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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:"Nichtparametrisches Verfahren"
~subject:"Regression analysis"
~subject:"United States"
~type_genre:"Conference proceedings"
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Search: subject_exact:"Estimation theory"
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Volatility
Nichtparametrisches Verfahren
Regression analysis
United States
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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5
Type of publication
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Article
32
Type of publication (narrower categories)
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Article in journal
Conference proceedings
Aufsatz in Zeitschrift
32
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English
32
Author
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Audrino, Francesco
2
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
Corsi, Fulvio
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
Hassler, Uwe
1
Herwartz, Helmut
1
Horváth, Lajos
1
Hurn, Stan
1
Ikeda, Shin S.
1
Janus, Paweł
1
Jeisman, J. I.
1
Kohn, Robert
1
Kokoszka, Piotr
1
Koopman, Siem Jan
1
Kotchoni, Rachidi
1
Lando, David
1
Laurent, Sébastien
1
Li, Yingying
1
Lindsay, Kenneth A.
1
Lv, Jinchi
1
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
Journal of econometrics
596
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
278
Economics letters
194
Econometric theory
179
Econometric reviews
149
Journal of the American Statistical Association : JASA
144
The econometrics journal
112
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
64
Journal of applied econometrics
55
European journal of operational research : EJOR
52
The review of economics and statistics
52
International journal of forecasting
50
Economic modelling
48
Quantitative economics : QE ; journal of the Econometric Society
48
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
47
Econometrics : open access journal
45
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
44
Applied economics letters
36
Computational economics
35
Insurance / Mathematics & economics
35
Applied economics
34
Journal of forecasting
33
Journal of risk and financial management : JRFM
33
Journal of empirical finance
29
Journal of banking & finance
27
Energy economics
23
Journal of econometric methods
23
American journal of agricultural economics
22
Empirical economics : a quarterly journal of the Institute for Advanced Studies
22
Finance research letters
22
Journal of productivity analysis
21
Journal of financial econometrics
19
Oxford bulletin of economics and statistics
19
Risks : open access journal
19
The journal of futures markets
19
The review of economic studies
19
Quantitative finance
18
The journal of finance : the journal of the American Finance Association
18
Journal of financial and quantitative analysis : JFQA
17
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ECONIS (ZBW)
32
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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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