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subject:"Volatility"
type_genre:"Article in journal"
~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~isPartOf:"Journal of the American Statistical Association : JASA"
~subject:"Regressionsanalyse"
~subject:"Statistischer Test"
~type_genre:"Conference paper"
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Search: subject_exact:"Estimation theory"
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Volatility
Regressionsanalyse
Statistischer Test
Estimation theory
397
Schätztheorie
397
Regression analysis
96
Nichtparametrisches Verfahren
85
Nonparametric statistics
85
Time series analysis
54
Zeitreihenanalyse
54
Estimation
39
Schätzung
39
Correlation
23
Korrelation
23
Sampling
21
Stichprobenerhebung
21
Multivariate Analyse
20
Multivariate analysis
20
Forecasting model
19
Prognoseverfahren
19
Statistical distribution
19
Statistische Verteilung
19
Volatilität
19
Induktive Statistik
18
Statistical inference
18
Bayes-Statistik
17
Bayesian inference
17
Maximum likelihood estimation
17
Maximum-Likelihood-Schätzung
17
Statistical test
17
Robust statistics
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Robustes Verfahren
15
Statistical error
14
Statistischer Fehler
14
Theorie
14
Theory
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ARCH model
13
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Analysis of variance
12
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Article
127
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Article in journal
Conference paper
Aufsatz in Zeitschrift
127
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English
127
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Fan, Jianqing
6
Ibrahim, Joseph George
4
Zeng, Donglin
4
Chatterjee, Nilanjan
3
Jiang, Jiancheng
3
Liang, Hua
3
Wang, Hansheng
3
Cai, Zongwu
2
Carroll, Raymond J.
2
Chen, Ming-Hui
2
Cook, R. Dennis
2
Dunson, David B.
2
Fan, Yingying
2
Härdle, Wolfgang
2
Li, Hui
2
Lin, Danyu
2
Liu, Wei
2
Müller, Hans-Georg
2
Peng, Heng
2
Ruppert, David
2
Spokojnyj, Vladimir G.
2
Sun, Jianguo
2
Sun, Liuquan
2
Tian, Lu
2
Tsai, Chih-ling
2
Wang, Lan
2
Wei, L. J.
2
Xu, Xiaoping
2
Yin, Guosheng
2
Zhou, Haibo
2
Zhu, Ji
2
Zucker, David M.
2
Ahn, Seung Chan
1
Akritas, Michael G.
1
Andreou, Alena
1
Aston, John A. D.
1
Aït-Sahalia, Yacine
1
Balter, Janine
1
Basu, Sanjib
1
Benjamini, Yoav
1
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
Journal of the American Statistical Association : JASA
Journal of econometrics
480
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
162
Economics letters
151
Econometric theory
145
Econometric reviews
130
The econometrics journal
96
Econometrics : open access journal
50
Economic modelling
49
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
40
International journal of forecasting
38
European journal of operational research : EJOR
37
Quantitative economics : QE ; journal of the Econometric Society
36
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
34
Applied economics letters
33
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
32
Computational economics
30
Journal of empirical finance
29
Journal of forecasting
27
Journal of risk and financial management : JRFM
27
Insurance / Mathematics & economics
25
Empirical economics : a quarterly journal of the Institute for Advanced Studies
23
Journal of applied econometrics
23
Journal of financial econometrics
23
Applied economics
21
Finance research letters
21
Journal of banking & finance
20
Journal of econometric methods
18
Journal of quantitative economics
18
Journal of time series econometrics
18
Quantitative finance
18
Oxford bulletin of economics and statistics
16
Risks : open access journal
16
Statistical papers
15
Statistics in transition : an international journal of the Polish Statistical Association
15
The North American journal of economics and finance : a journal of financial economics studies
14
International journal of theoretical and applied finance
13
Cambridge working papers in economics
12
International journal of economics and financial issues : IJEFI
12
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ECONIS (ZBW)
127
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1
Dynamic functional regression with application to the cross-section of returns
Kokoszka, Piotr
;
Miao, Hong
;
Reimherr, Matthew
; …
- In:
Journal of financial econometrics : official journal of …
16
(
2018
)
3
,
pp. 461-485
Persistent link: https://www.econbiz.de/10011987795
Saved in:
2
Combining multivariate volatility forecasts: an economic-based approach
Caldeira, João F.
;
Moura, Guilherme Valle
;
Nogales, …
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
2
,
pp. 247-285
Persistent link: https://www.econbiz.de/10011987429
Saved in:
3
Beyond dimension two : a test for higher-order tail risk
Bormann, Carsten
;
Schaumburg, Julia
;
Schienle, Melanie
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
3
,
pp. 552-580
Persistent link: https://www.econbiz.de/10011623690
Saved in:
4
Quantile regression for long memory testing : a case of realized volatility
Hassler, Uwe
;
Rodrigues, Paulo M. M.
;
Rubia, Antonio
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
4
,
pp. 693-724
Persistent link: https://www.econbiz.de/10011623824
Saved in:
5
Variance targeting estimation of multivariate GARCH models
Francq, Christian
;
Horváth, Lajos
;
Zakoïan, Jean-Michel
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
2
,
pp. 353-382
Persistent link: https://www.econbiz.de/10011589013
Saved in:
6
Adaptive Realized Kernels
Carrasco, Marine
;
Kotchoni, Rachidi
- In:
Journal of financial econometrics : official journal of …
13
(
2015
)
4
,
pp. 757-797
Persistent link: https://www.econbiz.de/10011417704
Saved in:
7
Two-scale realized kernels : a univariate case
Ikeda, Shin S.
- In:
Journal of financial econometrics : official journal of …
13
(
2015
)
1
,
pp. 126-165
Persistent link: https://www.econbiz.de/10010519659
Saved in:
8
A state space approach to estimating the integrated variance under the existence of market microstructure noise
Nagakura, Daisuke
;
Watanabe, Toshiaki
- In:
Journal of financial econometrics : official journal of …
13
(
2015
)
1
,
pp. 45-82
Persistent link: https://www.econbiz.de/10010519663
Saved in:
9
Halbert White jr. Memorial JFEC Lecture : pitfalls and possibilities in predictive regression
Phillips, Peter C. B.
- In:
Journal of financial econometrics : official journal of …
13
(
2015
)
3
,
pp. 521-555
Persistent link: https://www.econbiz.de/10011339279
Saved in:
10
Quarticity estimation on ohlc data
Balter, Janine
- In:
Journal of financial econometrics : official journal of …
13
(
2015
)
2
,
pp. 505-519
Persistent link: https://www.econbiz.de/10011339287
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