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accessRights:"restricted"
subject:"Großbritannien"
~isPartOf:"Journal of financial econometrics"
~subject:"Regressionsanalyse"
~subject:"Schätzung"
~subject:"Statistical inference"
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Search: subject_exact:"Estimation theory"
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Großbritannien
Regressionsanalyse
Schätzung
Statistical inference
Estimation theory
40
Schätztheorie
40
Estimation
15
Time series analysis
13
Zeitreihenanalyse
13
Volatility
11
Volatilität
11
ARCH model
8
ARCH-Modell
8
Correlation
8
Korrelation
8
Portfolio selection
8
Portfolio-Management
8
Statistical distribution
8
Statistische Verteilung
8
Forecasting model
7
Prognoseverfahren
7
Risikomaß
7
Risk measure
7
Analysis of variance
6
Capital income
6
Kapitaleinkommen
6
Varianzanalyse
6
Statistical test
5
Statistischer Test
5
Stochastic process
5
Stochastischer Prozess
5
CAPM
4
Sampling
4
Stichprobenerhebung
4
value-at-risk
4
Autocorrelation
3
Autokorrelation
3
Börsenkurs
3
Induktive Statistik
3
Regression analysis
3
Risikoprämie
3
Risk premium
3
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English
18
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Buccheri, Giuseppe
1
Casas, Isabel
1
Ferreira, Eva
1
Golinski, Adam
1
Grassi, Stefano
1
Grønneberg, Steffen
1
Gu, Zhutong
1
Guo, Junjie
1
Han, Heejoon
1
Hong, Seok Young
1
Hung, Mao-Wei
1
Inoue, Atsushi
1
Jach, Agnieszka
1
Jiang, Binyan
1
Jiang, Yixiao
1
Jung, Whayoung
1
Karabiyik, Hande
1
Ko, Yi-Chen
1
Lee, Ji Hyung
1
Liu, Cheng
1
Liu, Qiang
1
Liu, Zhi
1
Livieri, Giulia
1
Lu, Jin
1
Lucas, André
1
Mancino, Maria Elvira
1
Marmi, Stefano
1
McElroy, Tucker
1
Narayan, Paresh Kumar
1
Narayan, Seema
1
Nolte, Ingmar
1
Opschoor, Anne
1
Orbe-Mandaluniz, Susan
1
Pelletier, Denis
1
Sancetta, Alessio
1
Spencer, Peter D.
1
Sucarrat, Genaro
1
Tang, Cheng Yong
1
Taylor, Stephen
1
Toscano, Giacomo
1
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Journal of financial econometrics
Journal of econometrics
298
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
135
Economics letters
117
Econometric reviews
90
Econometric theory
48
The econometrics journal
41
Economic modelling
40
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
39
Applied economics letters
30
Discussion papers / CEPR
30
International journal of forecasting
28
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
27
European journal of operational research : EJOR
27
Computational economics
26
Insurance / Mathematics & economics
25
Empirical economics : a quarterly journal of the Institute for Advanced Studies
21
Finance research letters
19
Journal of quantitative economics
19
Discussion paper / Centre for Economic Policy Research
18
Applied economics
17
Journal of forecasting
15
Journal of applied econometrics
13
Journal of econometric methods
13
Journal of empirical finance
13
Energy economics
12
Journal of banking & finance
12
Quantitative finance
12
The North American journal of economics and finance : a journal of financial economics studies
12
IEA CO2 Emissions from Fuel Combustion Statistics: Greenhouse Gas Emissions from Energy
10
Journal of risk
10
Journal of time series econometrics
10
Working paper / National Bureau of Economic Research, Inc.
10
Journal of economic dynamics & control
9
Regional science & urban economics
8
Scandinavian actuarial journal
8
Theoretical economics letters
8
Journal of financial economics
7
Letters in spatial and resource sciences : LSRS
7
Management science : journal of the Institute for Operations Research and the Management Sciences
7
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ECONIS (ZBW)
18
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1
Estimation and inference of quantile impulse response functions by local projections : with applications to VaR dynamics
Han, Heejoon
;
Jung, Whayoung
;
Lee, Ji Hyung
- In:
Journal of financial econometrics
22
(
2024
)
1
,
pp. 1-29
Persistent link: https://www.econbiz.de/10014526299
Saved in:
2
A new test for multiple predictive regression
Xu, Ke-Li
;
Guo, Junjie
- In:
Journal of financial econometrics
22
(
2024
)
1
,
pp. 119-156
Persistent link: https://www.econbiz.de/10014526308
Saved in:
3
Volatility of volatility estimation : central limit theorems for the fourier transform estimator and empirical study of the daily time series stylized facts
Toscano, Giacomo
;
Livieri, Giulia
;
Mancino, Maria Elvira
; …
- In:
Journal of financial econometrics
22
(
2024
)
1
,
pp. 252-296
Persistent link: https://www.econbiz.de/10014526318
Saved in:
4
Dynamic covariance matrix estimation and portfolio analysis with high-frequency data
Jiang, Binyan
;
Liu, Cheng
;
Tang, Cheng Yong
- In:
Journal of financial econometrics
22
(
2024
)
2
,
pp. 461-491
Persistent link: https://www.econbiz.de/10014526333
Saved in:
5
Estimating risk in illiquid markets : a model of market friction with stochastic volatility
Buccheri, Giuseppe
;
Grassi, Stefano
;
Vocalelli, Giorgio
- In:
Journal of financial econometrics
22
(
2024
)
2
,
pp. 531-574
Persistent link: https://www.econbiz.de/10014526336
Saved in:
6
Estimating unobserved soft adjustment in credit rating models : before and after the Dodd-Frank act
Gu, Zhutong
;
Jiang, Yixiao
;
Yang, Shuyang
- In:
Journal of financial econometrics
21
(
2023
)
5
,
pp. 1791-1819
Persistent link: https://www.econbiz.de/10014444750
Saved in:
7
Integrating structural and reduced-form methods in empirical finance
Whited, Toni Marion
- In:
Journal of financial econometrics
21
(
2023
)
3
,
pp. 597-615
Persistent link: https://www.econbiz.de/10014314764
Saved in:
8
An application of damped diffusion for modeling volatility dynamics
Hung, Mao-Wei
;
Ko, Yi-Chen
;
Wang, Jr-Yan
- In:
Journal of financial econometrics
21
(
2023
)
3
,
pp. 779-809
Persistent link: https://www.econbiz.de/10014314820
Saved in:
9
Volatility estimation and forecasts based on price durations
Hong, Seok Young
;
Nolte, Ingmar
;
Taylor, Stephen
;
Zhao, …
- In:
Journal of financial econometrics
21
(
2023
)
1
,
pp. 106-144
Persistent link: https://www.econbiz.de/10013542852
Saved in:
10
Estimating the speed of adjustment of leverage in the presence of interactive effects
Westerlund, Joakim
;
Karabiyik, Hande
;
Narayan, Paresh Kumar
- In:
Journal of financial econometrics
20
(
2022
)
5
,
pp. 942-960
Persistent link: https://www.econbiz.de/10013460044
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