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~subject:"Method of moments"
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Method of moments
Momentenmethode
4,827
Theorie
1,935
Theory
1,868
Schätzung
1,636
Estimation
1,619
Volatilität
1,537
Volatility
1,514
Schätztheorie
1,156
Estimation theory
1,145
Panel
1,106
Panel study
1,100
Stochastic volatility
1,005
Stochastischer Prozess
996
Stochastic process
966
stochastic volatility
961
Zeitreihenanalyse
928
Time series analysis
889
Kapitaleinkommen
710
Capital income
707
long memory
698
Long memory
642
Economic growth
571
Wirtschaftswachstum
566
GMM
495
Welt
465
World
460
Portfolio selection
453
Portfolio-Management
453
Optionspreistheorie
435
Option pricing theory
430
Börsenkurs
388
Share price
378
Prognoseverfahren
377
Forecasting model
369
USA
343
CAPM
341
United States
311
ARCH-Modell
310
ARCH model
295
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Free
1,920
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1,864
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1,102
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1,046
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Aufsatz im Buch
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Thesis
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Collection of articles written by one author
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8
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7
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4
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2
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4,778
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18
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15
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5
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Andrews, Donald W. K.
47
Windmeijer, Frank
43
Hall, Alastair R.
30
Otsu, Taisuke
29
Pesaran, M. Hashem
29
Hayakawa, Kazuhiko
28
Phillips, Peter C. B.
27
Smith, Richard J.
27
Chen, Xiaohong
26
Lee, Lung-fei
26
Newey, Whitney K.
22
Sentana, Enrique
22
Renault, Eric
21
Bond, Stephen
20
Han, Chirok
20
Sarafidis, Vasilis
20
Shi, Xiaoxia
19
Caporale, Guglielmo Maria
18
Gagliardini, Patrick
18
Sun, Yixiao
18
Asongu, Simplice
17
Baltagi, Badi H.
17
Bun, Maurice J. G.
17
Linton, Oliver
17
Gao, Jiti
16
Gospodinov, Nikolaj
16
Guggenberger, Patrik
16
Liao, Zhipeng
16
Egger, Peter
15
Hall, Stephen G.
15
Kleibergen, Frank
15
Badinger, Harald
14
Gouriéroux, Christian
14
Hook, Law Siong
14
Lux, Thomas
14
Mavroeidis, Sophocles
14
Tavlas, George S.
14
Van Bon Nguyen
14
Wright, Jonathan H.
14
Caner, Mehmet
13
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National Bureau of Economic Research
28
Centre for Microdata Methods and Practice <London>
7
Federal Reserve Bank of San Francisco
3
Uniwersytet Warszawski / Wydział Nauk Ekonomicznych
3
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
2
Escola de Pós-Graduação em Economia <Rio de Janeiro>
2
Forschungsinstitut zur Zukunft der Arbeit
2
Institut national de la statistique et des études économiques <Frankreich> / Direction des études et synthèses économiques
2
Massachusetts Institute of Technology / Department of Economics
2
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
2
Université de Montréal / Département de sciences économiques
2
Amternes og Kommunernes Forskningsinstitut <Kopenhagen>
1
Boston College / Department of Economics
1
Business Information Centre <Toronto>
1
Centre for Analytical Finance <Århus>
1
Centre for Growth and Business Cycle Research <Manchester>
1
Cornell University / Cornell Food and Nutrition Policy Program
1
Deutschland <Bundesrepublik> / Bundeswehr / Hochschule Hamburg / Fachbereich Wirtschafts- und Organisationswissenschaften
1
Eberhard Karls Universität Tübingen
1
Ekonomiska forskningsinstitutet <Stockholm>
1
Erasmus Research Institute of Management
1
European University Institute / Department of Economics
1
Federal Reserve Bank of Chicago / Research Dept
1
Federal Reserve Bank of Cleveland
1
Goethe-Universität Frankfurt am Main
1
Harvard Institute of Economic Research
1
Hong Kong Institute for Monetary and Financial Research
1
Institute for Fiscal Studies
1
Institute of Finance and Accounting <London>
1
International Monetary Fund
1
Leibniz-Institut für Ost- und Südosteuropaforschung
1
London School of Economics and Political Science
1
McMaster University / Department of Economics
1
Queen Mary College / Department of Economics
1
School of Finance and Business Economics <Perth, Western Australia>
