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Estimation theory
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Nielsen, Morten Ørregaard
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Lunde, Asger
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CREATES research paper
Journal of econometrics
1,769
Economics letters
1,053
Econometric theory
754
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
669
Econometric reviews
484
Discussion paper / Tinbergen Institute
436
Insurance / Mathematics & economics
404
CEMMAP working papers / Centre for Microdata Methods and Practice
388
NBER Working Paper
383
NBER working paper series
351
Journal of the American Statistical Association : JASA
341
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
336
European journal of operational research : EJOR
332
The econometrics journal
280
Working paper / National Bureau of Economic Research, Inc.
272
Journal of banking & finance
270
Applied economics letters
259
International journal of forecasting
257
Journal of applied econometrics
256
Applied economics
255
Série des documents de travail / Centre de Recherche en Économie et Statistique
248
Economic modelling
234
Cowles Foundation discussion paper
227
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
227
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
221
Discussion paper / Center for Economic Research, Tilburg University
215
Discussion paper series / IZA
214
Working paper
206
Oxford bulletin of economics and statistics
200
Risks : open access journal
198
Discussion paper
193
Journal of forecasting
192
Working paper / Department of Econometrics and Business Statistics, Monash University
186
Finance research letters
180
Journal of quantitative economics : official journal of the Indian Econometric Society
170
Computational economics
166
The review of economics and statistics
165
Econometrics : open access journal
162
Journal of empirical finance
147
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ECONIS (ZBW)
153
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1
Identification and estimation of heterogeneous agent models : a likelihood approach
Parra-Alvarez, Juan Carlos
;
Posch, Olaf
;
Wang, Mu-Chun
-
2017
Persistent link: https://www.econbiz.de/10011750340
Saved in:
2
ABC of SV : limited information likelihood inference in stochastic volatility jump-diffusion models
Creel, Michael D.
;
Kristensen, Dennis
-
2014
Persistent link: https://www.econbiz.de/10010401691
Saved in:
3
How precise is the finite sample approximation of the asymptotic distribution of realised variation measures in the presence of jumps?
Veraart, Almut E. D.
-
2010
Persistent link: https://www.econbiz.de/10008659414
Saved in:
4
Estimation of heterogeneous agent models : a likelihood approach
Parra-Alvarez, Juan Carlos
;
Posch, Olaf
;
Wang, Mu-Chun
-
2020
Persistent link: https://www.econbiz.de/10012317765
Saved in:
5
Is U.S. real output growth really non-normal? : testing distributional assumptions in time-varying location-scale models
Demetrescu, Matei
;
Kruse-Becher, Robinson
-
2021
Persistent link: https://www.econbiz.de/10012620758
Saved in:
6
Testing the CVAR in the fractional CVAR model
Johansen, Søren
;
Nielsen, Morten Ørregaard
-
2017
Persistent link: https://www.econbiz.de/10011750373
Saved in:
7
Evaluating value-at-risk models with desk-level data
Christoffersen, Peter F.
;
Berkowitz, Jeremy
;
Pelletier, …
-
2009
Persistent link: https://www.econbiz.de/10003865687
Saved in:
8
Intertemporal risk-return trade-off in
Christiansen, Charlotte
-
2010
Persistent link: https://www.econbiz.de/10003963069
Saved in:
9
Option valuation with volatility components, fat tails, and nonlinear pricing kernels
Babaoğlu, Kadir
;
Christoffersen, Peter F.
;
Heston, …
-
2015
Persistent link: https://www.econbiz.de/10011398641
Saved in:
10
On spectral distribution of high dimensional covariation matrices
Heinrich, Claudio
;
Podolskij, Mark
-
2014
Persistent link: https://www.econbiz.de/10010442408
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