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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"
~source:"econis"
~subject:"Bootstrap-Verfahren"
~subject:"Econometrics"
~subject:"Volatilität"
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Search: subject_exact:"Estimation theory"
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Volatility
Bootstrap-Verfahren
Econometrics
Volatilität
Estimation theory
312
Schätztheorie
312
Theorie
239
Theory
239
Statistical theory
45
Statistische Methodenlehre
45
Time series analysis
39
Zeitreihenanalyse
39
Nichtparametrisches Verfahren
35
Nonparametric statistics
35
Probability theory
19
Wahrscheinlichkeitsrechnung
19
USA
18
United States
18
Estimation
16
Schätzung
16
Induktive Statistik
14
Statistical inference
14
Regression analysis
13
Regressionsanalyse
13
Statistical test
13
Statistischer Test
13
Panel
12
Panel study
12
Sampling
12
Stichprobenerhebung
12
IV-Schätzung
11
Instrumental variables
11
Method of moments
10
Momentenmethode
10
Simulation
9
Decision
7
Entscheidung
7
Bootstrap approach
6
Ökonometrie
6
ARCH model
5
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Article
20
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Article in journal
Aufsatz in Zeitschrift
20
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English
20
Author
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Li, Jia
2
Abrevaya, Jason
1
Andrews, Donald W. K.
1
Bohn Nielsen, Heino
1
Cavaliere, Giuseppe
1
Chen, Xiaohong
1
Chernozhukov, Victor
1
Dufour, Jean-Marie
1
Fernández-Val, Iván
1
Foster, Dean P.
1
Galichon, Alfred
1
Hansen, Bruce E.
1
Hirano, Keisuke
1
Honoré, Bo E.
1
Hsiao, Cheng
1
Hu, Luojia
1
Huang, Jian
1
Jacod, Jean
1
Khan, Shakeeb
1
Li, Yingying
1
Mykland, Per A.
1
Müller, Ulrich K.
1
Nelson, Daniel B.
1
Norets, Andriy
1
Pesaran, M. Hashem
1
Porter, Jack
1
Pouzo, Demian
1
Rahbek, Anders
1
Sakata, Shinichi
1
Smith, Richard J.
1
Tamer, Elie T.
1
Tauchen, George Eugene
1
Todorov, Viktor
1
Uhlig, Harald
1
White, Halbert
1
Zhang, Lan
1
Zheng, Xinghua
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
Journal of econometrics
193
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
72
Econometric reviews
54
Economics letters
43
Econometric theory
30
The econometrics journal
26
Economic modelling
24
Journal of empirical finance
21
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
21
Econometrics : open access journal
19
Journal of banking & finance
17
Journal of financial econometrics : official journal of the Society for Financial Econometrics
17
International journal of forecasting
16
Journal of financial econometrics
15
Quantitative finance
15
Computational economics
14
Finance research letters
14
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
13
International journal of theoretical and applied finance
13
Journal of risk and financial management : JRFM
13
Journal of the American Statistical Association : JASA
13
European journal of operational research : EJOR
12
Journal of forecasting
12
The North American journal of economics and finance : a journal of financial economics studies
11
Journal of quantitative economics
10
Applied economics
9
Journal of applied econometrics
9
Journal of risk
9
Applied economics letters
8
Finance and stochastics
8
International journal of economics and financial issues : IJEFI
8
International journal of financial engineering
7
Journal of mathematical finance
7
Journal of time series econometrics
7
Quantitative economics : QE ; journal of the Econometric Society
7
Risks : open access journal
7
Asia-Pacific financial markets
6
Decisions in economics and finance : DEF ; a journal of applied mathematics
6
Insurance / Mathematics & economics
6
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ECONIS (ZBW)
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1
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:
2
Poor (wo)man's bootstrap
Honoré, Bo E.
;
Hu, Luojia
- In:
Econometrica : journal of the Econometric Society, an …
85
(
2017
)
4
,
pp. 1277-1301
Persistent link: https://www.econbiz.de/10011791260
Saved in:
3
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:
4
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:
5
Credibility of confidence sets in nonstandard econometric problems
Müller, Ulrich K.
;
Norets, Andriy
- In:
Econometrica : journal of the Econometric Society, an …
84
(
2016
)
6
,
pp. 2183-2213
Persistent link: https://www.econbiz.de/10011791223
Saved in:
6
Bootstrap testing of hypotheses on co-integration relations in vector autoregressive models
Cavaliere, Giuseppe
;
Bohn Nielsen, Heino
;
Rahbek, Anders
- In:
Econometrica : journal of the Econometric Society, an …
83
(
2015
)
2
,
pp. 813-831
Persistent link: https://www.econbiz.de/10011350499
Saved in:
7
Sieve Wald and QLR inferences on semi/nonparametric conditional moment models
Chen, Xiaohong
;
Pouzo, Demian
- In:
Econometrica : journal of the Econometric Society, an …
83
(
2015
)
3
,
pp. 1013-1079
Persistent link: https://www.econbiz.de/10011378588
Saved in:
8
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:
9
Irregular identification, support conditions, and inverse weight estimation
Khan, Shakeeb
;
Tamer, Elie T.
- In:
Econometrica : journal of the Econometric Society, an …
78
(
2010
)
6
,
pp. 2021-2042
Persistent link: https://www.econbiz.de/10008823615
Saved in:
10
Quantile and probability curves without crossing
Chernozhukov, Victor
;
Fernández-Val, Iván
;
Galichon, …
- In:
Econometrica : journal of the Econometric Society, an …
78
(
2010
)
3
,
pp. 1093-1125
Persistent link: https://www.econbiz.de/10003992585
Saved in:
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