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Estimation theory
Volatility
41,082
Volatilität
40,813
Theorie
13,972
Theory
13,557
Schätzung
9,860
Börsenkurs
9,674
Estimation
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4,747
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4,650
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4,648
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4,491
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4,473
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4,353
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Stochastic process
4,116
Optionspreistheorie
3,926
Schätztheorie
3,897
Option pricing theory
3,865
Bootstrap-Verfahren
3,185
Bootstrap approach
3,094
Risk
2,707
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2,663
volatility
2,658
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Phillips, Peter C. B.
46
Andrews, Donald W. K.
37
Chen, Xiaohong
29
Dufour, Jean-Marie
29
MacKinnon, James G.
28
Sentana, Enrique
27
Nielsen, Morten Ørregaard
26
Härdle, Wolfgang
25
Cavaliere, Giuseppe
24
Shi, Xiaoxia
22
Sun, Yixiao
22
Cai, Zongwu
21
Inoue, Atsushi
21
Li, Jia
21
Swanson, Norman R.
21
Taylor, Robert
21
Corradi, Valentina
20
Koopman, Siem Jan
20
Todorov, Viktor
20
Chernozhukov, Victor
19
Amengual, Dante
18
Kristensen, Dennis
18
Teräsvirta, Timo
18
Canay, Ivan A.
17
Lütkepohl, Helmut
17
Fiorentini, Gabriele
16
Guggenberger, Patrik
16
Hsu, Yu-Chin
16
Kumar, Dilip
16
Linton, Oliver
16
Rahbek, Anders
16
Horowitz, Joel
15
Khalaf, Lynda
15
Li, Yingying
15
Maheswaran, S.
15
Su, Liangjun
15
Webb, Matthew
15
Xu, Ke-Li
15
Baltagi, Badi H.
14
Bera, Anil K.
14
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OECD
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Rodney L. White Center for Financial Research
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European University Institute / Department of Economics
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London School of Economics and Political Science
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Nationalekonomiska Institutionen <Lund>
2
Rutgers University / Department of Economics
2
School of Economics <Bundoora, Victoria> / Department of Economics
2
University of California, San Diego / Department of Economics
2
University of Chicago / Graduate School of Business
2
World Health Organization
2
Banque de France / Direction des Etudes Economiques et de la Recherche
1
Centre for Analytical Finance <Århus>
1
Econometrisch Instituut <Rotterdam>
1
Federal Reserve Bank of Cleveland
1
Federal Reserve System / Division of Research and Statistics
1
International Symposium on Econometrics of Specification Test in 30 Years <2010, Xiamen>
1
Leibniz-Institut für Agrarentwicklung in Transformationsökonomien
1
School of Economics, Mathematics and Statistics <London>
1
Springer Fachmedien Wiesbaden
1
Suntory-Toyota International Centre for Economics and Related Disciplines
1
Südafrikanische Union / Department of Agriculture
1
The Wharton Financial Institutions Center
1
University of Chicago / Graduate School of Business / Department of Economics
1
University of Exeter / Department of Economics
1
University of York / Department of Economics and Related Studies
1
Universität Bremen
1
Universität Trier
1
Universität Ulm
1
Université de Montréal / Département de sciences économiques
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Journal of econometrics
336
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
110
Econometric reviews
95
Economics letters
77
Econometric theory
70
CEMMAP working papers / Centre for Microdata Methods and Practice
68
The econometrics journal
56
Discussion paper / Tinbergen Institute
50
Cowles Foundation discussion paper
46
CREATES research paper
36
Economic modelling
33
Cowles Foundation Discussion Paper
31
Econometrics : open access journal
31
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
30
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
29
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
27
Quantitative economics : QE ; journal of the Econometric Society
27
Working paper / Department of Econometrics and Business Statistics, Monash University
25
Journal of empirical finance
24
Journal of financial econometrics
24
Journal of the American Statistical Association : JASA
23
Discussion papers of interdisciplinary research project 373
22
International journal of forecasting
22
Journal of financial econometrics : official journal of the Society for Financial Econometrics
21
Finance research letters
20
Journal of banking & finance
20
Applied economics letters
19
Computational economics
19
SFB 649 discussion paper
19
Discussion paper / Center for Economic Research, Tilburg University
17
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
17
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
17
European journal of operational research : EJOR
17
Quantitative finance
17
Working paper
17
Cambridge working papers in economics
16
Journal of forecasting
16
Journal of time series econometrics
16
Queen's Economics Department working paper
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ECONIS (ZBW)
3,832
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1
Finite-sample distribution-free inference in linear median regressions under heteroscedasticity and non-linear dependence of unknown form
Coudin, Elise
;
Dufour, Jean-Marie
- In:
The econometrics journal
12
(
2009
),
pp. 19-49
Persistent link: https://www.econbiz.de/10003876273
Saved in:
2
A bootstrap test for jumps in financial economics
Hwang, Eunju
;
Shin, Dong-wan
- In:
Economics letters
125
(
2014
)
1
,
pp. 74-78
Persistent link: https://www.econbiz.de/10010504752
Saved in:
3
A comparative study of several bootstrap-based tests for the
volatility
in continuous-time diffusion models
Yan, Tianshun
;
Zhang, Liping
- In:
Portuguese economic journal
19
(
2020
)
1
,
pp. 33-47
Persistent link: https://www.econbiz.de/10012254540
Saved in:
4
A nonparametric specification test for the
volatility
functions of diffusion processes
Chen, Qiang
;
Hu, Meidi
;
Song, Xiaojun
- In:
Econometric reviews
38
(
2019
)
5
,
pp. 557-576
Persistent link: https://www.econbiz.de/10012181335
Saved in:
5
Robust testing of functional statistics : the bootstrap approach
Breitung, Jörg
-
1990
Persistent link: https://www.econbiz.de/10000781771
Saved in:
6
The block bootstrap test of Hausman's exogeneity in the presence of serial correlation
Li, Jing
- In:
Economics letters
91
(
2006
)
1
,
pp. 76-82
Persistent link: https://www.econbiz.de/10003315108
Saved in:
7
Bootstrapping censity-weighted average derivatives
Cattaneo, Matias D.
;
Crump, Richard K.
;
Jansson, Michael
-
2010
Persistent link: https://www.econbiz.de/10003968433
Saved in:
8
Robust Bartlett adjustment for hypotheses testing on cointegrating vectors : a bootstrap approach
Canepa, Alessandra
-
2012
Persistent link: https://www.econbiz.de/10009573947
Saved in:
9
Testing population variance in case of one sample and the difference of variances in case of two samples : example of wage and pension data sets in Serbia
Rajic, Vesna Cojbasic
;
Kocovic, Jelena
;
Loncar, Dragan
; …
- In:
Economic modelling
29
(
2012
)
3
,
pp. 610-613
Persistent link: https://www.econbiz.de/10009544871
Saved in:
10
Statistical methods for distributional analysis
Cowell, Frank A.
;
Flachaire, Emmanuel
-
2015
Persistent link: https://www.econbiz.de/10010510165
Saved in:
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