
)
1
,
pp. 173-195
Persistent link: https://www.econbiz.de/10011738476
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