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subject:"Volatility"
~isPartOf:"International economic review"
~isPartOf:"Journal of banking & finance"
~subject:"Germany"
~subject:"Theorie"
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Search: subject_exact:"Estimation theory"
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Volatility
Germany
Theorie
Estimation theory
149
Schätztheorie
149
Theory
73
Estimation
33
Schätzung
32
Time series analysis
19
Zeitreihenanalyse
19
Portfolio selection
18
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18
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84
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Hall, Alastair R.
3
Atkinson, Scott Estes
2
Cornwell, Christopher Mark
2
Dufour, Jean-Marie
2
Ghysels, Eric
2
Godfrey, L. G.
2
Li, Qi
2
Nijman, Theodore E.
2
Orme, Chris D.
2
Priestley, Richard
2
Rilstone, Paul
2
Rudebusch, Glenn D.
2
Ai, Chunrong
1
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1
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1
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1
Aradillas-Lopez, Andres
1
Ashley, Richard A.
1
Atoda, Naosumi
1
Balke, Nathan S.
1
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1
Beach, Charles M.
1
Bhargava, Alok
1
Brailsford, Timothy J.
1
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1
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1
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1
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1
Cantrell, R. S.
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
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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
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International economic review
Journal of banking & finance
Journal of econometrics
474
Economics letters
404
Econometric theory
299
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
244
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
235
Série des documents de travail / Centre de Recherche en Économie et Statistique
158
Econometric reviews
149
Journal of applied econometrics
138
Journal of quantitative economics : official journal of the Indian Econometric Society
138
The review of economics and statistics
123
Oxford bulletin of economics and statistics
104
Discussion paper / Tinbergen Institute
99
Working paper / National Bureau of Economic Research, Inc.
88
Discussion paper / Center for Economic Research, Tilburg University
86
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
83
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
83
Statistical papers
80
CORE discussion paper : DP
77
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
73
The review of economic studies
61
Annales d'économie et de statistique
57
Discussion paper series / IZA
57
Metrika : international journal for theoretical and applied statistics
57
Applied economics
56
Journal of forecasting
54
Technical working paper / National Bureau of Economic Research
54
Working paper series
52
American journal of agricultural economics
51
Europäische Hochschulschriften / 5
48
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
47
SFB 649 discussion paper
44
Discussion paper
42
Journal of the Royal Statistical Society
41
The econometrics journal
41
Cowles Foundation discussion paper
39
Publications de l'Institut de Statistique de l'Université de Paris : analyse factorielle des correspondances continues
39
Journal of economic dynamics & control
38
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
38
Working paper
38
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84
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1
Weighted least squares realized covariation estimation
Li, Yifan
;
Nolte, Ingmar
;
Vasios, Michalis
;
Voev, Valeri
; …
- In:
Journal of banking & finance
137
(
2022
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013460187
Saved in:
2
Estimation of (static or dynamic) games under equilibrium multiplicity
Otsu, Taisuke
;
Pesendorfer, Martin
;
Sasaki, Yuya
; …
- In:
International economic review
63
(
2022
)
3
,
pp. 1165-1188
Persistent link: https://www.econbiz.de/10013387613
Saved in:
3
A non-elliptical orthogonal GARCH model for portfolio selection under transaction costs
Paolella, Marc S.
;
Polak, Pawel
;
Walker, Patrick S.
- In:
Journal of banking & finance
125
(
2021
),
pp. 1-20
Persistent link: https://www.econbiz.de/10012819586
Saved in:
4
A practical guide to harnessing the HAR volatility model
Clements, Adam
;
Preve, Daniel P. A.
- In:
Journal of banking & finance
133
(
2021
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013256626
Saved in:
5
Affine multivariate GARCH models
Escobar, Marcos
;
Rastegari, Javad
;
Stentoft, Lars
- In:
Journal of banking & finance
118
(
2020
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012521059
Saved in:
6
Multivariate moments expansion density : application of the dynamic equicorrelation model
Ñíguez, Trino-Manuel
;
Perote, Javier
- In:
Journal of banking & finance
72
(
2016
),
pp. 216-232
Persistent link: https://www.econbiz.de/10011637138
Saved in:
7
Production function estimation with unobserved input price dispersion
Grieco, Paul L. E.
;
Li, Shengyu
;
Zhang, Hongsong
- In:
International economic review
57
(
2016
)
2
,
pp. 665-689
Persistent link: https://www.econbiz.de/10011596055
Saved in:
8
Estimating the price impact of trades in a high-frequency microstructure model with jumps
Jondeau, Eric
;
Lahaye, Jérôme
;
Rockinger, Michael
- In:
Journal of banking & finance
61
(
2015
)
2
,
pp. 205-224
Persistent link: https://www.econbiz.de/10011585573
Saved in:
9
The empirical similarity approach for volatility prediction
Golosnoy, Vasyl
;
Hamid, Alain
;
Okhrin, Yarema
- In:
Journal of banking & finance
40
(
2014
),
pp. 321-329
Persistent link: https://www.econbiz.de/10010402690
Saved in:
10
Foreign exchange risk and the predictability of carry trade returns
Cenedese, Gino
;
Sarno, Lucio
;
Tsiakas, Ilias
- In:
Journal of banking & finance
42
(
2014
),
pp. 302-313
Persistent link: https://www.econbiz.de/10010408374
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