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subject:"Volatility"
type_genre:"Article in journal"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~subject:"Statistical inference"
~type_genre:"Bibliografie enthalten"
~type_genre:"Übersichtsarbeit"
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Search: subject_exact:"Estimation theory"
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Volatility
Statistical inference
Estimation theory
663
Schätztheorie
663
Theorie
204
Theory
204
Time series analysis
158
Zeitreihenanalyse
158
Estimation
142
Schätzung
142
Nichtparametrisches Verfahren
118
Nonparametric statistics
118
USA
97
United States
97
Regression analysis
96
Regressionsanalyse
96
Volatilität
58
Forecasting model
50
Prognoseverfahren
50
Statistical test
48
Statistischer Test
48
Correlation
42
Korrelation
42
Panel
42
Panel study
42
Induktive Statistik
41
Capital income
38
Kapitaleinkommen
38
ARCH model
36
ARCH-Modell
36
Maximum likelihood estimation
31
Maximum-Likelihood-Schätzung
31
Statistical theory
30
Statistische Methodenlehre
30
Bootstrap approach
28
Bootstrap-Verfahren
28
Method of moments
28
Momentenmethode
28
Bayes-Statistik
26
Bayesian inference
26
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3
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Article
97
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Article in journal
Bibliografie enthalten
Übersichtsarbeit
Aufsatz in Zeitschrift
97
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English
97
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Ghysels, Eric
3
Belloni, Alexandre
2
Chernozhukov, Victor
2
Fan, Jianqing
2
Francq, Christian
2
Hautsch, Nikolaus
2
Jing, Bingyi
2
Koopman, Siem Jan
2
Kozbur, Damian
2
Ling, Shiqing
2
Matsushita, Yukitoshi
2
Mykland, Per A.
2
Müller, Ulrich K.
2
Nielsen, Morten Ørregaard
2
Otsu, Taisuke
2
Shephard, Neil G.
2
Xu, Ke-li
2
Yang, Xiye
2
Alfelt, Gustav
1
Amado, Cristina
1
Andersen, Torben
1
Andreou, Alena
1
Andreou, Elena
1
Antoine, Bertille
1
Bai, Jushan
1
Bai, Yuehao
1
Balter, Janine
1
Bandi, Federico M.
1
Bauwens, Luc
1
Bibinger, Markus
1
Bodnar, Taras
1
Bodory, Hugo
1
Bollerslev, Tim
1
Bormetti, Giacomo
1
Bos, Charles S.
1
Boswijk, Herman Peter
1
Buccheri, Giuseppe
1
Cai, Zongwu
1
Caldeira, João F.
1
Camponovo, Lorenzo
1
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Journal of financial econometrics : official journal of the Society for Financial Econometrics
Journal of econometrics
194
Economics letters
36
Econometric theory
35
Econometric reviews
33
The econometrics journal
30
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
22
Journal of the American Statistical Association : JASA
21
Journal of empirical finance
20
Quantitative economics : QE ; journal of the Econometric Society
19
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
19
Economic modelling
17
Journal of financial econometrics
17
Quantitative finance
15
Econometrics : open access journal
14
International journal of forecasting
14
Finance research letters
13
International journal of theoretical and applied finance
13
Journal of banking & finance
13
Journal of forecasting
11
The North American journal of economics and finance : a journal of financial economics studies
11
Journal of risk and financial management : JRFM
10
Computational economics
9
European journal of operational research : EJOR
8
Finance and stochastics
8
International journal of economics and financial issues : IJEFI
8
Applied economics
7
Applied economics letters
7
Journal of applied econometrics
7
Journal of mathematical finance
7
The European journal of finance
7
Decisions in economics and finance : DEF ; a journal of applied mathematics
6
Empirical economics : a quarterly journal of the Institute for Advanced Studies
6
International journal of financial engineering
6
Journal of quantitative economics
6
The review of economic studies : RES
6
Asia-Pacific financial markets
5
CBN journal of applied statistics
5
Journal of financial economics
5
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ECONIS (ZBW)
97
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1
Estimating density ratio of marginals to joint : applications to causal inference
Matsushita, Yukitoshi
;
Otsu, Taisuke
;
Takahata, Keisuke
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
2
,
pp. 467-481
Persistent link: https://www.econbiz.de/10014448247
Saved in:
2
Singular conditional autoregressive Wishart model for realized covariance matrices
Alfelt, Gustav
;
Bodnar, Taras
;
Javed, Farrukh
;
Tyrcha, …
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
3
,
pp. 833-845
Persistent link: https://www.econbiz.de/10014448443
Saved in:
3
Adaptive testing for cointegration with nonstationary volatility
Boswijk, Herman Peter
;
Zu, Yang
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
2
,
pp. 744-755
Persistent link: https://www.econbiz.de/10013534484
Saved in:
4
Assessing sensitivity to unconfoundedness : estimation and inference
Masten, Matthew A.
;
Poirier, Alexandre
;
Zhang, Linqi
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
1
,
pp. 1-13
Persistent link: https://www.econbiz.de/10014448667
Saved in:
5
Identification-robust inference with simulation-based pseudo-matching
Antoine, Bertille
;
Khalaf, Lynda
;
Kichian, Maral
;
Lin, …
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
2
,
pp. 321-338
Persistent link: https://www.econbiz.de/10014448156
Saved in:
6
Inference for nonparametric high-frequency estimators with an application to time variation in betas
Kalnina, Ilze
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
2
,
pp. 538-549
Persistent link: https://www.econbiz.de/10014448338
Saved in:
7
Post-selection inference of high-dimensional logistic regression under case-control design
Lin, Yuanyuan
;
Xie, Jinhan
;
Han, Ruijian
;
Tang, Niansheng
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
2
,
pp. 624-635
Persistent link: https://www.econbiz.de/10014448384
Saved in:
8
Culling the herd of moments with penalized empirical likelihood
Chang, Jinyuan
;
Shi, Zhentao
;
Zhang, Jia
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
3
,
pp. 791-805
Persistent link: https://www.econbiz.de/10014448437
Saved in:
9
Inference in a class of optimization problems : confidence regions and finite sample bounds on errors in coverage probabilities
Horowitz, Joel
;
Lee, Sokbae
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
3
,
pp. 927-938
Persistent link: https://www.econbiz.de/10014448462
Saved in:
10
Estimation of leverage effect : kernel function and efficiency
Yang, Xiye
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
3
,
pp. 939-956
Persistent link: https://www.econbiz.de/10014448463
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