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isPartOf:"Econometric reviews"
subject:"Probability theory"
~subject:"Volatility"
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Search: subject_exact:"Estimation theory"
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Probability theory
Volatility
Estimation theory
437
Schätztheorie
437
Theorie
131
Theory
131
Time series analysis
87
Zeitreihenanalyse
87
Nichtparametrisches Verfahren
81
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Maasoumi, Esfandiar
3
Teräsvirta, Timo
3
McAleer, Michael
2
Amado, Cristina
1
Bennedsen, Mikkel
1
Bermudez, P. de Zea
1
Bosquet, Clément
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Boswijk, Herman Peter
1
Boulhol, Hervé
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Brownlees, Christian
1
Cai, Yuzhi
1
Cai, Zongwu
1
Catani, Paul
1
Cavaliere, Giuseppe
1
Chaudhuri, Saraswata
1
Chen, Qiang
1
De Angelis, Luca
1
Fan, Yanqin
1
Fornari, Fabio
1
Galbraith, John W.
1
Gu, Wentao
1
Guay, Alain
1
Guggenberger, Patrik
1
Hahn, Jinyong
1
Hansen, Peter Reinhard
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Hu, Meidi
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Kanatani, Taro
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Lunde, Asger
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Mele, Antonio
1
Mesters, G.
1
Nagai, Keiji
1
Nishiyama, Yoshihiko
1
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1
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Econometric reviews
Journal of econometrics
140
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
59
Discussion paper / Tinbergen Institute
45
Economics letters
38
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
27
Econometric theory
23
International journal of forecasting
23
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20
Journal of financial econometrics : official journal of the Society for Financial Econometrics
18
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Statistics in transition : an international journal of the Polish Statistical Association
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European journal of operational research : EJOR
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The econometrics journal
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Finance research letters
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NBER Working Paper
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International journal of theoretical and applied finance
13
Journal of banking & finance
13
Journal of financial econometrics
13
Journal of forecasting
12
Journal of risk and financial management : JRFM
12
Order statistics: applications
11
Report / Econometric Institute, Erasmus University Rotterdam
11
Série des documents de travail / Centre de Recherche en Économie et Statistique
11
The North American journal of economics and finance : a journal of financial economics studies
11
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10
Econometrics : open access journal
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Insurance / Mathematics & economics
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SFB 649 discussion paper
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9
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8
Computational economics
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Finance and stochastics
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International journal of economics and financial issues : IJEFI
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Adaptive information-based methods for determining the co-integration rank in heteroskedastic VAR models
Boswijk, Herman Peter
;
Cavaliere, Giuseppe
;
De Angelis, Luca
- In:
Econometric reviews
42
(
2023
)
9/10
,
pp. 725-757
Persistent link: https://www.econbiz.de/10014420355
Saved in:
2
On the estimation of integrated volatility in the presence of jumps and microstructure noise
Brownlees, Christian
;
Nualart, Eulalia
;
Sun, Yucheng
- In:
Econometric reviews
39
(
2020
)
10
,
pp. 991-1013
Persistent link: https://www.econbiz.de/10012406198
Saved in:
3
Data cloning estimation for asymmetric stochastic volatility models
Bermudez, P. de Zea
;
Marín, J. Miguel
;
Veiga, Helena
- In:
Econometric reviews
39
(
2020
)
10
,
pp. 1057-1074
Persistent link: https://www.econbiz.de/10012406209
Saved in:
4
Semiparametric estimation and inference on the fractal index of Gaussian and conditionally Gaussian time series data
Bennedsen, Mikkel
- In:
Econometric reviews
39
(
2020
)
9
,
pp. 875-903
Persistent link: https://www.econbiz.de/10012295586
Saved in:
5
Bias-corrected realized variance
Yeh, Jin-huei
;
Wang, Jying-Nan
- In:
Econometric reviews
38
(
2019
)
2
,
pp. 170-192
Persistent link: https://www.econbiz.de/10012180719
Saved in:
6
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:
7
Efficient Bayesian inference in generalized inverse gamma processes for stochastic volatility
León-González, Roberto
- In:
Econometric reviews
38
(
2019
)
8
,
pp. 899-920
Persistent link: https://www.econbiz.de/10012181373
Saved in:
8
The estimation for Lévy processes in high frequency data
Zheng, Jing
;
Gu, Wentao
;
Xu, Baolin
;
Cai, Zongwu
- In:
Econometric reviews
37
(
2018
)
6/10
,
pp. 1051-1066
Persistent link: https://www.econbiz.de/10012040536
Saved in:
9
Specification and testing of multiplicative time-varying GARCH models with applications
Amado, Cristina
;
Teräsvirta, Timo
- In:
Econometric reviews
36
(
2017
)
4
,
pp. 421-446
Persistent link: https://www.econbiz.de/10011795239
Saved in:
10
A Lagrange multiplier test for testing the adequacy of constant conditional correlation GARCH model
Catani, Paul
;
Teräsvirta, Timo
;
Yin, Meiqun
- In:
Econometric reviews
36
(
2017
)
6/9
,
pp. 599-621
Persistent link: https://www.econbiz.de/10011795292
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