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subject:"Volatility"
type_genre:"Article in journal"
~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~subject:"Kointegration"
~subject:"Nichtparametrisches Verfahren"
~subject:"Regression analysis"
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Search: subject_exact:"Estimation theory"
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Volatility
Kointegration
Nichtparametrisches Verfahren
Regression analysis
Estimation theory
73
Schätztheorie
73
Time series analysis
20
Zeitreihenanalyse
20
Volatilität
16
Estimation
15
Schätzung
15
ARCH model
11
ARCH-Modell
11
Market microstructure
10
Marktmikrostruktur
10
Capital income
9
Kapitaleinkommen
9
Nonparametric statistics
9
Risikomaß
9
Risk measure
9
Theorie
9
Theory
9
Correlation
7
Forecasting model
7
Korrelation
7
Prognoseverfahren
7
Regressionsanalyse
7
Stochastic process
7
Stochastischer Prozess
7
Börsenkurs
6
Share price
6
Analysis of variance
5
Noise Trading
5
Noise trading
5
Statistical test
5
Statistischer Test
5
Varianzanalyse
5
CAPM
4
Multivariate Analyse
4
Multivariate analysis
4
Portfolio selection
4
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Article
31
Type of publication (narrower categories)
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Article in journal
Aufsatz in Zeitschrift
31
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English
31
Author
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Härdle, Wolfgang
2
Ahn, Seung Chan
1
Andreou, Alena
1
Balter, Janine
1
Birke, Melanie
1
Bos, Charles S.
1
Boudt, Kris
1
Caldeira, João F.
1
Carrasco, Marine
1
Croux, Christophe
1
Denuit, Michel
1
Di, Jianing
1
Fan, Jianqing
1
Fan, Yingying
1
Ferreira, Eva
1
Francq, Christian
1
Frederiksen, Per
1
Gadarowski, Christopher
1
Gangopadhyay, Ashis
1
Ghysels, Eric
1
Gil-Bazo, Javier
1
Giordani, Paolo
1
Haldrup, Niels
1
Hassler, Uwe
1
Herwartz, Helmut
1
Horváth, Lajos
1
Ikeda, Shin S.
1
Janus, Paweł
1
Kohn, Robert
1
Kokoszka, Piotr
1
Koopman, Siem Jan
1
Kotchoni, Rachidi
1
Lando, David
1
Laurent, Sébastien
1
Li, Yingying
1
Lv, Jinchi
1
Medhat, Mamdouh
1
Miao, Hong
1
Moon, Seongman
1
Moura, Guilherme Valle
1
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
Journal of econometrics
607
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
202
Econometric theory
196
Economics letters
193
Econometric reviews
163
Journal of the American Statistical Association : JASA
143
The econometrics journal
118
Econometrics : open access journal
61
Economic modelling
61
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
54
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
51
European journal of operational research : EJOR
51
Applied economics letters
48
Quantitative economics : QE ; journal of the Econometric Society
48
International journal of forecasting
47
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
46
Computational economics
37
Insurance / Mathematics & economics
35
Journal of applied econometrics
35
Journal of risk and financial management : JRFM
35
Applied economics
33
Journal of forecasting
29
Empirical economics : a quarterly journal of the Institute for Advanced Studies
28
Journal of empirical finance
27
Journal of banking & finance
24
Journal of econometric methods
23
Energy economics
22
Journal of financial econometrics
21
Finance research letters
20
International journal of economics and financial issues : IJEFI
20
Quantitative finance
20
Journal of quantitative economics
19
Journal of time series econometrics
19
Oxford bulletin of economics and statistics
19
Risks : open access journal
18
The empirical economics letters : a monthly international journal of economics
17
Journal of productivity analysis
15
The North American journal of economics and finance : a journal of financial economics studies
15
Cambridge working papers in economics
14
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ECONIS (ZBW)
31
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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
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:
4
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:
5
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:
6
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:
7
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:
8
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:
9
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
Saved in:
10
Rounding errors and volatility estimation
Li, Yingying
;
Mykland, Per A.
- In:
Journal of financial econometrics : official journal of …
13
(
2015
)
2
,
pp. 478-504
Persistent link: https://www.econbiz.de/10011339292
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