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subject:"Volatility"
type_genre:"Article in journal"
~isPartOf:"Journal of econometrics"
~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~subject:"Statistical test"
~subject:"Statistischer Test"
~type_genre:"Systematic review"
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Search: subject_exact:"Estimation theory"
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Volatility
Statistical test
Statistischer Test
Estimation theory
1,703
Schätztheorie
1,703
Theorie
369
Theory
369
Time series analysis
353
Zeitreihenanalyse
353
Nichtparametrisches Verfahren
322
Nonparametric statistics
322
Regression analysis
278
Regressionsanalyse
278
Estimation
249
Schätzung
245
Panel
161
Panel study
161
Volatilität
133
Method of moments
102
Momentenmethode
101
Induktive Statistik
84
Maximum likelihood estimation
84
Maximum-Likelihood-Schätzung
84
Statistical inference
84
Autocorrelation
81
Autokorrelation
81
Forecasting model
81
Prognoseverfahren
81
Cointegration
76
Kointegration
75
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74
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74
Stochastic process
70
Stochastischer Prozess
70
Instrumental variables
68
ARCH model
67
ARCH-Modell
67
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66
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66
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61
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280
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Article in journal
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282
Conference paper
7
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282
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Todorov, Viktor
10
Tauchen, George Eugene
7
Andersen, Torben
6
Francq, Christian
6
Li, Jia
6
Sun, Yixiao
6
Kim, Donggyu
5
Li, Yingying
5
Zakoïan, Jean-Michel
5
Aït-Sahalia, Yacine
4
Cai, Zongwu
4
Hsiao, Cheng
4
Mykland, Per A.
4
Park, Joon Y.
4
Varneskov, Rasmus Tangsgaard
4
White, Halbert
4
Zhu, Ke
4
Andrews, Donald W. K.
3
Bollerslev, Tim
3
Escanciano, Juan Carlos
3
Ghysels, Eric
3
Lavergne, Pascal
3
Li, Guodong
3
Li, Qi
3
Meddahi, Nour
3
Moreira, Marcelo J.
3
Robinson, Peter M.
3
Shi, Xiaoxia
3
Su, Liangjun
3
Taylor, Robert
3
Wang, Yazhen
3
Zhang, Lan
3
Anatolyev, Stanislav
2
Andreou, Elena
2
Armstrong, Timothy B.
2
Baltagi, Badi H.
2
Caner, Mehmet
2
Chen, Song Xi
2
Clark, Todd E.
2
Clinet, Simon
2
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International Symposium on Econometrics of Specification Test in 30 Years <2010, Xiamen>
1
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Journal of econometrics
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
85
Econometric reviews
76
Economics letters
66
Econometric theory
56
The econometrics journal
45
Economic modelling
31
Econometrics : open access journal
26
Journal of empirical finance
24
Journal of financial econometrics
22
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
21
International journal of forecasting
20
Journal of financial econometrics : official journal of the Society for Financial Econometrics
20
Quantitative economics : QE ; journal of the Econometric Society
20
Applied economics letters
18
Journal of banking & finance
17
Quantitative finance
17
Finance research letters
15
Journal of forecasting
14
Journal of the American Statistical Association : JASA
14
International journal of theoretical and applied finance
13
Journal of time series econometrics
13
Computational economics
12
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
12
Applied economics
11
Journal of risk and financial management : JRFM
11
The North American journal of economics and finance : a journal of financial economics studies
11
Empirical economics : a quarterly journal of the Institute for Advanced Studies
10
Journal of applied econometrics
10
European journal of operational research : EJOR
9
Finance and stochastics
9
The European journal of finance
9
International journal of economics and financial issues : IJEFI
8
Oxford bulletin of economics and statistics
8
Cambridge working papers in economics
7
Decisions in economics and finance : DEF ; a journal of applied mathematics
7
Journal of financial economics
7
Journal of mathematical finance
7
Journal of quantitative economics
7
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ECONIS (ZBW)
282
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1
Score-driven location plus scale models : asymptotic theory and an application to forecasting Dow Jones volatility
Blazsek, Szabolcs
;
Escribano, Álvaro
;
Licht, Adrian
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
28
(
2024
)
1
,
pp. 61-82
Persistent link: https://www.econbiz.de/10014506888
Saved in:
2
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:
3
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
Saved in:
4
Instrument strength in IV estimation and inference : a guide to theory and practice
Keane, Michael P.
;
Neal, Timothy
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1625-1653
Persistent link: https://www.econbiz.de/10014471419
Saved in:
5
Wald, QLR, and score tests when parameters are subject to linear inequality constraints
Fan, Yanqin
;
Shi, Xuetao
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 2005-2026
Persistent link: https://www.econbiz.de/10014471442
Saved in:
6
Volatility measurement with pockets of extreme return persistence
Andersen, Torben
;
Li, Yingying
;
Todorov, Viktor
;
Zhou, Bo
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014471793
Saved in:
7
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:
8
Testing many restrictions under heteroskedasticity
Anatolyev, Stanislav
;
Sølvsten, Mikkel
- In:
Journal of econometrics
236
(
2023
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10014332346
Saved in:
9
A new test for non-linear hypotheses under distributional and local parametric misspecification
Bera, Anil K.
;
Doğan, Osman
;
Taṣpınar, Süleyman
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
5
,
pp. 669-685
Persistent link: https://www.econbiz.de/10014506833
Saved in:
10
State-domain change point detection for nonlinear time series regression
Cui, Yan
;
Yang, Jun
;
Zhou, Zhou
- In:
Journal of econometrics
234
(
2023
)
1
,
pp. 3-27
Persistent link: https://www.econbiz.de/10014364628
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