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isPartOf:"Agricultural economics : the journal of the International Association of Agricultural Economists"
subject:"Welt"
~isPartOf:"Econometric theory"
~isPartOf:"International journal of finance & economics : IJFE"
~subject:"Volatility"
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Search: subject_exact:"Estimation theory"
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Welt
Volatility
Estimation theory
748
Schätztheorie
748
Theorie
289
Theory
289
Time series analysis
161
Zeitreihenanalyse
161
Nichtparametrisches Verfahren
107
Nonparametric statistics
107
Regression analysis
92
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92
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42
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42
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38
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38
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38
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31
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25
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25
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24
Kointegration
24
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24
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24
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23
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23
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Panel study
22
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22
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22
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21
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21
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20
IV-Schätzung
15
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15
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14
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14
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Cheung, Yin-Wong
2
Li, Jia
2
Abdoh, Hussein
1
Akbar, Muhammad
1
Aşici, Ahmet Atil
1
Byerlee, Derek
1
Cavaliere, Giuseppe
1
Chen, Jian
1
Chen, Xiaohong
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Chitavi, Michael
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Elsayed, Ahmed H.
1
Francq, Christian
1
Fujii, Eiji
1
Ghysels, Eric
1
Gozgor, Giray
1
Guerrero, Santiago
1
Gómez-Valle, Lourdes
1
Harvey, David I.
1
Hernández del Valle, Gerardo
1
Jing, Bingyi
1
Juárez-Torres, Miriam
1
Kanaya, Shin
1
Kim, Jihyun
1
Kong, Xinbing
1
Koo, Bonsoo
1
Kristensen, Dennis
1
Lau, Chi Keung
1
Le Quyen Thieu
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Levine, Michael
1
Leybourne, Stephen James
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Li, Jinguang
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Linton, Oliver
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Mark, Nelson C.
1
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1
Park, Joon Y.
1
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1
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Agricultural economics : the journal of the International Association of Agricultural Economists
Econometric theory
International journal of finance & economics : IJFE
Journal of econometrics
123
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
44
Discussion paper / Tinbergen Institute
29
Economics letters
29
Econometric reviews
24
Journal of empirical finance
22
Economic modelling
21
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
17
Journal of financial econometrics : official journal of the Society for Financial Econometrics
16
Applied economics
15
CREATES research paper
15
Quantitative finance
15
International journal of forecasting
14
Journal of banking & finance
14
International journal of theoretical and applied finance
13
Journal of financial econometrics
13
Finance research letters
12
Journal of applied econometrics
11
Journal of forecasting
11
Journal of risk and financial management : JRFM
11
The North American journal of economics and finance : a journal of financial economics studies
11
The econometrics journal
11
Applied economics letters
10
Econometrics : open access journal
10
NBER Working Paper
10
SFB 649 discussion paper
10
Working paper / National Bureau of Economic Research, Inc.
10
Cambridge working papers in economics
9
Working paper
9
CESifo working papers
8
Computational economics
8
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
8
Finance and stochastics
8
IMF working papers
8
International journal of economics and financial issues : IJEFI
8
NBER working paper series
8
Discussion paper / Tinbergen Institute / Tinbergen Institute
7
Energy economics
7
IMF working paper
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ECONIS (ZBW)
24
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1
The impact of deviations from soybean product crushing estimates on return and risk
Abdoh, Hussein
;
Chitavi, Michael
- In:
Agricultural economics : the journal of the …
55
(
2024
)
2
,
pp. 181-199
Persistent link: https://www.econbiz.de/10014517518
Saved in:
2
Effects of inflation uncertainty and exchange rate volatility on money demand in Pakistan : Bayesian econometric analysis
Akbar, Muhammad
- In:
International journal of finance & economics : IJFE
28
(
2023
)
2
,
pp. 1470-1487
Persistent link: https://www.econbiz.de/10014253415
Saved in:
3
Causality and dynamic spillovers among cryptocurrencies and currency markets
Elsayed, Ahmed H.
;
Gozgor, Giray
;
Lau, Chi Keung
- In:
International journal of finance & economics : IJFE
27
(
2022
)
2
,
pp. 2026-2040
Persistent link: https://www.econbiz.de/10013184641
Saved in:
4
Estimation of volatility functions in jump diffusions using truncated bipower increments
Kim, Jihyun
;
Park, Joon Y.
;
Wang, Bin
- In:
Econometric theory
37
(
2021
)
5
,
pp. 926-958
Persistent link: https://www.econbiz.de/10012656389
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5
Efficient estimation of integrated volatility functionals under general volatility dynamics
Li, Jia
;
Liu, Yunxiao
- In:
Econometric theory
37
(
2021
)
4
,
pp. 664-707
Persistent link: https://www.econbiz.de/10012618196
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6
QML inference for volatility models with covariates
Francq, Christian
;
Le Quyen Thieu
- In:
Econometric theory
35
(
2019
)
1
,
pp. 37-72
Persistent link: https://www.econbiz.de/10012146117
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7
Estimating volatility functionals with multiple transactions
Jing, Bingyi
;
Liu, Zhi
;
Kong, Xinbing
- In:
Econometric theory
33
(
2017
)
2
,
pp. 331-365
Persistent link: https://www.econbiz.de/10011665349
Saved in:
8
Efficient estimation of integrated volatility and related processes
Renault, Eric
;
Sarisoy, Cisil
;
Werker, Bas J. M.
- In:
Econometric theory
33
(
2017
)
2
,
pp. 439-478
Persistent link: https://www.econbiz.de/10011665439
Saved in:
9
Using a functional approach to test trending volatility in the price of Mexican and international agricultural products
Guerrero, Santiago
;
Hernández del Valle, Gerardo
; …
- In:
Agricultural economics : the journal of the …
48
(
2017
)
1
,
pp. 3-13
Persistent link: https://www.econbiz.de/10011740505
Saved in:
10
Estimation of stochastic volatility models by nonparametric filtering
Kanaya, Shin
;
Kristensen, Dennis
- In:
Econometric theory
32
(
2016
)
4
,
pp. 861-916
Persistent link: https://www.econbiz.de/10011644214
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