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type_genre:"Collection of articles of several authors"
~isPartOf:"Insurance / Mathematics & economics"
~isPartOf:"Journal of empirical finance"
~subject:"ARCH model"
~subject:"Capital income"
~subject:"Stichprobenerhebung"
~type_genre:"Article in journal"
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Search: subject_exact:"Estimation theory"
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ARCH model
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Estimation theory
191
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Statistical distribution
51
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Estimation
39
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Guillou, Armelle
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Insurance / Mathematics & economics
Journal of empirical finance
Journal of econometrics
133
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
62
Economics letters
55
Econometric theory
39
Statistics in transition : an international journal of the Polish Statistical Association
33
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Applied economics letters
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International journal of economics and financial issues : IJEFI
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Journal of banking & finance
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The European journal of finance
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
11
Journal of mathematical finance
11
Journal of time series econometrics
11
The review of economics and statistics
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Journal of applied econometrics
10
The North American journal of economics and finance : a journal of financial economics studies
10
The review of financial studies
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European journal of operational research : EJOR
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Statistical papers
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Journal of financial and quantitative analysis : JFQA
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Journal of financial economics
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CBN journal of applied statistics
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1
An adaptive long memory conditional correlation model
Dark, Jonathan
- In:
Journal of empirical finance
75
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014491877
Saved in:
2
Using, taming or avoiding the factor zoo? : a double-shrinkage estimator for covariance matrices
De Nard, Gianluca
;
Zhao, Zhao
- In:
Journal of empirical finance
72
(
2023
),
pp. 23-35
Persistent link: https://www.econbiz.de/10014476795
Saved in:
3
Estimating and testing skewness in a stochastic volatility model
Lee, Cheol Woo
;
Kang, Kyu Ho
- In:
Journal of empirical finance
72
(
2023
),
pp. 445-467
Persistent link: https://www.econbiz.de/10014476881
Saved in:
4
Estimation with mixed data frequencies : a bias-correction approach
Ghosh, Anisha
;
Linton, Oliver
- In:
Journal of empirical finance
74
(
2023
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014477062
Saved in:
5
Statistical inference for extreme extremile in heavy-tailed heteroscedastic regression model
Chen, Yu
;
Ma, Mengyuan
;
Sun, Hongfang
- In:
Insurance / Mathematics & economics
111
(
2023
),
pp. 142-162
Persistent link: https://www.econbiz.de/10014317142
Saved in:
6
Nonparametric density estimation and risk quantification from tabulated sample moments
Lambert, Philippe
- In:
Insurance / Mathematics & economics
108
(
2023
),
pp. 177-189
Persistent link: https://www.econbiz.de/10013534519
Saved in:
7
Sample recycling method : a new approach to efficient nested Monte Carlo simulations
Fang, Runhuan
;
Li, Peng
- In:
Insurance / Mathematics & economics
105
(
2022
),
pp. 336-359
Persistent link: https://www.econbiz.de/10013349067
Saved in:
8
Extreme value estimation of the conditional risk premium in reinsurance
Goegebeur, Yuri
;
Guillou, Armelle
;
Qin, Jing
- In:
Insurance / Mathematics & economics
96
(
2021
),
pp. 68-80
Persistent link: https://www.econbiz.de/10012482751
Saved in:
9
Modeling the cross-section of stock returns using sensible models in a model pool
Chiang, I-Hsuan Ethan
;
Liao, Yin
;
Zhou, Qing
- In:
Journal of empirical finance
60
(
2021
),
pp. 56-73
Persistent link: https://www.econbiz.de/10012692977
Saved in:
10
Predictive regression with p-lags and order-q autoregressive predictors
Jayetileke, Harshanie L.
;
Wang, You-Gan
;
Zhu, Min
- In:
Journal of empirical finance
62
(
2021
),
pp. 282-293
Persistent link: https://www.econbiz.de/10012693434
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