1
Sonderforschungsbereich Statistical Modelling of Nonlinear Dynamic Processes
1
State University of New York at Albany / Department of Economics
1
Suntory-Toyota International Centre for Economics and Related Disciplines
1
Universitat Pompeu Fabra / Departament d'Economia i Empresa
1
University of British Columbia / Finance Division
1
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Journal of econometrics
214
Economics letters
89
Econometric reviews
68
CEMMAP working papers / Centre for Microdata Methods and Practice
64
Applied economics
53
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
53
Applied economics letters
44
Econometric theory
41
Cowles Foundation discussion paper
40
Economic modelling
40
Cowles Foundation Discussion Paper
39
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
39
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
32
The empirical economics letters : a monthly international journal of economics
31
CESifo working papers
30
Research in international business and finance
29
International journal of economics and financial issues : IJEFI
27
Regional science & urban economics
27
Cogent economics & finance
26
Discussion paper series / IZA
23
Journal of empirical finance
23
Working paper
23
Discussion paper / Tinbergen Institute
22
Journal of banking & finance
22
NBER working paper series
22
The econometrics journal
22
Economies : open access journal
21
Journal of economic dynamics & control
20
NBER Working Paper
20
International journal of finance & economics : IJFE
19
Working paper / National Bureau of Economic Research, Inc.
19
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
18
Finance research letters
18
Journal of economic development
17
Pacific-Basin finance journal
17
Working papers
17
Econometrics : open access journal
16
International Journal of Energy Economics and Policy : IJEEP
16
International review of economics & finance : IREF
16
International review of financial analysis
16
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ECONIS (ZBW)
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1
A fractionally integrated Wishart stochastic volatility model
Asai, Manabu
;
McAleer, Michael
- In:
Econometric reviews
36
(
2017
)
1/3
,
pp. 42-59
Persistent link: https://www.econbiz.de/10011794625
Saved in:
2
Probabilistic and statistical properties of moment variations and their use in inference and estimation based on high requency return data
Lee, Kyungsub
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
20
(
2016
)
1
,
pp. 19-36
Persistent link: https://www.econbiz.de/10011431109
Saved in:
3
A simple efficient moment-based estimator for the stochastic volatility model
Ahsan, Nazmul
;
Dufour, Jean-Marie
-
2019
Persistent link: https://www.econbiz.de/10012244154
Saved in:
4
Forecasting daily variations of stock index returns with a multifractal model of realized volatility
Lux, Thomas
;
Morales-Arias, Leonardo
;
Sattarhoff, Cristina
- In:
Journal of forecasting
33
(
2014
)
7
,
pp. 532-541
Persistent link: https://www.econbiz.de/10011282864
Saved in:
5
A fractionally integrated wishart stochastic volatility model
Asai, Manabu
;
McAleer, Michael
-
2013
Persistent link: https://www.econbiz.de/10009724817
Saved in:
6
Generalized method of moment estimation of multivariate multifractal models
Liu, Ruipeng
;
Lux, Thomas
- In:
Economic modelling
67
(
2017
),
pp. 136-148
Persistent link: https://www.econbiz.de/10011813792
Saved in:
7
Simple estimators and inference for higher-order stochastic volatility models
Ahsan, Nazmul
;
Dufour, Jean-Marie
- In:
Journal of econometrics
224
(
2021
)
1
,
pp. 181-197
Persistent link: https://www.econbiz.de/10013275370
Saved in:
8
Exact Bayesian moment based inference for the distribution of the small-time movements of an Itô semimartingale
Gallant, A. Ronald
;
Tauchen, George Eugene
- In:
Journal of econometrics
205
(
2018
)
1
,
pp. 140-155
Persistent link: https://www.econbiz.de/10012110246
Saved in:
9
Roughness in spot variance? : a GMM approach for estimation of fractional log-normal stochastic volatility models using realized measures
Bolko, Anine E.
;
Christensen, Kim
;
Pakkanen, Mikko S.
; …
-
2020
Persistent link: https://www.econbiz.de/10012318238
Saved in:
10
Unified moment-based modeling of integrated stochastic processes
Kyriakou, Ioannis
;
Brignone, Riccardo
;
Fusai, Gianluca
- In:
Operations research
72
(
2024
)
4
,
pp. 1630-1653
Persistent link: https://www.econbiz.de/10015045661
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