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subject:"Volatility"
type_genre:"Article in journal"
~isPartOf:"Journal of banking & finance"
~isPartOf:"The review of economics and statistics"
~subject:"Estimation"
~subject:"Nichtparametrisches Verfahren"
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Search: subject_exact:"Estimation theory"
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Volatility
Estimation
Nichtparametrisches Verfahren
Estimation theory
220
Schätztheorie
220
Theorie
137
Theory
137
USA
50
United States
50
Schätzung
48
Time series analysis
24
Zeitreihenanalyse
24
Portfolio selection
18
Portfolio-Management
18
Volatilität
14
Nonparametric statistics
12
Börsenkurs
11
Capital income
11
Correlation
11
Forecasting model
11
Kapitaleinkommen
11
Korrelation
11
Prognoseverfahren
11
Share price
11
ARCH model
10
ARCH-Modell
10
Regression analysis
9
Regressionsanalyse
9
Simulation
9
Credit risk
8
Kreditrisiko
8
Risikomaß
8
Risk measure
8
Statistical distribution
8
Statistische Verteilung
8
Bootstrap approach
7
Bootstrap-Verfahren
7
Causality analysis
7
Kausalanalyse
7
Matching
7
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Undetermined
22
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Article
68
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Article in journal
Aufsatz in Zeitschrift
68
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English
68
Author
All
Bai, Jushan
2
Füss, Roland
2
Hanson, Samuel G.
2
Maddala, Gangadharrao S.
2
Abadie, Alberto
1
Adams, Zeno
1
Alexakis, Panayotis
1
Alexander, Carol
1
Aliber, Michael
1
Apergēs, Nikolaos
1
Ashenfelter, Orley
1
Aslanidis, Nektarios
1
Baik, Hyeoncheol
1
Bekiros, Stelios D.
1
Bingham, Taylor H.
1
Bollerslev, Tim
1
Brailsford, Timothy J.
1
Bregantini, Daniele
1
Busso, Matias
1
Cai, Zongwu
1
Canjels, Eugene
1
Casas, Isabel
1
Cenedese, Gino
1
Chavas, Jean-Paul
1
Chingos, Matthew M.
1
Clare, Andrew D.
1
Clements, Adam
1
Cox, Thomas Lee
1
Dang, Viet Anh
1
DeMiguel, Victor
1
DiNardo, John E.
1
Dueker, Michael
1
Ergün, Tolga A.
1
Escanciano, Juan Carlos
1
Escobar, Marcos
1
Evans, Paul D.
1
Faff, Robert W.
1
Fenech, Jean-Pierre
1
Feng, Guohua
1
Fox, Tyler J.
1
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Journal of banking & finance
The review of economics and statistics
Journal of econometrics
524
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
212
Economics letters
178
Econometric reviews
138
Econometric theory
132
Journal of the American Statistical Association : JASA
94
The econometrics journal
87
Economic modelling
69
Applied economics letters
66
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
61
Quantitative economics : QE ; journal of the Econometric Society
57
Journal of applied econometrics
54
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
51
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
51
Applied economics
50
International journal of forecasting
43
European journal of operational research : EJOR
38
Econometrics : open access journal
37
Computational economics
34
Journal of empirical finance
34
Insurance / Mathematics & economics
31
Journal of financial econometrics : official journal of the Society for Financial Econometrics
30
Empirical economics : a quarterly journal of the Institute for Advanced Studies
29
Journal of risk and financial management : JRFM
28
Journal of forecasting
27
Energy economics
25
Finance research letters
24
International journal of economics and financial issues : IJEFI
23
Quantitative finance
23
Journal of financial econometrics
22
Journal of productivity analysis
20
The North American journal of economics and finance : a journal of financial economics studies
19
Journal of econometric methods
17
Journal of economic dynamics & control
17
Journal of risk
16
The empirical economics letters : a monthly international journal of economics
16
Operations research
15
The review of economic studies
15
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ECONIS (ZBW)
68
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1
Inference on conditional quantile processes in partially linear models with applications to the impact of unemployment benefits
Qu, Zhongjun
;
Yoon, Jungmo
;
Perron, Pierre
- In:
The review of economics and statistics
106
(
2024
)
2
,
pp. 521-541
Persistent link: https://www.econbiz.de/10014536847
Saved in:
2
Weighted least squares realized covariation estimation
Li, Yifan
;
Nolte, Ingmar
;
Vasios, Michalis
;
Voev, Valeri
; …
- In:
Journal of banking & finance
137
(
2022
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013460187
Saved in:
3
A bank's optimal capital ratio : a time-varying parameter model to the partial adjustment framework
Baik, Hyeoncheol
;
Han, Sumin
;
Joo, Sunghoon
;
Lee, Kangbok
- In:
Journal of banking & finance
142
(
2022
),
pp. 1-25
Persistent link: https://www.econbiz.de/10013473072
Saved in:
4
A general approach to smooth and convex portfolio optimization using lower partial moments
Yao, Haixiang
;
Huang, Jinbo
;
Li, Yong
;
Humphrey, …
- In:
Journal of banking & finance
129
(
2021
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012822108
Saved in:
5
Estimation of peer effects in endogenous social networks : Control function approach
Johnsson, Ida
;
Moon, Hyungsik Roger
- In:
The review of economics and statistics
103
(
2021
)
2
,
pp. 328-345
Persistent link: https://www.econbiz.de/10012649785
Saved in:
6
A non-elliptical orthogonal GARCH model for portfolio selection under transaction costs
Paolella, Marc S.
;
Polak, Pawel
;
Walker, Patrick S.
- In:
Journal of banking & finance
125
(
2021
),
pp. 1-20
Persistent link: https://www.econbiz.de/10012819586
Saved in:
7
Estimating the probability of informed trading : A Bayesian approach
Griffin, Jim
;
Oberoi, Jaideep
;
Oduro, Samuel D.
- In:
Journal of banking & finance
125
(
2021
),
pp. 1-22
Persistent link: https://www.econbiz.de/10012819606
Saved in:
8
Local logit regression for loan recovery rate
Sopitpongstorn, Nithi
;
Silvapulle, Paramsothy
;
Gao, Jiti
; …
- In:
Journal of banking & finance
126
(
2021
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012820172
Saved in:
9
Portfolio selection with parsimonious higher comoments estimation
Lassance, Nathan
;
Vrins, Frédéric
- In:
Journal of banking & finance
126
(
2021
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012820331
Saved in:
10
A practical guide to harnessing the HAR volatility model
Clements, Adam
;
Preve, Daniel P. A.
- In:
Journal of banking & finance
133
(
2021
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013256626
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