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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 financial economics"
~subject:"CAPM"
~subject:"Instrumental variables"
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Search: subject_exact:"Estimation theory"
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Volatility
CAPM
Instrumental variables
Estimation theory
359
Schätztheorie
359
Theorie
252
Theory
252
Statistical theory
46
Statistische Methodenlehre
46
Time series analysis
42
Zeitreihenanalyse
42
Nichtparametrisches Verfahren
37
Nonparametric statistics
37
Estimation
32
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32
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22
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Article in journal
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48
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English
48
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Tauchen, George Eugene
3
Adrian, Tobias
2
Chamberlain, Gary
2
Crump, Richard K.
2
Li, Jia
2
Mönch, Emanuel
2
Nelson, Daniel B.
2
Alexander, Carol
1
Amin, Kaushik I.
1
Andrews, Donald W. K.
1
Andrews, Isaiah
1
Ang, Andrew
1
Asparouhova, Elena
1
Bakshi, Gurdip S.
1
Bessembinder, Hendrik
1
Brandt, Michael W.
1
Caetano, Carolina
1
Chao, John C.
1
Chesher, Andrew
1
Christensen, Timothy M.
1
Cremers, Martijn
1
Duffee, Greg
1
Duffie, Darrell
1
Escobar, Marcos
1
Fama, Eugene F.
1
Fleckenstein, Matthias
1
Foster, Dean P.
1
French, Kenneth Ronald
1
Freyberger, Joachim
1
Gallant, A. Ronald
1
Gandhi, Priyank
1
Gospodinov, Nikolaj
1
Gray, Stephen
1
Hansen, Bruce E.
1
Horowitz, Joel
1
Hussey, Robert Miller
1
Jacod, Jean
1
Jegadeesh, Narasimhan
1
Ju, Nengjiu
1
Kalcheva, Ivalina
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 financial economics
Journal of econometrics
200
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
75
Economics letters
44
Econometric reviews
37
Econometric theory
30
The econometrics journal
27
Journal of empirical finance
26
Economic modelling
21
Journal of financial econometrics : official journal of the Society for Financial Econometrics
20
Quantitative finance
19
Finance research letters
18
Journal of financial econometrics
18
Journal of banking & finance
17
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
17
The journal of finance : the journal of the American Finance Association
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Quantitative economics : QE ; journal of the Econometric Society
16
Econometrics : open access journal
15
International journal of forecasting
14
International journal of theoretical and applied finance
14
Journal of risk and financial management : JRFM
13
The North American journal of economics and finance : a journal of financial economics studies
12
Applied economics
10
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
10
Empirical economics : a quarterly journal of the Institute for Advanced Studies
10
Journal of forecasting
10
Computational economics
9
Journal of economic dynamics & control
9
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9
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8
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8
International journal of economics and financial issues : IJEFI
8
International journal of financial engineering
8
Journal of mathematical finance
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Journal of econometric methods
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The journal of futures markets
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ECONIS (ZBW)
48
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1
Covariance dependent kernels, a Q-affine GARCH for multi-asset option pricing
Escobar, Marcos
;
Rastegari, Javad
;
Stentoft, Lars
- In:
International review of financial analysis
87
(
2023
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014460484
Saved in:
2
Empirical evaluation of overspecified asset pricing models
Manresa, Elena
;
Peñaranda, Francisco
;
Sentana, Enrique
- In:
Journal of financial economics
147
(
2023
)
2
,
pp. 338-351
Persistent link: https://www.econbiz.de/10013546675
Saved in:
3
Treasury yield implied volatility and real activity
Cremers, Martijn
;
Fleckenstein, Matthias
;
Gandhi, Priyank
- In:
Journal of financial economics
140
(
2021
)
2
,
pp. 412-435
Persistent link: https://www.econbiz.de/10012650450
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
Too good to be true? Fallacies in evaluating risk factor models
Gospodinov, Nikolaj
;
Kan, Raymond
;
Robotti, Cesare
- In:
Journal of financial economics
132
(
2019
)
2
,
pp. 451-471
Persistent link: https://www.econbiz.de/10012136929
Saved in:
6
Empirical tests of asset pricing models with individual assets : Resolving the errors-in-variables bias in risk premium estimation
Jegadeesh, Narasimhan
;
Noh, Joonki
;
Pukthuanthong, Kuntara
- In:
Journal of financial economics
133
(
2019
)
2
,
pp. 273-298
Persistent link: https://www.econbiz.de/10012165400
Saved in:
7
Choosing factors
Fama, Eugene F.
;
French, Kenneth Ronald
- In:
Journal of financial economics
128
(
2018
)
2
,
pp. 234-252
Persistent link: https://www.econbiz.de/10011971044
Saved in:
8
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:
9
Nonparametric stochastic discount factor decomposition
Christensen, Timothy M.
- In:
Econometrica : journal of the Econometric Society, an …
85
(
2017
)
5
,
pp. 1501-1536
Persistent link: https://www.econbiz.de/10011791592
Saved in:
10
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
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