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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:"Marktmikrostruktur"
~subject:"Regressionsanalyse"
~subject:"Statistischer Test"
~type_genre:"Conference paper"
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Search: subject_exact:"Estimation theory"
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Volatility
Marktmikrostruktur
Regressionsanalyse
Statistischer Test
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
Capital income
9
Kapitaleinkommen
9
Nichtparametrisches Verfahren
9
Nonparametric statistics
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Risikomaß
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Risk measure
9
Theorie
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Theory
9
Correlation
7
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Korrelation
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Prognoseverfahren
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Regression analysis
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Stochastic process
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Stochastischer Prozess
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Börsenkurs
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Analysis of variance
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Noise Trading
5
Noise trading
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Statistical test
5
Varianzanalyse
5
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4
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4
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Article
29
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1
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Article in journal
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Aufsatz in Zeitschrift
30
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1
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English
30
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Corsi, Fulvio
2
Ahn, Seung Chan
1
Andreou, Alena
1
Audrino, Francesco
1
Balter, Janine
1
Bormann, Carsten
1
Bos, Charles S.
1
Caldeira, João F.
1
Carrasco, Marine
1
Chen, Yi-ting
1
Fan, Jianqing
1
Fan, Yingying
1
Francq, Christian
1
Frederiksen, Per
1
Gadarowski, Christopher
1
Ghysels, Eric
1
Giordani, Paolo
1
Hassler, Uwe
1
Herwartz, Helmut
1
Horváth, Lajos
1
Hsieh, Chih-sheng
1
Härdle, Wolfgang
1
Ikeda, Shin S.
1
Janus, Paweł
1
Kohn, Robert
1
Kokoszka, Piotr
1
Koopman, Siem Jan
1
Kotchoni, Rachidi
1
Lando, David
1
Li, Yingying
1
Lv, Jinchi
1
Mancino, Maria Elvira
1
Medhat, Mamdouh
1
Miao, Hong
1
Mira, Antonietta
1
Moon, Seongman
1
Moura, Guilherme Valle
1
Mun, Xiuyan
1
Mykland, Per A.
1
Nagakura, Daisuke
1
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
Journal of econometrics
487
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
163
Economics letters
152
Econometric theory
146
Econometric reviews
128
Journal of the American Statistical Association : JASA
101
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
39
European journal of operational research : EJOR
37
International journal of forecasting
37
Quantitative economics : QE ; journal of the Econometric Society
36
Applied economics letters
34
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
34
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
31
Journal of empirical finance
29
Journal of risk and financial management : JRFM
27
Journal of forecasting
26
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
Journal of banking & finance
22
Applied economics
21
Quantitative finance
19
Finance research letters
18
Journal of quantitative economics
18
Journal of time series econometrics
18
Journal of econometric methods
17
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
International journal of theoretical and applied finance
14
The North American journal of economics and finance : a journal of financial economics studies
14
International journal of economics and financial issues : IJEFI
13
Journal of financial economics
13
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ECONIS (ZBW)
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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
A Bayesian high-frequency estimator of the multivariate covariance of noisy and asynchronous returns
Peluso, Stefano
;
Corsi, Fulvio
;
Mira, Antonietta
- In:
Journal of financial econometrics : official journal of …
13
(
2015
)
3
,
pp. 665-697
Persistent link: https://www.econbiz.de/10011339256
Saved in:
10
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
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