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Statistical test
Volatility
41,082
Volatilität
40,813
Theorie
13,972
Theory
13,557
Schätzung
9,860
Börsenkurs
9,674
Estimation
9,625
Share price
9,527
Kapitaleinkommen
7,398
Capital income
7,369
Statistischer Test
6,737
ARCH-Modell
6,650
ARCH model
6,574
Aktienmarkt
6,027
Stock market
5,964
Welt
5,048
World
4,945
USA
4,817
Wechselkurs
4,747
Exchange rate
4,650
United States
4,648
Prognoseverfahren
4,562
Forecasting model
4,491
Zeitreihenanalyse
4,473
Time series analysis
4,353
Stochastischer Prozess
4,193
Stochastic process
4,116
Optionspreistheorie
3,926
Schätztheorie
3,897
Option pricing theory
3,865
Estimation theory
3,832
Bootstrap-Verfahren
3,185
Bootstrap approach
3,094
Risk
2,707
Risiko
2,663
volatility
2,658
Portfolio-Management
2,478
Portfolio selection
2,461
Ölpreis
2,392
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Free
2,546
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1,262
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Book / Working Paper
3,327
Article
3,097
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Article in journal
2,883
Aufsatz in Zeitschrift
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1,871
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120
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100
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32
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18
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15
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5
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5
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Phillips, Peter C. B.
77
Pesaran, M. Hashem
61
Dufour, Jean-Marie
57
Wolf, Michael
44
Khalaf, Lynda
40
Andrews, Donald W. K.
38
Romano, Joseph P.
38
Sentana, Enrique
38
McCracken, Michael W.
37
Chang, Tsangyao
36
Shaikh, Azeem M.
36
Sun, Yixiao
36
Minford, Patrick
32
Rossi, Barbara
31
Bera, Anil K.
30
Dette, Holger
30
Linton, Oliver
30
Whang, Yoon-jae
30
Taylor, Robert
29
Baltagi, Badi H.
27
Clark, Todd E.
27
Shi, Xiaoxia
27
McAleer, Michael
26
Wied, Dominik
26
Canay, Ivan A.
25
MacKinnon, James G.
24
White, Halbert
24
Bugni, Federico A.
23
Hsu, Yu-Chin
23
Lee, Sokbae
23
Su, Liangjun
23
Chernozhukov, Victor
22
Corradi, Valentina
22
Doko Tchatoka, Firmin
22
Gao, Jiti
22
Kapetanios, George
22
Perron, Pierre
22
Saikkonen, Pentti
22
Wickens, Michael R.
22
Davidson, Russell
21
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OECD
111
Organisation for Economic Co-operation and Development
69
National Bureau of Economic Research
43
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
31
Center for Economic Research <Tilburg>
8
Centre for Analytical Finance <Århus>
8
Ekonomiska forskningsinstitutet <Stockholm>
6
Brown University / Department of Economics
5
Columbia University / Department of Economics
5
Econometrisch Instituut <Rotterdam>
5
Deutschland <Bundesrepublik> / Bundeswehr / Hochschule Hamburg / Fachbereich Wirtschafts- und Organisationswissenschaften
4
European University Institute / Department of Economics
4
Nationalekonomiska Institutionen <Lund>
4
University of Cambridge / Department of Applied Economics
4
Aarhus Universitet / Afdeling for Nationaløkonomi
3
Institut for Nationaløkonomi <Kopenhagen>
3
Johns Hopkins University / Department of Economics
3
London School of Economics and Political Science
3
Queen Mary College / Department of Economics
3
Sonderforschungsbereich Komplexitätsreduktion in Multivariaten Datenstrukturen <Dortmund>
3
Universitat Pompeu Fabra / Departament d'Economia i Empresa
3
University of California Davis / Department of Economics
3
University of California, San Diego / Department of Economics
3
University of Cambridge / Faculty of Economics
3
Université de Montréal / Département de sciences économiques
3
Virginia Polytechnic Institute and State University / Department of Economics
3
Elinkeinoelämän Tutkimuslaitos
2
Escola de Pós-Graduação em Economia <Rio de Janeiro>
2
Forschungsinstitut zur Zukunft der Arbeit
2
Institute for Fiscal Studies
2
