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subject:"Volatility"
type_genre:"Article in journal"
~isPartOf:"Journal of financial economics"
~isPartOf:"Journal of time series econometrics"
~subject:"Statistical test"
~subject:"Statistischer Test"
~type_genre:"Bibliography included"
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Search: subject_exact:"Estimation theory"
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Volatility
Statistical test
Statistischer Test
Estimation theory
88
Schätztheorie
88
Time series analysis
40
Zeitreihenanalyse
40
Estimation
14
Schätzung
14
CAPM
13
Regression analysis
11
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11
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20
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Article in journal
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English
20
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Kurozumi, Eiji
2
Amir, Abdoulkarim Ilmi
1
Ang, Andrew
1
Baker, Andrew
1
Bakshi, Gurdip S.
1
Bardet, Jean-Marc
1
Born, Benjamin
1
Boubaker, Heni
1
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1
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1
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1
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1
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1
Demetrescu, Matei
1
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1
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1
Game, Aaron
1
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1
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1
Ju, Nengjiu
1
Kristensen, Dennis
1
Larcker, David F.
1
Laurini, Márcio Poletti
1
Manresa, Elena
1
Maïnassara, Yacouba Boubacar
1
Ou-Yang, Hui
1
Peñaranda, Francisco
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Politis, Dimitris N.
1
Rambaccussing, Dooruj
1
Sanhaji, Bilel
1
Santa-Clara, Pedro
1
Sentana, Enrique
1
Skrobotov, Anton
1
Tayanagi, Toshikazu
1
Wang, Charles C. Y.
1
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Journal of financial economics
Journal of time series econometrics
Journal of econometrics
256
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
85
Econometric reviews
76
Economics letters
66
Econometric theory
56
The econometrics journal
46
Economic modelling
31
Econometrics : open access journal
27
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
26
Journal of empirical finance
24
Journal of financial econometrics
23
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
21
International journal of forecasting
20
Journal of financial econometrics : official journal of the Society for Financial Econometrics
20
Quantitative economics : QE ; journal of the Econometric Society
20
Applied economics letters
18
Journal of banking & finance
17
Quantitative finance
17
Finance research letters
15
Journal of forecasting
14
Journal of the American Statistical Association : JASA
14
International journal of theoretical and applied finance
13
Computational economics
12
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
12
Applied economics
11
Journal of risk and financial management : JRFM
11
The North American journal of economics and finance : a journal of financial economics studies
11
Empirical economics : a quarterly journal of the Institute for Advanced Studies
10
Journal of applied econometrics
10
European journal of operational research : EJOR
9
Finance and stochastics
9
The European journal of finance
9
International journal of economics and financial issues : IJEFI
8
Oxford bulletin of economics and statistics
8
Cambridge working papers in economics
7
Decisions in economics and finance : DEF ; a journal of applied mathematics
7
Journal of mathematical finance
7
Journal of quantitative economics
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ECONIS (ZBW)
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1
Small sample adjustment for hypotheses testing on cointegrating vectors
Canepa, Alessandra
- In:
Journal of time series econometrics
14
(
2022
)
1
,
pp. 51-85
Persistent link: https://www.econbiz.de/10013260145
Saved in:
2
Empirical evaluation of overspecified asset pricing models
Manresa, Elena
;
Peñaranda, Francisco
;
Sentana, Enrique
- In:
Journal of financial economics
147
(
2023
)
2
,
pp. 338-351
Persistent link: https://www.econbiz.de/10013546675
Saved in:
3
In-fill asymptotic distribution of the change point estimator when estimating breaks one at a time
Tayanagi, Toshikazu
;
Kurozumi, Eiji
- In:
Journal of time series econometrics
15
(
2023
)
2
,
pp. 111-149
Persistent link: https://www.econbiz.de/10014465604
Saved in:
4
Goodness-of-fit tests for SPARMA models with dependent error terms
Maïnassara, Yacouba Boubacar
;
Amir, Abdoulkarim Ilmi
- In:
Journal of time series econometrics
14
(
2022
)
2
,
pp. 107-140
Persistent link: https://www.econbiz.de/10013260167
Saved in:
5
How much should we trust staggered difference-in-differences estimates?
Baker, Andrew
;
Larcker, David F.
;
Wang, Charles C. Y.
- In:
Journal of financial economics
144
(
2022
)
2
,
pp. 370-395
Persistent link: https://www.econbiz.de/10013413101
Saved in:
6
Treasury yield implied volatility and real activity
Cremers, Martijn
;
Fleckenstein, Matthias
;
Gandhi, Priyank
- In:
Journal of financial economics
140
(
2021
)
2
,
pp. 412-435
Persistent link: https://www.econbiz.de/10012650450
Saved in:
7
Time-varying NoVaS versus GARCH : point prediction, volatility estimation and prediction intervals
Chen, Jie
;
Politis, Dimitris N.
- In:
Journal of time series econometrics
12
(
2020
)
2
,
pp. 1-36
Persistent link: https://www.econbiz.de/10012300649
Saved in:
8
A generalized ARFIMA model with smooth transition fractional integration parameter
Boubaker, Heni
- In:
Journal of time series econometrics
10
(
2018
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10011817682
Saved in:
9
Testing for nonlinearity in conditional covariances
Sanhaji, Bilel
- In:
Journal of time series econometrics
9
(
2017
)
2
,
pp. 1-22
Persistent link: https://www.econbiz.de/10011701865
Saved in:
10
Semiparametric stationarity and fractional unit roots tests based on data-driven multidimensional increment ratio statistics
Bardet, Jean-Marc
;
Dola, Béchir
- In:
Journal of time series econometrics
8
(
2016
)
2
,
pp. 115-153
Persistent link: https://www.econbiz.de/10011582764
Saved in:
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