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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"
~subject:"Börsenkurs"
~subject:"CAPM"
~subject:"Instrumental variables"
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Search: subject_exact:"Estimation theory"
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Volatility
Börsenkurs
CAPM
Instrumental variables
Estimation theory
330
Schätztheorie
330
Theorie
242
Theory
242
Statistical theory
45
Statistische Methodenlehre
45
Time series analysis
41
Zeitreihenanalyse
41
Nichtparametrisches Verfahren
36
Nonparametric statistics
36
Estimation
23
Schätzung
23
Probability theory
19
USA
19
United States
19
Wahrscheinlichkeitsrechnung
19
Regression analysis
17
Regressionsanalyse
17
Induktive Statistik
14
Statistical inference
14
Statistical test
13
Statistischer Test
13
IV-Schätzung
12
Panel
12
Panel study
12
Sampling
12
Stichprobenerhebung
12
Volatilität
12
Method of moments
10
Momentenmethode
10
Share price
10
Simulation
9
ARCH model
8
ARCH-Modell
8
Forecasting model
8
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Article
38
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Article in journal
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38
Bibliografie enthalten
1
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1
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1
Übersichtsarbeit
1
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English
38
Author
All
Tauchen, George Eugene
4
Chamberlain, Gary
2
Coutts, J. Andrew
2
Gallant, A. Ronald
2
Li, Jia
2
Mills, Terence C.
2
Nelson, Daniel B.
2
Roberts, Jennifer
2
Alexander, Carol
1
Andrews, Donald W. K.
1
Andrews, Isaiah
1
Caetano, Carolina
1
Chao, John C.
1
Chesher, Andrew
1
Chou, Pin-huang
1
Christensen, Timothy M.
1
Duffie, Darrell
1
Engle, Robert F.
1
Escobar, Marcos
1
Foster, Dean P.
1
Freyberger, Joachim
1
Ge̜bka, Bartosz
1
Hansen, Bruce E.
1
Horowitz, Joel
1
Hussey, Robert Miller
1
Jacod, Jean
1
Karadima, Maria
1
Kuersteiner, Guido M.
1
Kumar, Dilip
1
Lazar, Emese
1
Li, Yingying
1
Louri, Helen
1
Maheswaran, S.
1
Matzkin, Rosa L.
1
Molnár, Peter
1
Mykland, Per A.
1
Okui, Ryo
1
Rastegari, Javad
1
Rosen, Adam M.
1
Rossi, Peter E.
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 econometrics
212
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
82
Economics letters
48
Econometric reviews
37
Journal of empirical finance
33
Econometric theory
31
The econometrics journal
27
Economic modelling
24
Journal of banking & finance
24
Journal of financial econometrics : official journal of the Society for Financial Econometrics
23
Quantitative finance
23
Finance research letters
21
Journal of financial economics
21
The journal of finance : the journal of the American Finance Association
21
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
20
Journal of financial econometrics
19
Journal of risk and financial management : JRFM
16
Quantitative economics : QE ; journal of the Econometric Society
16
Econometrics : open access journal
15
International journal of theoretical and applied finance
15
The North American journal of economics and finance : a journal of financial economics studies
15
International journal of forecasting
14
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
13
International journal of economics and financial issues : IJEFI
13
Journal of financial and quantitative analysis : JFQA
13
Journal of forecasting
13
The review of financial studies
13
Applied economics
12
Empirical economics : a quarterly journal of the Institute for Advanced Studies
11
Journal of applied econometrics
11
Computational economics
10
Journal of economic dynamics & control
10
Journal of mathematical finance
10
Review of quantitative finance and accounting
10
Applied economics letters
9
Journal of quantitative economics
9
Finance and stochastics
8
International journal of financial engineering
8
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ECONIS (ZBW)
38
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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
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:
3
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:
4
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:
5
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:
6
Parameter estimation risk in asset pricing and risk management : a Bayesian approach
Tunaru, Radu
;
Zheng, Teng
- In:
International review of financial analysis
53
(
2017
),
pp. 80-93
Persistent link: https://www.econbiz.de/10011877849
Saved in:
7
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:
8
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
Saved in:
9
Assessment of uncertainty in high frequency data : the observed asymptotic variance
Mykland, Per A.
;
Zhang, Lan
- In:
Econometrica : journal of the Econometric Society, an …
85
(
2017
)
1
,
pp. 197-231
Persistent link: https://www.econbiz.de/10011738478
Saved in:
10
Conditional linear combination tests for weakly identified models
Andrews, Isaiah
- In:
Econometrica : journal of the Econometric Society, an …
84
(
2016
)
6
,
pp. 2155-2182
Persistent link: https://www.econbiz.de/10011791221
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