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~isPartOf:"Discussion paper / Centre for Economic Policy Research"
~isPartOf:"Journal of econometrics"
~language:"eng"
~language:"nor"
~subject:"Volatilität"
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Search: subject:"Schätzung"
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Volatilität
Estimation
1,875
Schätzung
1,875
Theorie
630
Theory
630
USA
455
United States
454
Estimation theory
433
Schätztheorie
433
Welt
216
World
216
Impact assessment
203
Wirkungsanalyse
203
Time series analysis
176
Zeitreihenanalyse
176
Volatility
169
Nichtparametrisches Verfahren
165
Nonparametric statistics
165
Maximum likelihood estimation
148
Maximum-Likelihood-Schätzung
148
Regression analysis
147
Regressionsanalyse
147
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141
Panel study
141
Prognoseverfahren
133
Forecasting model
132
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117
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110
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110
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110
Bias
108
Germany
108
Systematischer Fehler
108
Instrumental variables
101
Business cycle
98
Konjunktur
98
IV-Schätzung
97
Schock
96
Shock
96
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117
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Article
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49
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Todorov, Viktor
14
Bollerslev, Tim
9
Tauchen, George Eugene
7
Andersen, Torben
5
Kim, Donggyu
5
Li, Jia
5
Aït-Sahalia, Yacine
4
Francq, Christian
4
Lettau, Martin
4
McAleer, Michael
4
Zakoïan, Jean-Michel
4
Andreou, Elena
3
Asai, Manabu
3
Bianchi, Francesco
3
Ghysels, Eric
3
Ludvigson, Sydney C.
3
Patton, Andrew J.
3
Wang, Yazhen
3
Xiu, Dacheng
3
Zhou, Hao
3
Artis, Michael J.
2
Barigozzi, Matteo
2
Bayoumi, Tamim A.
2
Besley, Timothy
2
Bibinger, Markus
2
Christensen, Kim
2
Creal, Drew
2
Dijk, Dick van
2
Eichengreen, Barry
2
Ergemen, Yunus Emre
2
Fan, Jianqing
2
Fernández-Villaverde, Jesús
2
Gallo, Giampiero M.
2
Grynkiv, Iaryna
2
Guerrón-Quintana, Pablo A.
2
Hallin, Marc
2
Harvey, Andrew C.
2
Kong, Xin-Bing
2
Li, Yingying
2
Liesenfeld, Roman
2
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Discussion paper / Centre for Economic Policy Research
Journal of econometrics
Energy economics
146
Finance research letters
133
Applied economics
125
Economic modelling
118
International review of economics & finance : IREF
116
International review of financial analysis
107
The North American journal of economics and finance : a journal of financial economics studies
100
Journal of empirical finance
87
Journal of banking & finance
86
Working paper / National Bureau of Economic Research, Inc.
82
Applied economics letters
78
NBER working paper series
77
Applied financial economics
76
Working paper
75
Journal of international money and finance
72
NBER Working Paper
71
Research in international business and finance
69
Journal of international financial markets, institutions & money
68
Discussion paper / Tinbergen Institute
67
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
66
The journal of futures markets
63
Economics letters
61
Journal of risk and financial management : JRFM
55
CESifo working papers
54
International journal of forecasting
49
International journal of finance & economics : IJFE
48
The European journal of finance
48
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
45
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
45
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
40
International Journal of Energy Economics and Policy : IJEEP
38
Journal of financial economics
38
Quantitative finance
36
Journal of financial econometrics : official journal of the Society for Financial Econometrics
34
Pacific-Basin finance journal
34
Cogent economics & finance
32
Econometric reviews
32
International journal of economics and finance
32
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ECONIS (ZBW)
169
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1
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169
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1
Bias reduction in spot volatility estimation from options
Todorov, Viktor
;
Zhang, Yang
- In:
Journal of econometrics
234
(
2023
)
1
,
pp. 53-81
Persistent link: https://www.econbiz.de/10014364661
Saved in:
2
Volatility analysis with realized GARCH-Itô models
Song, Xinyu
;
Kim, Donggyu
;
Yuan, Huiling
;
Cui, Xiangyu
; …
- In:
Journal of econometrics
222
(
2021
)
1,2
,
pp. 393-410
Persistent link: https://www.econbiz.de/10012619433
Saved in:
3
Realized matrix-exponential stochastic volatility with asymmetry, long memory and higher-moment spillovers
Asai, Manabu
;
Chang, Chia-Lin
;
McAleer, Michael
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 285-304
Persistent link: https://www.econbiz.de/10013441658
Saved in:
4
Consistent inference for predictive regressions in persistent economic systems
Andersen, Torben
;
Varneskov, Rasmus Tangsgaard
- In:
Journal of econometrics
224
(
2021
)
1
,
pp. 215-244
Persistent link: https://www.econbiz.de/10013275373
Saved in:
5
Time-varying unobserved heterogeneity in earnings shocks
Botosaru, Irene
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1378-1393
Persistent link: https://www.econbiz.de/10014471381
Saved in:
6
Intraday cross-sectional distributions of systematic risk
Andersen, Torben
;
Riva, Raul
;
Thyrsgaard, Martin
; …
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1394-1418
Persistent link: https://www.econbiz.de/10014471397
Saved in:
7
Parametric estimation of long memory in factor models
Ergemen, Yunus Emre
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1483-1499
Persistent link: https://www.econbiz.de/10014471404
Saved in:
8
Score-driven models for realized volatility
Harvey, Andrew C.
;
Palumbo, Dario
- In:
Journal of econometrics
237
(
2023
)
2,2
,
pp. 1-14
Persistent link: https://www.econbiz.de/10014471522
Saved in:
9
Volatility measurement with pockets of extreme return persistence
Andersen, Torben
;
Li, Yingying
;
Todorov, Viktor
;
Zhou, Bo
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014471793
Saved in:
10
High-dimensional conditionally Gaussian state space models with missing data
Chan, Joshua
;
Poon, Aubrey
;
Zhu, Dan
- In:
Journal of econometrics
236
(
2023
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014332310
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