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subject:"Volatility"
type_genre:"Article in journal"
~isPartOf:"European journal of operational research : EJOR"
~isPartOf:"Journal of econometrics"
~subject:"Bayesian inference"
~type_genre:"Government document"
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Search: subject_exact:"Estimation theory"
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Volatility
Bayesian inference
Estimation theory
1,780
Schätztheorie
1,780
Theorie
366
Theory
366
Nichtparametrisches Verfahren
336
Nonparametric statistics
336
Time series analysis
310
Zeitreihenanalyse
310
Regression analysis
293
Regressionsanalyse
293
Estimation
233
Schätzung
229
Panel
158
Panel study
158
Statistical test
152
Statistischer Test
152
Volatilität
121
Method of moments
100
Momentenmethode
99
Maximum likelihood estimation
87
Maximum-Likelihood-Schätzung
87
Statistical inference
85
Forecasting model
84
Prognoseverfahren
84
Induktive Statistik
83
Autocorrelation
78
Autokorrelation
78
Bootstrap approach
78
Bootstrap-Verfahren
78
Stochastic process
73
Stochastischer Prozess
73
Statistical distribution
71
Statistische Verteilung
71
Instrumental variables
68
Bayes-Statistik
63
Cointegration
63
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62
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177
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Article in journal
Government document
Aufsatz in Zeitschrift
177
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English
177
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Todorov, Viktor
10
Tauchen, George Eugene
8
Andersen, Torben
6
Li, Jia
6
Kim, Donggyu
5
Li, Yingying
5
Zhang, Xinyu
5
Francq, Christian
4
Gallant, A. Ronald
4
Mykland, Per A.
4
Tsionas, Efthymios G.
4
Zakoïan, Jean-Michel
4
Zou, Guohua
4
Aït-Sahalia, Yacine
3
Bollerslev, Tim
3
Fan, Jianqing
3
Hong, Han
3
Koopman, Siem Jan
3
Meddahi, Nour
3
Park, Joon Y.
3
Varneskov, Rasmus Tangsgaard
3
Wang, Yazhen
3
Zhang, Lan
3
Bauwens, Luc
2
Clinet, Simon
2
Fulop, Andras
2
Gouriéroux, Christian
2
Grynkiv, Iaryna
2
Jasiak, Joann
2
Kim, Chae-yŏng
2
Kong, Xin-Bing
2
Laurent, Sébastien
2
Li, Guodong
2
Li, Junye
2
Li, Wai Keung
2
Liao, Jun
2
Maheu, John M.
2
Patton, Andrew J.
2
Petrova, Katerina
2
Potiron, Yoann
2
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European journal of operational research : EJOR
Journal of econometrics
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
63
Economics letters
38
Econometric reviews
31
Economic modelling
28
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
26
International journal of forecasting
25
Journal of empirical finance
23
Econometrics : open access journal
19
Journal of financial econometrics : official journal of the Society for Financial Econometrics
19
The econometrics journal
19
Econometric theory
18
Quantitative finance
18
Finance research letters
17
Journal of the American Statistical Association : JASA
17
Journal of forecasting
16
Journal of banking & finance
15
Journal of applied econometrics
14
Journal of financial econometrics
14
Computational economics
13
International journal of theoretical and applied finance
13
Journal of economic dynamics & control
13
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
12
Journal of risk and financial management : JRFM
12
Quantitative economics : QE ; journal of the Econometric Society
12
The North American journal of economics and finance : a journal of financial economics studies
12
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
11
Journal of quantitative economics
11
Applied economics
10
Applied economics letters
9
Insurance / Mathematics & economics
9
Finance and stochastics
8
International journal of economics and financial issues : IJEFI
8
Journal of mathematical finance
8
Marketing science : the marketing journal of the Institute for Operations Research and the Management Sciences
8
Risks : open access journal
8
Statistics in transition : an international journal of the Polish Statistical Association
8
Central European journal of economic modelling and econometrics
7
The journal of risk model validation
7
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ECONIS (ZBW)
177
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177
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1
Constructing copulas using corrected Hermite polynomial expansion for estimating cross foreign exchange volatility
Shiraya, Kenichiro
;
Yamakami, Tomohisa
- In:
European journal of operational research : EJOR
314
(
2024
)
3
,
pp. 1195-1214
Persistent link: https://www.econbiz.de/10014456946
Saved in:
2
How to go viral : a COVID-19 model with endogenously time-varying parameters
Ho, Paul
;
Lubik, Thomas A.
;
Matthes, Christian
- In:
Journal of econometrics
232
(
2023
)
1
,
pp. 70-86
Persistent link: https://www.econbiz.de/10013472838
Saved in:
3
Semiparametric estimation of latent variable asset pricing models
Dalderop, Jeroen
- In:
Journal of econometrics
236
(
2023
)
1
,
pp. 1-30
Persistent link: https://www.econbiz.de/10014332225
Saved in:
4
We modeled long memory with just one lag!
Bauwens, Luc
;
Chevillon, Guillaume
;
Laurent, Sébastien
- In:
Journal of econometrics
236
(
2023
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014332326
Saved in:
5
Post-processed posteriors for sparse covariances
Lee, Kwangmin
;
Lee, Jaeyong
- In:
Journal of econometrics
236
(
2023
)
1
,
pp. 1-12
Persistent link: https://www.econbiz.de/10014332347
Saved in:
6
Improved marginal likelihood estimation via power posteriors and importance sampling
Li, Yong
;
Wang, Nianling
;
Yu, Jun
- In:
Journal of econometrics
234
(
2023
)
1
,
pp. 28-52
Persistent link: https://www.econbiz.de/10014364649
Saved in:
7
Bias reduction in spot volatility estimation from options
Todorov, Viktor
;
Zhang, Yang
- In:
Journal of econometrics
234
(
2023
)
1
,
pp. 53-81
Persistent link: https://www.econbiz.de/10014364661
Saved in:
8
Asymptotic F test in regressions with observations collected at high frequency over long span
Pellatt, Daniel F.
;
Sun, Yixiao
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1281-1309
Persistent link: https://www.econbiz.de/10014471377
Saved in:
9
Penalized time-varying model averaging
Sun, Yuying
;
Hong, Yongmiao
;
Wang, Shouyang
;
Zhang, Xinyu
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1355-1377
Persistent link: https://www.econbiz.de/10014471396
Saved in:
10
Parametric estimation of long memory in factor models
Ergemen, Yunus Emre
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1483-1499
Persistent link: https://www.econbiz.de/10014471404
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