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~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of international money and finance"
~language:"eng"
~language:"nor"
~subject:"Volatilität"
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Search: subject:"Schätzung"
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Volatilität
Estimation
920
Schätzung
920
Estimation theory
423
Schätztheorie
423
Theorie
403
Theory
403
Volatility
192
Time series analysis
180
Zeitreihenanalyse
180
Nichtparametrisches Verfahren
161
Nonparametric statistics
161
Panel
153
Panel study
153
Regression analysis
139
Regressionsanalyse
139
Maximum likelihood estimation
137
Maximum-Likelihood-Schätzung
137
USA
135
United States
135
Welt
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World
135
Capital income
112
Forecasting model
112
Kapitaleinkommen
112
Prognoseverfahren
112
Exchange rate
109
Wechselkurs
109
Instrumental variables
92
Börsenkurs
91
Share price
91
IV-Schätzung
88
Statistical test
73
Statistischer Test
73
Geldpolitik
69
Monetary policy
69
Bias
67
Systematischer Fehler
67
Kaufkraftparität
66
Purchasing power parity
66
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Undetermined
118
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Article
192
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192
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192
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English
Norwegian
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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
McAleer, Michael
4
Zakoïan, Jean-Michel
4
Asai, Manabu
3
Caporale, Guglielmo Maria
3
Patton, Andrew J.
3
Wang, Yazhen
3
Xiu, Dacheng
3
Zhou, Hao
3
Ali, Faek Menla
2
Andreou, Elena
2
Barigozzi, Matteo
2
Bekaert, Geert
2
Bibinger, Markus
2
Christensen, Kim
2
Creal, Drew
2
Dijk, Dick van
2
Ergemen, Yunus Emre
2
Fan, Jianqing
2
Gallo, Giampiero M.
2
Ghysels, Eric
2
Grynkiv, Iaryna
2
Hallin, Marc
2
Harvey, Andrew C.
2
Hollstein, Fabian
2
Kong, Xin-Bing
2
Li, Yingying
2
Liesenfeld, Roman
2
Mykland, Per A.
2
Paolella, Marc S.
2
Park, Joon Y.
2
Polak, Pawel
2
Quaedvlieg, Rogier
2
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Journal of econometrics
Journal of international money and finance
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
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
Discussion paper / Centre for Economic Policy Research
49
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)
192
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1
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10
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192
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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
Evolution of the exchange rate pass-through into prices in Peru : an empirical application using TVP-VAR-SV models
Rodriguez, Gabriel
;
Castillo B., Paul
;
Calero, Roberto
; …
- In:
Journal of international money and finance
142
(
2024
),
pp. 1-25
Persistent link: https://www.econbiz.de/10014549830
Saved in:
5
The volatility of capital flows in emerging markets : measures and determinants
Pagliari, Maria Sole
;
Ahmed Hannan, Swarnali
- In:
Journal of international money and finance
145
(
2024
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014551409
Saved in:
6
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:
7
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:
8
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:
9
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:
10
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
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