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type_genre:"Collection of articles of several authors"
~isPartOf:"Econometric theory"
~isPartOf:"Journal of applied econometrics"
~subject:"Theorie"
~subject:"Volatilität"
~type_genre:"Article in journal"
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Search: subject_exact:"Estimation theory"
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Theorie
Volatilität
Estimation theory
943
Schätztheorie
943
Theory
421
Time series analysis
188
Zeitreihenanalyse
188
Nichtparametrisches Verfahren
120
Nonparametric statistics
120
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107
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Linton, Oliver
8
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Satchell, Stephen
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Sperlich, Stefan
3
Tanaka, Katsuto
3
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3
Zakoïan, Jean-Michel
3
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Econometric theory
Journal of applied econometrics
Journal of econometrics
471
Economics letters
400
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
243
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
230
Econometric reviews
149
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
101
Statistical papers
79
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
66
The review of economic studies
61
International economic review
59
Annales d'économie et de statistique
57
Metrika : international journal for theoretical and applied statistics
57
Applied economics
54
Journal of forecasting
54
American journal of agricultural economics
51
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
47
Journal of the Royal Statistical Society
41
The econometrics journal
41
Publications de l'Institut de Statistique de l'Université de Paris : analyse factorielle des correspondances continues
39
Journal of economic dynamics & control
38
International economic journal
35
Journal of empirical finance
35
The Indian economic journal
35
International journal of forecasting
34
Journal of productivity analysis
32
Economic modelling
30
Journal of banking & finance
25
The journal of finance : the journal of the American Finance Association
25
Advances in econometrics
24
Jahrbücher für Nationalökonomie und Statistik
24
The Indian journal of economics
24
Journal of financial econometrics : official journal of the Society for Financial Econometrics
23
Journal of international money and finance
23
The journal of futures markets
23
Economie & prévision : EP
22
Journal of regional science
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ECONIS (ZBW)
435
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435
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1
Estimation of volatility functions in jump diffusions using truncated bipower increments
Kim, Jihyun
;
Park, Joon Y.
;
Wang, Bin
- In:
Econometric theory
37
(
2021
)
5
,
pp. 926-958
Persistent link: https://www.econbiz.de/10012656389
Saved in:
2
Efficient estimation of integrated volatility functionals under general volatility dynamics
Li, Jia
;
Liu, Yunxiao
- In:
Econometric theory
37
(
2021
)
4
,
pp. 664-707
Persistent link: https://www.econbiz.de/10012618196
Saved in:
3
QML inference for volatility models with covariates
Francq, Christian
;
Le Quyen Thieu
- In:
Econometric theory
35
(
2019
)
1
,
pp. 37-72
Persistent link: https://www.econbiz.de/10012146117
Saved in:
4
Estimating volatility functionals with multiple transactions
Jing, Bingyi
;
Liu, Zhi
;
Kong, Xinbing
- In:
Econometric theory
33
(
2017
)
2
,
pp. 331-365
Persistent link: https://www.econbiz.de/10011665349
Saved in:
5
Efficient estimation of integrated volatility and related processes
Renault, Eric
;
Sarisoy, Cisil
;
Werker, Bas J. M.
- In:
Econometric theory
33
(
2017
)
2
,
pp. 439-478
Persistent link: https://www.econbiz.de/10011665439
Saved in:
6
Estimation of stochastic volatility models by nonparametric filtering
Kanaya, Shin
;
Kristensen, Dennis
- In:
Econometric theory
32
(
2016
)
4
,
pp. 861-916
Persistent link: https://www.econbiz.de/10011644214
Saved in:
7
Estimating the volatility occupation time via regularized Laplace inversion
Li, Jia
;
Todorov, Viktor
;
Tauchen, George Eugene
- In:
Econometric theory
32
(
2016
)
5
,
pp. 1253-1288
Persistent link: https://www.econbiz.de/10011661745
Saved in:
8
Exponent of cross-sectional dependence : estimation and inference
Bailey, Natalia
;
Kapetanios, George
;
Pesaran, M. Hashem
- In:
Journal of applied econometrics
31
(
2016
)
6
,
pp. 929-960
Persistent link: https://www.econbiz.de/10011686163
Saved in:
9
Differencies transformations and inference in predictive regression models
Camponovo, Lorenzo
- In:
Econometric theory
31
(
2015
)
6
,
pp. 1331-1358
Persistent link: https://www.econbiz.de/10011545547
Saved in:
10
Let's get lade : robust estimation of semiparametric multiplicative volatility models
Koo, Bonsoo
;
Linton, Oliver
- In:
Econometric theory
31
(
2015
)
4
,
pp. 671-702
Persistent link: https://www.econbiz.de/10011341932
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