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subject:"Volatility"
type_genre:"Article in journal"
~isPartOf:"Economic modelling"
~isPartOf:"Journal of empirical finance"
~subject:"Schätztheorie"
~subject:"Statistical test"
~subject:"Statistischer Test"
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Search: subject_exact:"Estimation theory"
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Volatility
Schätztheorie
Statistical test
Statistischer Test
Estimation theory
214
Estimation
78
Schätzung
77
Time series analysis
58
Zeitreihenanalyse
58
Volatilität
37
Theorie
32
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32
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26
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Kumar, Dilip
4
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3
Maheswaran, S.
3
Månsson, Kristofer
3
Satchell, Stephen
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Shukur, Ghazi
3
Sriananthakumar, Sivagowry
3
Wu, Jianhong
3
Caporale, Guglielmo Maria
2
Cubadda, Gianluca
2
Jondeau, Eric
2
Kristensen, Dennis
2
Li, Yong
2
McKenzie, Michael D.
2
McNeil, Alexander J.
2
Pittis, Nikitas
2
Rahbek, Anders
2
Raïssi, Hamdi
2
Robinson, Sherman
2
Scaillet, Olivier
2
Triacca, Umberto
2
Wongwachara, Warapong
2
Xu, Weijun
2
Zhang, Xibin
2
Zhang, ZhengYu
2
Zhou, Qiankun
2
Zhu, Min
2
Abbasspour, Madjid
1
Abedi, Zahra
1
Abergel, Frédéric
1
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1
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1
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1
Ahern, Kenneth R.
1
Ahn, Seung Chan
1
Ai, Xin
1
Ali, Faek Menla
1
Allen, David
1
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1
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HFDF <1, 1995, Zürich>
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Economic modelling
Journal of empirical finance
Journal of econometrics
1,601
Economics letters
961
Econometric theory
723
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
590
Econometric reviews
446
Journal of the American Statistical Association : JASA
324
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
312
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268
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220
Applied economics letters
198
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187
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186
European journal of operational research : EJOR
177
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169
Journal of quantitative economics : official journal of the Indian Econometric Society
166
International journal of forecasting
153
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146
The review of economics and statistics
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127
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125
Insurance / Mathematics & economics
117
Computational economics
108
Statistical papers
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Statistics in transition : an international journal of the Polish Statistical Association
96
Journal of economic dynamics & control
88
The review of economic studies
86
American journal of agricultural economics
77
Journal of banking & finance
74
Journal of financial econometrics : official journal of the Society for Financial Econometrics
73
International economic review
70
Annales d'économie et de statistique
69
Metrika : international journal for theoretical and applied statistics
68
Finance research letters
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Operations research
62
Empirical economics : a quarterly journal of the Institute for Advanced Studies
61
Journal of productivity analysis
61
Journal of risk and financial management : JRFM
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ECONIS (ZBW)
214
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1
An adaptive long memory conditional correlation model
Dark, Jonathan
- In:
Journal of empirical finance
75
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014491877
Saved in:
2
Econometric issues in the estimation of the natural rate of interest
Buncic, Daniel
- In:
Economic modelling
132
(
2024
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014547947
Saved in:
3
Estimating the output gap after COVID : how to address unprecedented macroeconomic variations
Granados, Camilo
;
Parra-Amado, Daniel
- In:
Economic modelling
135
(
2024
),
pp. 1-25
Persistent link: https://www.econbiz.de/10014549051
Saved in:
4
Semiparametric least squares estimation of binary choice panel data models with endogeneity
Semykina, Anastasia
;
Xie, Yimeng
;
Yang, Cynthia Fan
; …
- In:
Economic modelling
132
(
2024
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014547973
Saved in:
5
Local predictability of stock returns and cash flows
Yu, Deshui
;
Li, Chen
- In:
Journal of empirical finance
77
(
2024
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014578533
Saved in:
6
Using, taming or avoiding the factor zoo? : a double-shrinkage estimator for covariance matrices
De Nard, Gianluca
;
Zhao, Zhao
- In:
Journal of empirical finance
72
(
2023
),
pp. 23-35
Persistent link: https://www.econbiz.de/10014476795
Saved in:
7
Uncertainty in the Black-Litterman model : empirical estimation of the equilibrium
Fuhrer, Adrian
;
Hock, Thorsten
- In:
Journal of empirical finance
72
(
2023
),
pp. 251-275
Persistent link: https://www.econbiz.de/10014476878
Saved in:
8
Estimating and testing skewness in a stochastic volatility model
Lee, Cheol Woo
;
Kang, Kyu Ho
- In:
Journal of empirical finance
72
(
2023
),
pp. 445-467
Persistent link: https://www.econbiz.de/10014476881
Saved in:
9
Estimation with mixed data frequencies : a bias-correction approach
Ghosh, Anisha
;
Linton, Oliver
- In:
Journal of empirical finance
74
(
2023
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014477062
Saved in:
10
Flexible inflation targeting and stock market volatility : evidence from emerging market economies
Dridi, Ichrak
;
Boughrara, Adel
- In:
Economic modelling
126
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014462464
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