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subject:"Volatility"
~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~subject:"Regressionsanalyse"
~subject:"Statistischer Test"
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Search: subject_exact:"Estimation theory"
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Volatility
Regressionsanalyse
Statistischer Test
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
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Capital income
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Kapitaleinkommen
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Nichtparametrisches Verfahren
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Nonparametric statistics
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Theory
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Correlation
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Regression analysis
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Stochastischer Prozess
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Börsenkurs
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Share price
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Analysis of variance
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Noise Trading
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Noise trading
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Statistical test
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Varianzanalyse
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Ahn, Seung Chan
1
Andreou, Alena
1
Balter, Janine
1
Bormann, Carsten
1
Bos, Charles S.
1
Caldeira, João F.
1
Carrasco, Marine
1
Chen, Yi-ting
1
Fan, Jianqing
1
Fan, Yingying
1
Francq, Christian
1
Frederiksen, Per
1
Gadarowski, Christopher
1
Ghysels, Eric
1
Giordani, Paolo
1
Hassler, Uwe
1
Herwartz, Helmut
1
Horváth, Lajos
1
Hsieh, Chih-sheng
1
Härdle, Wolfgang
1
Ikeda, Shin S.
1
Janus, Paweł
1
Kohn, Robert
1
Kokoszka, Piotr
1
Koopman, Siem Jan
1
Kotchoni, Rachidi
1
Lando, David
1
Li, Yingying
1
Lv, Jinchi
1
Medhat, Mamdouh
1
Miao, Hong
1
Moon, Seongman
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Moura, Guilherme Valle
1
Mun, Xiuyan
1
Mykland, Per A.
1
Nagakura, Daisuke
1
Nielsen, Mads Stenbo
1
Nielsen, Morten Ørregaard
1
Nielsen, Søren Feodor
1
Nogales, Francisco J.
1
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
Journal of econometrics
486
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
163
Economics letters
153
Econometric theory
145
Econometric reviews
130
CEMMAP working papers / Centre for Microdata Methods and Practice
125
Journal of the American Statistical Association : JASA
101
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
97
The econometrics journal
96
Discussion paper / Tinbergen Institute
68
Cowles Foundation discussion paper
67
Discussion papers of interdisciplinary research project 373
53
Econometrics : open access journal
50
Discussion paper series / IZA
49
Economic modelling
49
Cowles Foundation Discussion Paper
43
NBER Working Paper
43
Discussion paper / Sonderforschungsbereich 386 der Ludwig-Maximilians-Universität München
41
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
40
Working paper / Department of Econometrics and Business Statistics, Monash University
40
European journal of operational research : EJOR
38
International journal of forecasting
38
Quantitative economics : QE ; journal of the Econometric Society
36
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
35
NBER working paper series
35
CREATES research paper
34
Discussion paper / Center for Economic Research, Tilburg University
34
Applied economics letters
33
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
33
Working paper
33
SFB 649 discussion paper
32
Discussion paper
31
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
31
Computational economics
30
IZA Discussion Paper
30
KBI
30
Journal of empirical finance
29
Journal of forecasting
27
Journal of risk and financial management : JRFM
27
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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
Beyond dimension two : a test for higher-order tail risk
Bormann, Carsten
;
Schaumburg, Julia
;
Schienle, Melanie
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
3
,
pp. 552-580
Persistent link: https://www.econbiz.de/10011623690
Saved in:
4
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:
5
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:
6
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:
7
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:
8
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:
9
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:
10
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
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