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Volatilität
Schätztheorie
35,771
Estimation theory
35,146
Theorie
15,686
Theory
15,218
Wirtschaftsprüfung
13,490
Financial audit
12,959
Statistik
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8,889
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8,220
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6,521
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6,401
Schätzung
6,224
Estimation
6,108
Statistische Methodenlehre
4,597
Sampling
4,586
Statistical theory
4,586
Stichprobenerhebung
4,586
Deutschland
4,486
Regressionsanalyse
4,376
Regression analysis
4,330
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3,502
Nichtparametrisches Verfahren
3,490
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3,396
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3,342
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3,271
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2,577
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2,520
Dienstleistungsqualität
2,472
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2,467
Panel
2,205
Panel study
2,132
Statistischer Test
2,056
Statistical test
2,004
Volatility
1,687
Statistische Verteilung
1,684
Statistical distribution
1,650
Bayes-Statistik
1,523
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German
11
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Koopman, Siem Jan
23
Todorov, Viktor
19
Li, Jia
18
Li, Yingying
17
Kumar, Dilip
16
Hafner, Christian M.
15
Teräsvirta, Timo
15
Maheswaran, S.
14
Tauchen, George Eugene
14
Brandt, Michael W.
13
Härdle, Wolfgang
13
Lucas, André
13
Diebold, Francis X.
12
Kim, Donggyu
12
Ghysels, Eric
11
Mancino, Maria Elvira
11
Mykland, Per A.
11
Andersen, Torben
10
Liu, Zhi
10
Silvennoinen, Annastiina
10
Spokojnyj, Vladimir G.
10
Swanson, Norman R.
10
Bos, Charles S.
9
Fan, Jianqing
9
Meddahi, Nour
9
Rodriguez, Gabriel
9
Zheng, Xinghua
9
Alizadeh, Sassan
8
Bibinger, Markus
8
Croux, Christophe
8
Daníelsson, Jón
8
Hautsch, Nikolaus
8
Hurvich, Clifford M.
8
Linton, Oliver
8
McAleer, Michael
8
Nolte, Ingmar
8
Reiß, Markus
8
Wang, Yazhen
8
Ardia, David
7
Bollerslev, Tim
7
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National Bureau of Economic Research
8
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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Birkbeck College / Department of Economics
4
Rodney L. White Center for Financial Research
3
Ekonomiska forskningsinstitutet <Stockholm>
2
Banque de France / Direction des Etudes Economiques et de la Recherche
1
European University Institute / Department of Economics
1
Federal Reserve Bank of Cleveland
1
International Workshop Empirical Science of Financial Fluctuations <2000, Tōkyō, Tokio>
1
International Workshop on Statistics and Finance <1999, Hongkong>
1
Leibniz-Institut für Agrarentwicklung in Transformationsökonomien
1
Nihon Keizai Shinbunsha
1
Nikkei Econophysics Symposium <2, 2002, Tokio>
1
School of Economics <Bundoora, Victoria> / Department of Economics
1
Springer Fachmedien Wiesbaden
1
University of California, San Diego / Department of Economics
1
University of Chicago / Graduate School of Business
1
University of Chicago / Graduate School of Business / Department of Economics
1
University of Exeter / Department of Economics
1
Universität Trier
1
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Journal of econometrics
122
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
45
Discussion paper / Tinbergen Institute
34
Econometric reviews
25
Economics letters
25
Journal of empirical finance
21
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
21
Economic modelling
18
Journal of financial econometrics : official journal of the Society for Financial Econometrics
18
CREATES research paper
16
Quantitative finance
16
Econometric theory
15
Finance research letters
15
International journal of forecasting
14
International journal of theoretical and applied finance
14
Journal of banking & finance
14
Journal of financial econometrics
14
Journal of forecasting
13
The econometrics journal
13
The North American journal of economics and finance : a journal of financial economics studies
12
Journal of risk and financial management : JRFM
11
Econometrics : open access journal
10
Finance and stochastics
9
International journal of economics and financial issues : IJEFI
9
SFB 649 discussion paper
9
Computational economics
8
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
8
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
8
Working paper / National Bureau of Economic Research, Inc.
8
Applied economics
7
Journal of mathematical finance
7
NBER Working Paper
7
The European journal of finance
7
Working paper
7
Working papers
7
Decisions in economics and finance : DEF ; a journal of applied mathematics
6
Discussion paper / Tinbergen Institute / Tinbergen Institute
6
Discussion papers of interdisciplinary research project 373
6
Documento de trabajo
6
GRIPS discussion papers
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ECONIS (ZBW)
1,690
EconStor
25
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1
Predicting instability
Razzak, Weshah A.
- In:
Applied economics
45
(
2013
)
22/24
,
pp. 3305-3315
Persistent link: https://www.econbiz.de/10010345431
Saved in:
2
Finite sample results of range-based integrated volatility estimation
Rossi, Eduardo
;
Spazzini, Filippo
-
2009
Persistent link: https://www.econbiz.de/10003899120
Saved in:
3
Numerical analysis of volatility change point estimators for discretely sampled stochastic differential equations
Iacus, Stefano Maria
;
Yoshida, Nakahiro
- In:
Economic notes : economic review of Banca Monte dei …
39
(
2010
)
1/2
,
pp. 107-127
Persistent link: https://www.econbiz.de/10008826253
Saved in:
4
Numerically accelerated importance
sampling
for nonlinear non-Gaussian state-space models
Koopman, Siem Jan
;
Lucas, André
;
Scharth, Marcel
- In:
Journal of business & economic statistics : JBES ; a …
33
(
2015
)
1
,
pp. 114-127
Persistent link: https://www.econbiz.de/10011389921
Saved in:
5
A Lagrangian multiplier test for market microstructure noise with applications to
sampling
interval determination for realized volatilities
Shin, Dong-wan
;
Hwang, Eunju
- In:
Economics letters
129
(
2015
),
pp. 95-99
Persistent link: https://www.econbiz.de/10011422016
Saved in:
6
Closed form pricing formulas for discretely sampled generalized variance swaps
Zheng, Wendong
;
Kwok, Yue-Kuen
- In:
Mathematical finance : an international journal of …
24
(
2014
)
4
,
pp. 855-881
Persistent link: https://www.econbiz.de/10011308159
Saved in:
7
Model-based measurement of actual volatility in high-frequency data
Jungbacker, Borus
;
Koopman, Siem Jan
-
2004
are based on importance
sampling
techniques. It is shown that such Monte Carlo techniques can be employed successfully for …
Persistent link: https://www.econbiz.de/10011342558
Saved in:
8
Preaveraging-based estimation of quadratic variation in the presence of noise and jumps : theory, implementation, and empirical evidence
Hautsch, Nikolaus
;
Podolskij, Mark
- In:
Journal of business & economic statistics : JBES ; a …
31
(
2013
)
2
,
pp. 165-183
Persistent link: https://www.econbiz.de/10009754008
Saved in:
9
VaR/CVaR estimation under stochastic volatility models
Han, Chuan-Hsiang
;
Liu, Wei-han
;
Chen, Tzu-ying
- In:
International journal of theoretical and applied finance
17
(
2014
)
2
,
pp. 1-35
Persistent link: https://www.econbiz.de/10010363922
Saved in:
10
Sample quantile analysis for long-memory stochastic volatility models
Ho, Hwai-chung
- In:
Journal of econometrics
189
(
2015
)
2
,
pp. 360-370
Persistent link: https://www.econbiz.de/10011504558
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