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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:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~isPartOf:"The econometrics journal"
~subject:"Time series analysis"
~subject:"Wahrscheinlichkeitsrechnung"
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Search: subject_exact:"Estimation theory"
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Volatility
Time series analysis
Wahrscheinlichkeitsrechnung
Estimation theory
682
Schätztheorie
682
Theorie
273
Theory
273
Zeitreihenanalyse
125
Nichtparametrisches Verfahren
104
Nonparametric statistics
104
Regression analysis
82
Regressionsanalyse
82
Estimation
77
Schätzung
77
Statistical test
60
Statistischer Test
60
Panel
56
Panel study
56
Statistical theory
48
Statistische Methodenlehre
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36
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36
Volatilität
36
Induktive Statistik
35
Statistical inference
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Cointegration
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Method of moments
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26
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Article in journal
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161
Conference paper
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161
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Phillips, Peter C. B.
5
Nelson, Daniel B.
4
Abadir, Karim Maher
3
Andrews, Donald W. K.
3
Hadri, Kaddour
3
Perron, Pierre
3
Stock, James H.
3
Tauchen, George Eugene
3
White, Halbert
3
Baillie, Richard
2
Dufour, Jean-Marie
2
Erickson, Timothy
2
Foster, Dean P.
2
Kapetanios, George
2
Li, Jia
2
Li, Jing
2
Newey, Whitney K.
2
Sims, Christopher A.
2
Teräsvirta, Timo
2
Tzavalis, Elias
2
Uhlig, Harald
2
Velasco, Carlos
2
Watson, Mark W.
2
Abbara, Omar
1
Alvarez, Javier
1
Anatolyev, Stanislav
1
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1
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1
Bai, Jushan
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Baruník, Jozef
1
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1
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Brown, David P.
1
Bu, Ruijun
1
Camerer, Colin
1
Camponovo, Lorenzo
1
Carnero, M. Angeles
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
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
The econometrics journal
Journal of econometrics
387
Econometric theory
176
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
176
Economics letters
164
Econometric reviews
107
International journal of forecasting
78
Journal of forecasting
62
Applied economics letters
56
Econometrics : open access journal
52
Economic modelling
44
Journal of the American Statistical Association : JASA
41
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
40
Journal of time series econometrics
40
Applied economics
38
Journal of empirical finance
38
Computational economics
37
Journal of applied econometrics
34
Journal of financial econometrics : official journal of the Society for Financial Econometrics
32
Finance research letters
24
Oxford bulletin of economics and statistics
24
Journal of risk and financial management : JRFM
23
Journal of banking & finance
21
European journal of operational research : EJOR
20
Statistics in transition : an international journal of the Polish Statistical Association
20
Quantitative finance
19
Journal of financial econometrics
18
The review of economic studies
18
Insurance / Mathematics & economics
17
Journal of economic dynamics & control
17
Quantitative economics : QE ; journal of the Econometric Society
17
International journal of economics and financial issues : IJEFI
16
Statistical papers
16
The North American journal of economics and finance : a journal of financial economics studies
16
The review of economics and statistics
16
Journal of macroeconomics
15
Journal of quantitative economics
15
International journal of theoretical and applied finance
14
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ECONIS (ZBW)
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71
Robust estimation and inference for jumps in noisy high frequency data : a local-to-continuity theory for the pre-averaging method
Li, Jia
- In:
Econometrica : journal of the Econometric Society, an …
81
(
2013
)
4
,
pp. 1673-1693
Persistent link: https://www.econbiz.de/10009793469
Saved in:
72
Estimating C-CAPM and the equity premium over the frequency domain
Kalyvitēs, Sarantēs
;
Panopulu, Aikaterinē
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
17
(
2013
)
5
,
pp. 551-571
Persistent link: https://www.econbiz.de/10010228554
Saved in:
73
Consistent co-trending rank selection when both stochastic and non-linear deterministic trends are present
Guo, Zheng-feng
;
Shintani, Mototsugu
- In:
The econometrics journal
16
(
2013
)
3
,
pp. 473-484
Persistent link: https://www.econbiz.de/10010253630
Saved in:
74
Estimating and testing multiple structural changes in linear models using band spectral regressions
Yamamoto, Yohei
;
Perron, Pierre
- In:
The econometrics journal
16
(
2013
)
3
,
pp. 400-429
Persistent link: https://www.econbiz.de/10010253633
Saved in:
75
Estimation and inference for impulse response functions from univariate strongly persistent processes
Baillie, Richard
;
Kapetanios, George
- In:
The econometrics journal
16
(
2013
)
3
,
pp. 373-399
Persistent link: https://www.econbiz.de/10010253634
Saved in:
76
A heteroskedasticity and autocorrelation robust F test using an orthonormal series variance estimator
Sun, Yixiao
- In:
The econometrics journal
16
(
2013
)
1
,
pp. 1-26
Persistent link: https://www.econbiz.de/10009722516
Saved in:
77
Non-parametric detection and estimation of structural change
Kristensen, Dennis
- In:
The econometrics journal
15
(
2012
)
3
,
pp. 420-461
Persistent link: https://www.econbiz.de/10009710134
Saved in:
78
Breakdown point theory for implied probability bootstrap
Camponovo, Lorenzo
;
Otsu, Taisuke
- In:
The econometrics journal
15
(
2012
)
1
,
pp. 32-55
Persistent link: https://www.econbiz.de/10009520549
Saved in:
79
Likelihood estimation of Lévy-driven stochastic volatility models through realized variance measures
Veraart, Almut E. D.
- In:
The econometrics journal
14
(
2011
)
2
,
pp. 204-240
Persistent link: https://www.econbiz.de/10009381879
Saved in:
80
Cointegration and sampling frequency
Chambers, Marcus J.
- In:
The econometrics journal
14
(
2011
)
2
,
pp. 156-185
Persistent link: https://www.econbiz.de/10009381884
Saved in:
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