Jingji-Yanjiusuo <Taipeh>
2
McMaster University / Department of Economics
2
Rheinische Friedrich-Wilhelms-Universität Bonn
2
Rutgers University / Department of Economics
2
School of Economics <Hobart, Tasmanien>
2
Social Systems Research Institute
2
Springer Fachmedien Wiesbaden
2
State University of New York at Albany / Department of Economics
2
Südafrikanische Union / Department of Agriculture
2
Universitetet i Oslo / Økonomisk institutt
2
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Journal of econometrics
343
Economics letters
157
Econometric reviews
136
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
130
Econometric theory
116
CEMMAP working papers / Centre for Microdata Methods and Practice
96
Applied economics letters
75
The econometrics journal
74
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
71
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
65
Cowles Foundation discussion paper
57
Journal of applied econometrics
48
Discussion paper series / IZA
46
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
44
Discussion paper / Centre for Economic Policy Research
43
Discussion paper / Tinbergen Institute
43
OECD Guidelines for the Testing of Chemicals, Section 2
43
Applied economics
42
OECD Guidelines for the Testing of Chemicals, Section 4
42
Working paper
42
Cowles Foundation Discussion Paper
41
International journal of forecasting
40
Journal of the American Statistical Association : JASA
40
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
39
NBER working paper series
37
NBER Working Paper
36
Working paper / National Bureau of Economic Research, Inc.
35
CREATES research paper
32
Discussion paper / Center for Economic Research, Tilburg University
31
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
31
Discussion papers of interdisciplinary research project 373
31
Oxford bulletin of economics and statistics
30
CESifo working papers
29
Cambridge working papers in economics
28
Econometrics : open access journal
27
Quantitative economics : QE ; journal of the Econometric Society
27
Economic modelling
26
Working paper / Department of Econometrics and Business Statistics, Monash University
26
IZA Discussion Paper
25
SFB 649 discussion paper
24
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Source
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ECONIS (ZBW)
6,415
RePEc
7
EconStor
2
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1
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6,424
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date (oldest first)
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
Finite-sample distribution-free inference in linear median regression under heteroskedasticity and nonlinear dependence of unknown form
Coudin, Elise
;
Dufour, Jean-Marie
-
2007
Persistent link: https://www.econbiz.de/10003656187
Saved in:
4
Testing the parametric form of the
volatility
in continuous time diffusion models : a stochastic process approach
Dette, Holger
;
Podolskij, Mark
- In:
Journal of econometrics
143
(
2008
)
1
,
pp. 56-73
Persistent link: https://www.econbiz.de/10003722591
Saved in:
5
Joint and marginal specification tests for conditional mean and variance models
Escanciano, J. Carlos
- In:
Journal of econometrics
143
(
2008
)
1
,
pp. 74-87
Persistent link: https://www.econbiz.de/10003722592
Saved in:
6
Bootrstrapping high-frequency jump tests
Dovonon, Prosper
;
Gonçalves, Sílvia
;
Hounyo, Ulrich
; …
-
2016
Persistent link: https://www.econbiz.de/10011479788
Saved in:
7
Bootstrapping high-frequency jump tests
Dovonon, Prosper
;
Gonçalves, Sílvia
;
Hounyo, Ulrich
; …
-
2017
Persistent link: https://www.econbiz.de/10012265902
Saved in:
8
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:
9
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:
10
Backtesting VaR models : the case of commodities
Shankar, Devesh
;
Bedi, Prateek
;
Agnihotri, Shalini
; …
- In:
Business analyst : a refereed journal of Shri Ram …
38
(
2017
)
1
,
pp. 36-57
Persistent link: https://www.econbiz.de/10012212962
Saved in:
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