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subject:"Volatility"
type_genre:"Article in journal"
~isPartOf:"Journal of econometrics"
~subject:"ARCH-Modell"
~subject:"Schätzung"
~subject:"Theorie"
~type_genre:"Bibliografie enthalten"
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Search: subject_exact:"Estimation theory"
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Subject
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Volatility
ARCH-Modell
Schätzung
Theorie
Estimation theory
1,601
Schätztheorie
1,601
Theory
366
Nichtparametrisches Verfahren
312
Nonparametric statistics
312
Time series analysis
304
Zeitreihenanalyse
304
Regression analysis
264
Regressionsanalyse
264
Estimation
216
Panel
156
Panel study
156
Statistical test
148
Statistischer Test
148
Volatilität
116
Method of moments
98
Momentenmethode
97
Induktive Statistik
82
Statistical inference
82
Maximum likelihood estimation
78
Maximum-Likelihood-Schätzung
78
Autocorrelation
76
Autokorrelation
76
Forecasting model
73
Prognoseverfahren
73
Bootstrap approach
71
Bootstrap-Verfahren
71
Instrumental variables
68
Cointegration
63
Kointegration
62
Stochastic process
61
Stochastischer Prozess
61
Causality analysis
59
Kausalanalyse
59
Statistical distribution
59
Statistische Verteilung
59
IV-Schätzung
57
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Undetermined
206
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Article
639
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2
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Article in journal
Bibliografie enthalten
Aufsatz in Zeitschrift
641
Collection of articles of several authors
7
Conference paper
7
Konferenzbeitrag
7
Sammelwerk
7
Conference proceedings
3
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English
641
Author
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Phillips, Peter C. B.
11
Francq, Christian
10
Todorov, Viktor
10
Gouriéroux, Christian
8
Lee, Lung-fei
8
Linton, Oliver
8
Tauchen, George Eugene
8
Baltagi, Badi H.
7
Chib, Siddhartha
7
Li, Qi
7
Zakoïan, Jean-Michel
7
Andersen, Torben
6
Hsiao, Cheng
6
Kohn, Robert
6
Li, Jia
6
Schmidt, Peter
6
Gao, Jiti
5
Kim, Donggyu
5
Li, Yingying
5
Park, Joon Y.
5
White, Halbert
5
Ai, Chunrong
4
Andrews, Donald W. K.
4
Cai, Zongwu
4
Donald, Stephen G.
4
Granger, C. W. J.
4
Hong, Han
4
Kao, Chihwa
4
King, Maxwell L.
4
Li, Guodong
4
Lu, Xun
4
Mykland, Per A.
4
Powell, James
4
Shephard, Neil G.
4
Su, Liangjun
4
Swanson, Norman R.
4
Ullah, Aman
4
Zhang, Lan
4
Zhu, Ke
4
Abrevaya, Jason
3
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Journal of econometrics
Economics letters
497
Econometric theory
337
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
317
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
248
Econometric reviews
200
Journal of applied econometrics
159
Journal of quantitative economics : official journal of the Indian Econometric Society
142
The review of economics and statistics
126
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
108
Oxford bulletin of economics and statistics
105
Applied economics
92
Statistical papers
80
Economic modelling
73
The econometrics journal
72
Journal of forecasting
67
Applied economics letters
64
The review of economic studies
64
International economic review
59
Annales d'économie et de statistique
57
Metrika : international journal for theoretical and applied statistics
57
American journal of agricultural economics
55
International journal of forecasting
54
Journal of empirical finance
53
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
51
Journal of economic dynamics & control
49
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
47
Journal of banking & finance
47
Journal of the Royal Statistical Society
41
Publications de l'Institut de Statistique de l'Université de Paris : analyse factorielle des correspondances continues
39
Journal of productivity analysis
37
International economic journal
36
The Indian economic journal
35
Journal of financial econometrics : official journal of the Society for Financial Econometrics
34
Journal of the American Statistical Association : JASA
32
Quantitative economics : QE ; journal of the Econometric Society
31
Computational economics
30
Econometrics : open access journal
30
Journal of international money and finance
29
Empirical economics : a quarterly journal of the Institute for Advanced Studies
27
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ECONIS (ZBW)
641
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10
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641
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1
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:
2
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:
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
Penetrating sporadic return predictability
Tu, Yundong
;
Xie, Xinling
- In:
Journal of econometrics
237
(
2023
)
1
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014471472
Saved in:
5
Better bunching, nicer notching
Bertanha, Marinho
;
McCallum, Andrew H.
;
Seegert, Nathan
- In:
Journal of econometrics
237
(
2023
)
2,1
,
pp. 1-25
Persistent link: https://www.econbiz.de/10014471509
Saved in:
6
Dynamic conditional eigenvalue GARCH
Hetland, Simon Thinggaard
;
Pedersen, Rasmus Søndergaard
; …
- In:
Journal of econometrics
237
(
2023
)
2,2
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014471517
Saved in:
7
Two-stage weighted least squares estimator of the conditional mean of observation-driven time series models
Aknouche, Abdelhakim
;
Francq, Christian
- In:
Journal of econometrics
237
(
2023
)
2,2
,
pp. 1-22
Persistent link: https://www.econbiz.de/10014471524
Saved in:
8
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:
9
A penalized two-pass regression to predict stock returns with time-varying risk premia
Bakalli, Gaetan
;
Guerrier, Stéphane
;
Scaillet, Olivier
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014471822
Saved in:
10
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
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