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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:"Risks : open access journal"
~subject:"Korrelation"
~type_genre:"Government document"
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Search: subject_exact:"Estimation theory"
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Volatility
Korrelation
Estimation theory
641
Schätztheorie
641
Theorie
195
Theory
195
Time series analysis
143
Zeitreihenanalyse
143
Estimation
136
Schätzung
136
Nichtparametrisches Verfahren
114
Nonparametric statistics
114
Regression analysis
99
Regressionsanalyse
99
USA
94
United States
94
Forecasting model
50
Prognoseverfahren
50
Volatilität
46
Statistical test
45
Statistischer Test
45
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42
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42
Panel study
42
Statistical inference
42
Correlation
39
Statistical distribution
32
Statistische Verteilung
32
Capital income
31
Kapitaleinkommen
31
Statistical theory
30
Statistische Methodenlehre
30
Bootstrap approach
29
Bootstrap-Verfahren
29
Maximum likelihood estimation
29
Maximum-Likelihood-Schätzung
29
ARCH model
27
ARCH-Modell
27
Monte Carlo simulation
27
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27
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77
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Article in journal
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77
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English
77
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Lan, Wei
3
Tsai, Chih-Ling
3
Bodnar, Taras
2
Ghysels, Eric
2
Hautsch, Nikolaus
2
Jing, Bingyi
2
Ling, Shiqing
2
Müller, Ulrich K.
2
Shephard, Neil G.
2
Tjostheim, Dag
2
Tsay, Ruey S.
2
Wang, Hansheng
2
Yang, Xiye
2
Aielli, Gian Piero
1
Alfelt, Gustav
1
Alghalith, Moawia
1
Allen, David E.
1
Amado, Cristina
1
Andersen, Torben
1
Andreou, Elena
1
Ausín, M. Concepción
1
Bandi, Federico M.
1
Bauwens, Luc
1
Bibinger, Markus
1
Bollerslev, Tim
1
Bormetti, Giacomo
1
Boswijk, Herman Peter
1
Buccheri, Giuseppe
1
Chan, Joshua
1
Chaves, Leonardo Salim Saker
1
Chen, Qian
1
Chen, Songnian
1
Chen, Wilson Ye
1
Chen, Xiangjin B.
1
Corsi, Fulvio
1
Cui, Guowei
1
Duan, Jin-Chuan
1
Dueker, Michael
1
Engle, Robert F.
1
Escanciano, Juan Carlos
1
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Risks : open access journal
Journal of econometrics
159
Economics letters
48
Econometric reviews
29
Econometric theory
26
Journal of empirical finance
26
Journal of financial econometrics : official journal of the Society for Financial Econometrics
22
Finance research letters
20
Journal of banking & finance
19
Journal of financial econometrics
19
Journal of the American Statistical Association : JASA
19
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
19
The econometrics journal
19
Quantitative finance
18
Economic modelling
17
International journal of forecasting
17
Econometrics : open access journal
16
Journal of forecasting
15
Applied economics letters
14
International journal of theoretical and applied finance
13
The North American journal of economics and finance : a journal of financial economics studies
12
Computational economics
11
Applied economics
10
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
10
Journal of risk and financial management : JRFM
10
Cambridge working papers in economics
9
Journal of mathematical finance
9
Finance and stochastics
8
International journal of economics and financial issues : IJEFI
8
The European journal of finance
8
CBN journal of applied statistics
7
Decisions in economics and finance : DEF ; a journal of applied mathematics
7
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
7
Empirical economics : a quarterly journal of the Institute for Advanced Studies
7
International journal of financial engineering
7
Journal of quantitative economics
7
Theoretical economics letters
7
Asia-Pacific financial markets
6
European journal of operational research : EJOR
6
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ECONIS (ZBW)
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71
Rolling-sample volatility estimators : some new theoretical, simulation, and empirical results
Andreou, Elena
;
Ghysels, Eric
- In:
Journal of business & economic statistics : JBES ; a …
20
(
2002
)
3
,
pp. 363-376
Persistent link: https://www.econbiz.de/10001695282
Saved in:
72
Markov switching in GARCH processes and mean-reverting stock-market volatility
Dueker, Michael
- In:
Journal of business & economic statistics : JBES ; a …
15
(
1997
)
1
,
pp. 26-34
Persistent link: https://www.econbiz.de/10001214324
Saved in:
73
Impulse response function for conditional volatility in GARCH models
Lin, Wen-ling Tsai
- In:
Journal of business & economic statistics : JBES ; a …
15
(
1997
)
1
,
pp. 15-25
Persistent link: https://www.econbiz.de/10001214326
Saved in:
74
GMM estimation of a stochastic volatility model : a Monte Carlo study
Andersen, Torben
- In:
Journal of business & economic statistics : JBES ; a …
14
(
1996
)
3
,
pp. 328-352
Persistent link: https://www.econbiz.de/10001334392
Saved in:
75
High-frequency data and volatility in foreign-exchange rates
Zhou, Bin
- In:
Journal of business & economic statistics : JBES ; a …
14
(
1996
)
1
,
pp. 45-52
Persistent link: https://www.econbiz.de/10001203182
Saved in:
76
Estimation of an asymmetric stochastic volatility model for asset returns
Harvey, Andrew C.
- In:
Journal of business & economic statistics : JBES ; a …
14
(
1996
)
4
,
pp. 429-434
Persistent link: https://www.econbiz.de/10001209347
Saved in:
77
Can speculative trading explain the volume-volatility relation?
Foster, F. Douglas
- In:
Journal of business & economic statistics : JBES ; a …
13
(
1995
)
4
,
pp. 379-396
Persistent link: https://www.econbiz.de/10001190310
Saved in:
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