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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:"Nonparametric statistics"
~subject:"Regressionsanalyse"
~subject:"Theorie"
~type_genre:"Conference paper"
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Search: subject_exact:"Estimation theory"
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Volatility
Nonparametric statistics
Regressionsanalyse
Theorie
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
Nichtparametrisches Verfahren
9
Risikomaß
9
Risk measure
9
Theory
9
Correlation
7
Forecasting model
7
Korrelation
7
Prognoseverfahren
7
Regression analysis
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
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Multivariate Analyse
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4
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Article
34
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Article in journal
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34
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English
34
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Härdle, Wolfgang
2
Ahn, Seung Chan
1
Andreou, Alena
1
Audrino, Francesco
1
Balter, Janine
1
Billio, Monica
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
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
Journal of econometrics
906
Economics letters
543
Econometric theory
436
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
375
Econometric reviews
265
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
258
Journal of applied econometrics
162
Journal of quantitative economics : official journal of the Indian Econometric Society
147
Journal of the American Statistical Association : JASA
145
The econometrics journal
129
The review of economics and statistics
126
Oxford bulletin of economics and statistics
110
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
101
Statistical papers
83
Applied economics
71
Journal of forecasting
70
The review of economic studies
69
International journal of forecasting
60
Annales d'économie et de statistique
59
Economic modelling
59
International economic review
59
Metrika : international journal for theoretical and applied statistics
57
American journal of agricultural economics
53
European journal of operational research : EJOR
51
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
49
Quantitative economics : QE ; journal of the Econometric Society
48
Econometrics : open access journal
45
Journal of productivity analysis
44
Journal of empirical finance
41
Journal of the Royal Statistical Society
41
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
41
Journal of economic dynamics & control
40
Publications de l'Institut de Statistique de l'Université de Paris : analyse factorielle des correspondances continues
39
Computational economics
36
International economic journal
36
Applied economics letters
35
Insurance / Mathematics & economics
35
The Indian economic journal
35
Journal of banking & finance
34
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ECONIS (ZBW)
34
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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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