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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"
~subject:"Bayes-Statistik"
~subject:"Regression analysis"
~subject:"Sampling"
~subject:"Statistical distribution"
~type_genre:"Übersichtsarbeit"
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Volatility
Bayes-Statistik
Regression analysis
Sampling
Statistical distribution
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
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English
40
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Phillips, Peter C. B.
3
Aït-Sahalia, Yacine
2
Ichimura, Hidehiko
2
Jacod, Jean
2
Li, Jia
2
Mykland, Per A.
2
Otsu, Taisuke
2
Romano, Joseph P.
2
Uhlig, Harald
2
Abadir, Karim Maher
1
Altonji, Joseph G.
1
Andrews, Donald W. K.
1
Angelo, Mele
1
Bai, Jushan
1
Bandi, Federico M.
1
Bunzel, Helle
1
Calonico, Sebastian
1
Canay, Ivan A.
1
Card, David E.
1
Cattaneo, Matias D.
1
Chamberlain, Gary
1
Chernozhukov, Victor
1
Davidson, Russell
1
Duclos, Jean-Yves
1
Erickson, Timothy
1
Evdokimov, Kirill
1
Fernández-Val, Iván
1
Firpo, Sérgio Pinheiro
1
Fortin, Nicole Marie
1
Foster, Dean P.
1
Galichon, Alfred
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Graham, Bryan S.
1
Guggenberger, Patrik
1
Ham, John C.
1
Hansen, Bruce E.
1
Heckman, James J.
1
Horowitz, Joel
1
Imbens, Guido
1
Kiefer, Nicholas Maximilian
1
Kitamura, Yuichi
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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
475
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
175
Economics letters
163
Journal of the American Statistical Association : JASA
134
Econometric theory
132
Econometric reviews
116
The econometrics journal
88
Insurance / Mathematics & economics
65
Statistics in transition : an international journal of the Polish Statistical Association
62
European journal of operational research : EJOR
55
Econometrics : open access journal
53
Economic modelling
53
International journal of forecasting
52
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
42
Applied economics letters
38
Computational economics
38
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
38
Journal of empirical finance
36
Quantitative economics : QE ; journal of the Econometric Society
35
Journal of applied econometrics
33
Journal of risk and financial management : JRFM
33
Statistical papers
32
Journal of forecasting
31
Applied economics
30
Journal of financial econometrics
30
Journal of financial econometrics : official journal of the Society for Financial Econometrics
28
Risks : open access journal
24
Finance research letters
23
Journal of banking & finance
23
Journal of quantitative economics
23
Empirical economics : a quarterly journal of the Institute for Advanced Studies
22
Oxford bulletin of economics and statistics
19
Quantitative finance
19
Journal of econometric methods
16
Journal of economic dynamics & control
16
The North American journal of economics and finance : a journal of financial economics studies
16
International journal of production research
15
International journal of theoretical and applied finance
15
Metrika : international journal for theoretical and applied statistics
15
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1
A structural model of dense network formation
Angelo, Mele
- In:
Econometrica : journal of the Econometric Society, an …
85
(
2017
)
3
,
pp. 825-850
Persistent link: https://www.econbiz.de/10011778815
Saved in:
2
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:
3
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:
4
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:
5
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:
6
Inference on causal effects in a generalized regression kink design
Card, David E.
;
Lee, David S.
;
Pei, Zhuan
;
Weber, Andrea
- In:
Econometrica : journal of the Econometric Society, an …
83
(
2015
)
6
,
pp. 2453-2483
Persistent link: https://www.econbiz.de/10011431547
Saved in:
7
Linear regression for panel with unknown number of factors as interactive fixed effects
Moon, Hyungsik Roger
;
Weidner, Martin
- In:
Econometrica : journal of the Econometric Society, an …
83
(
2015
)
4
,
pp. 1543-1579
Persistent link: https://www.econbiz.de/10011405087
Saved in:
8
Robust nonparametric confidence intervals for regression-discontinuity designs
Calonico, Sebastian
;
Cattaneo, Matias D.
;
Titiunik, Rocio
- In:
Econometrica : journal of the Econometric Society, an …
82
(
2014
)
6
,
pp. 2295-2326
Persistent link: https://www.econbiz.de/10011560363
Saved in:
9
On confidence intervals for autoregressive roots and predictive regression
Phillips, Peter C. B.
- In:
Econometrica : journal of the Econometric Society, an …
82
(
2014
)
3
,
pp. 1177-1195
Persistent link: https://www.econbiz.de/10010506470
Saved in:
10
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
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