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subject:"Volatility"
type_genre:"Article in journal"
~person:"Otsu, Taisuke"
~person:"Racine, Jeffrey"
~person:"Todorov, Viktor"
~subject:"Nichtparametrisches Verfahren"
~type_genre:"Working Paper"
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Search: subject_exact:"Estimation theory"
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Volatility
Nichtparametrisches Verfahren
Estimation theory
105
Schätztheorie
105
Nonparametric statistics
51
Regression analysis
30
Regressionsanalyse
30
Estimation
22
Schätzung
22
Volatilität
17
Time series analysis
14
Zeitreihenanalyse
14
Induktive Statistik
13
Statistical inference
13
Stochastic process
10
Stochastischer Prozess
10
Theorie
10
Theory
10
Börsenkurs
8
Method of moments
8
Momentenmethode
8
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8
Bias
7
Bootstrap approach
7
Bootstrap-Verfahren
7
Statistical distribution
7
Statistische Verteilung
7
Systematischer Fehler
7
Capital income
6
Core
6
Kapitaleinkommen
6
Modellierung
6
Scientific modelling
6
High-frequency data
5
Option pricing theory
5
Optionspreistheorie
5
Stochastic volatility
5
Causality analysis
4
Exchange rate
4
IV-Schätzung
4
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21
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Article
39
Book / Working Paper
23
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Article in journal
Working Paper
Aufsatz in Zeitschrift
39
Graue Literatur
35
Non-commercial literature
35
Arbeitspapier
23
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English
62
Author
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Otsu, Taisuke
Racine, Jeffrey
Todorov, Viktor
Linton, Oliver
76
Gao, Jiti
56
Härdle, Wolfgang
46
Chen, Xiaohong
45
Cai, Zongwu
35
Li, Qi
33
Hoderlein, Stefan
32
Horowitz, Joel
32
Newey, Whitney K.
32
Florens, Jean-Pierre
31
Simar, Léopold
31
Lewbel, Arthur
26
Su, Liangjun
26
Phillips, Peter C. B.
24
Van Keilegom, Ingrid
24
Mammen, Enno
23
Dette, Holger
22
Li, Degui
22
Escanciano, Juan Carlos
21
Breunig, Christoph
20
Lee, Sokbae
20
Parmeter, Christopher F.
20
Hu, Yingyao
19
White, Halbert
19
Kristensen, Dennis
18
Kumbhakar, Subal
18
Chen, Songnian
17
Chernozhukov, Victor
17
Fang, Ying
17
Ichimura, Hidehiko
17
Kumar, Dilip
17
Rothe, Christoph
17
Feng, Yuanhua
16
Henderson, Daniel J.
16
Koopman, Siem Jan
16
Robinson, Peter M.
16
Scaillet, Olivier
16
Sun, Yiguo
16
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Journal of econometrics
12
Department of Economics working paper series / McMaster University, Department of Economics
10
Econometric reviews
8
Econometric theory
6
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
6
Econometrics papers
4
ERID working paper
3
Cowles Foundation discussion paper
2
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
2
Annals of economics and statistics
1
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1
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1
Global business & economics review
1
Journal of agricultural and resource economics : JARE ; the journal of the Western Agricultural Economics Association
1
Journal of applied econometrics
1
Journal of quantitative economics : official journal of the Indian Econometric Society
1
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ECONIS (ZBW)
62
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1
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10
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62
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1
Estimating density ratio of marginals to joint : applications to causal inference
Matsushita, Yukitoshi
;
Otsu, Taisuke
;
Takahata, Keisuke
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
2
,
pp. 467-481
Persistent link: https://www.econbiz.de/10014448247
Saved in:
2
Regression discontinuity design with potentially many covariates
Arai, Yoichi
;
Otsu, Taisuke
;
Seo, Myung Hwan
-
2021
Persistent link: https://www.econbiz.de/10014311627
Saved in:
3
Volatility measurement with pockets of extreme return persistence
Andersen, Torben
;
Li, Yingying
;
Todorov, Viktor
;
Zhou, Bo
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014471793
Saved in:
4
Bias reduction in spot volatility estimation from options
Todorov, Viktor
;
Zhang, Yang
- In:
Journal of econometrics
234
(
2023
)
1
,
pp. 53-81
Persistent link: https://www.econbiz.de/10014364661
Saved in:
5
Optimal model averaging of mixed-data kernel-weighted spline regressions
Racine, Jeffrey
;
Li, Qi
;
Yu, Dalei
;
Zheng, Li
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
4
,
pp. 1251-1261
Persistent link: https://www.econbiz.de/10014448627
Saved in:
6
Bandwidth selection for nonparametric regression with errors-in-variables
Dong, Hao
;
Otsu, Taisuke
;
Taylor, Luke
- In:
Econometric reviews
42
(
2023
)
4
,
pp. 393-419
Persistent link: https://www.econbiz.de/10014305525
Saved in:
7
Nonparametric jump variation measures from options
Todorov, Viktor
- In:
Journal of econometrics
230
(
2022
)
2
,
pp. 255-280
Persistent link: https://www.econbiz.de/10013463804
Saved in:
8
Nonparametric estimation of additive models with errors-in-variables
Dong, Hao
;
Otsu, Taisuke
;
Taylor, Luke
- In:
Econometric reviews
41
(
2022
)
10
,
pp. 1164-1204
Persistent link: https://www.econbiz.de/10013490701
Saved in:
9
Variation and efficiency of high-frequency betas
Zhang, Congshan
;
Li, Jia
;
Todorov, Viktor
;
Tauchen, …
- In:
Journal of econometrics
228
(
2022
)
1
,
pp. 156-175
Persistent link: https://www.econbiz.de/10013441735
Saved in:
10
Nonparametric estimation and inference for panel data models
Parmeter, Christopher F.
;
Racine, Jeffrey
-
2018
Persistent link: https://www.econbiz.de/10011817828
Saved in:
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