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type_genre:"Collection of articles of several authors"
~isPartOf:"Econometric theory"
~isPartOf:"Journal of forecasting"
~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
848
Schätztheorie
848
Theory
330
Time series analysis
212
Zeitreihenanalyse
212
Regression analysis
109
Regressionsanalyse
109
Nichtparametrisches Verfahren
106
Nonparametric statistics
106
Forecasting model
84
Prognoseverfahren
84
ARCH model
46
ARCH-Modell
46
Statistical test
46
Statistischer Test
46
Estimation
45
Schätzung
45
Autocorrelation
34
Autokorrelation
34
Statistical distribution
29
Statistische Verteilung
29
Cointegration
27
Kointegration
27
Method of moments
25
Momentenmethode
25
Induktive Statistik
24
Statistical inference
24
Volatility
24
Panel
23
Panel study
23
Statistical theory
23
Statistische Methodenlehre
23
Einheitswurzeltest
22
Unit root test
22
Correlation
17
Korrelation
17
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17
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Article
353
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Collection of articles of several authors
Article in journal
Aufsatz in Zeitschrift
353
Sammelwerk
3
Conference proceedings
2
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2
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English
353
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Linton, Oliver
8
Lee, Lung-fei
7
Saikkonen, Pentti
7
Phillips, Peter C. B.
6
Chambers, Marcus J.
5
Jong, Robert M. de
5
Park, Joon Y.
5
White, Halbert
5
Wooldridge, Jeffrey M.
5
Andrews, Donald W. K.
4
Chen, Xiaohong
4
Davidson, James E. H.
4
Fan, Yanqin
4
Knight, John L.
4
Leybourne, Stephen James
4
Newey, Whitney K.
4
Pötscher, Benedikt M.
4
Satchell, Stephen
4
Zinde-Walsh, Victoria
4
Chen, Songnian
3
Donald, Stephen G.
3
Ghysels, Eric
3
Kuan, Chung-ming
3
Li, Qi
3
Lieberman, Offer
3
Lütkepohl, Helmut
3
Nabeya, Seiji
3
Perron, Pierre
3
Ravishanker, Nalini
3
Shin, Dong-wan
3
Tanaka, Katsuto
3
Zheng, John Xu
3
Abadir, Karim Maher
2
Arcones, Miguel A.
2
Bai, Jushan
2
Baltagi, Badi H.
2
Banerjee, Anurag Narayan
2
Broze, Laurence
2
Caner, Mehmet
2
Chan, Ngai Hang
2
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Econometric theory
Journal of forecasting
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
Journal of applied econometrics
136
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
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
22
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ECONIS (ZBW)
353
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353
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1
Dynamic forecasting for nonstationary high-frequency financial data with jumps based on series decomposition and reconstruction
Song, Yuping
;
Li, Zhenwei
;
Ma, Zhiren
;
Sun, Xiaoyu
- In:
Journal of forecasting
42
(
2023
)
5
,
pp. 1055-1068
Persistent link: https://www.econbiz.de/10014338810
Saved in:
2
Forecasting stock return volatility : realized volatility-type or duration-based estimators
Fei, Tianlun
;
Liu, Xiaoquan
;
Wen, Conghua
- In:
Journal of forecasting
42
(
2023
)
7
,
pp. 1594-1621
Persistent link: https://www.econbiz.de/10014432725
Saved in:
3
Forecasting Bitcoin volatility : a new insight from the threshold regression model
Zhang, Yaojie
;
He, Mengxi
;
Wen, Danyan
;
Wang, Yudong
- In:
Journal of forecasting
41
(
2022
)
3
,
pp. 633-652
Persistent link: https://www.econbiz.de/10013166172
Saved in:
4
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:
5
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:
6
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:
7
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:
8
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:
9
Modeling and forecasting aggregate stock market volatility in unstable environments using mixture innovation regressions
Nonejad, Nima
- In:
Journal of forecasting
36
(
2017
)
6
,
pp. 718-740
Persistent link: https://www.econbiz.de/10011861413
Saved in:
10
Predicting stock return volatility : can we benefit from regression models for return intervals?
Fischer, Henning
;
Blanco-Fernández, Ángela
;
Winker, Peter
- In:
Journal of forecasting
35
(
2016
)
2
,
pp. 113-146
Persistent link: https://www.econbiz.de/10011580244
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