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~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~isPartOf:"The American journal of economics and sociology"
~language:"eng"
~person:"Chan, Kam C."
~person:"Härdle, Wolfgang"
~person:"Moosa, Imad A."
~person:"Phillips, Peter C. B."
~person:"Shogren, Jason F."
~subject:"Nonparametric statistics"
~subject:"Time series analysis"
~type:"article"
~type_genre:"Article in journal"
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Nonparametric statistics
Time series analysis
Nichtparametrisches Verfahren
5
Theorie
4
Theory
4
Volatility
4
Volatilität
4
Estimation theory
3
Schätztheorie
3
Zeitreihenanalyse
3
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2
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1934-1997
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1998-2001
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Chan, Kam C.
Härdle, Wolfgang
Moosa, Imad A.
Phillips, Peter C. B.
Shogren, Jason F.
Almeida, Caio
4
Ardison, Kym
4
Garcia, René
4
Vicente, Jose
4
Corsi, Fulvio
3
Chen, Song Xi
2
Engle, Robert F.
2
Saikkonen, Pentti
2
Scaillet, Olivier
2
Trojani, Fabio
2
Arapis, Manuel
1
Audrino, Francesco
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Bali, Turan G.
1
Balter, Janine
1
Barunik, Jozef
1
Baruník, Jozef
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Birke, Melanie
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Bollerslev, Tim
1
Boudt, Kris
1
Britt, Chester L.
1
Busetti, Fabio
1
Calvori, Francesco
1
Camponovo, Lorenzo
1
Candelon, Bertrand
1
Carrasco, Marine
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Chen, Yi-ting
1
Chiu, Ching Wai Jeremy
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Colletaz, Gilbert
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1
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1
Di, Jianing
1
Dobrev, Dobrislav
1
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1
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
The American journal of economics and sociology
Journal of econometrics
34
Econometric theory
24
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
15
Applied economics
14
Econometric reviews
7
The econometrics journal
6
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
5
Economic modelling
3
Journal of empirical finance
3
Journal of the American Statistical Association : JASA
3
Advances in statistical analysis : AStA ; a journal of the German Statistical Society
2
Applied economics letters
2
Digital finance : smart data analytics, investment innovation, and financial technology
2
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
International statistical review : a journal of the International Statistical Institute and its associations
2
Japan and the world economy : international journal of theory and policy
2
Journal of applied econometrics
2
Journal of economic research
2
Journal of international financial markets, institutions & money
2
OPEC review : energy economics and related issues
2
Quantitative economics : QE ; journal of the Econometric Society
2
The review of economic studies
2
Australian economic papers
1
De economist : Netherlands economic review ; quarterly review of the Royal Netherlands Economic Association
1
Econometrics : open access journal
1
Economia internazionale
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Economic notes : economic review of Banca Monte dei Paschi di Siena
1
Economic time series with random walk and other nonstationary components
1
Economics letters
1
Eurasian economic review : a journal in applied macroeconomics and finance
1
Hitotsubashi journal of economics
1
International Journal of Financial Studies : open access journal
1
International economic journal
1
International economic review
1
International journal of economic research
1
International journal of theoretical and applied finance
1
International review of economics & finance : IREF
1
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ECONIS (ZBW)
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1
Uniform confidence bands for pricing kernels
Härdle, Wolfgang
;
Okhrin, Yarema
;
Wang, Weining
- In:
Journal of financial econometrics : official journal of …
13
(
2015
)
2
,
pp. 376-413
Persistent link: https://www.econbiz.de/10011339301
Saved in:
2
A semiparametric factor model for implied volatility surface dynamics
Fengler, Matthias R.
;
Härdle, Wolfgang
;
Mammen, Enno
- In:
Journal of financial econometrics : official journal of …
5
(
2007
)
2
,
pp. 189-218
Persistent link: https://www.econbiz.de/10003518308
Saved in:
3
Comments on "Econometric analysis of Fisher's equation"
Rust, John
- In:
The American journal of economics and sociology
64
(
2005
)
1
,
pp. 169-184
Persistent link: https://www.econbiz.de/10002918902
Saved in:
4
Econometric analysis of Fisher's equation
Phillips, Peter C. B.
- In:
The American journal of economics and sociology
64
(
2005
)
1
,
pp. 125-168
Persistent link: https://www.econbiz.de/10002918885
Saved in:
5
Nonparametric estimation of a multifactor Heath-Jarrow-Morton model: an integrated approach
Jeffrey, Andrew
;
Kristensen, Dennis
;
Linton, Oliver
; …
- In:
Journal of financial econometrics : official journal of …
2
(
2004
)
2
,
pp. 251-289
Persistent link: https://www.econbiz.de/10002214284
Saved in:
6
Time inhomogenous multiple volatility modeling
Härdle, Wolfgang
;
Herwartz, Helmut
;
Spokojnyj, Vladimir G.
- In:
Journal of financial econometrics : official journal of …
1
(
2003
)
1
,
pp. 55-95
Persistent link: https://www.econbiz.de/10002220931
Saved in:
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