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isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
subject:"Wahrscheinlichkeitsrechnung"
~accessRights:"restricted"
~isPartOf:"Journal of econometrics"
~subject:"Volatilität"
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Search: subject_exact:"Estimation theory"
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Wahrscheinlichkeitsrechnung
Volatilität
Estimation theory
935
Schätztheorie
935
Nichtparametrisches Verfahren
245
Nonparametric statistics
245
Regression analysis
229
Regressionsanalyse
229
Estimation
219
Schätzung
216
Time series analysis
214
Zeitreihenanalyse
214
Statistical test
119
Statistischer Test
119
Panel
117
Panel study
117
Volatility
95
Induktive Statistik
92
Statistical inference
92
Bootstrap approach
72
Bootstrap-Verfahren
72
Maximum likelihood estimation
72
Maximum-Likelihood-Schätzung
72
Forecasting model
69
Prognoseverfahren
69
Autocorrelation
64
Autokorrelation
64
Correlation
64
Korrelation
64
Method of moments
64
Momentenmethode
63
Capital income
56
Causality analysis
56
Instrumental variables
56
Kapitaleinkommen
56
Kausalanalyse
56
Bayes-Statistik
54
Bayesian inference
54
Stochastic process
54
Stochastischer Prozess
54
Factor analysis
49
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English
110
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Todorov, Viktor
8
Kim, Donggyu
6
Li, Jia
6
Andersen, Torben
5
Li, Yingying
5
Mykland, Per A.
5
Bollerslev, Tim
4
Tauchen, George Eugene
4
Wang, Yazhen
4
Francq, Christian
3
Potiron, Yoann
3
Varneskov, Rasmus Tangsgaard
3
Yang, Xiye
3
Zhang, Lan
3
Zhang, Zhiyuan
3
Aït-Sahalia, Yacine
2
Bauwens, Luc
2
Clinet, Simon
2
Fan, Jianqing
2
Hautsch, Nikolaus
2
Jing, Bingyi
2
Kong, Xin-Bing
2
Li, Dong
2
Li, Guodong
2
Li, Wai Keung
2
Liu, Guangying
2
Meddahi, Nour
2
Otranto, Edoardo
2
Park, Joon Y.
2
Qin, Jing
2
Wang, Bin
2
Zakoïan, Jean-Michel
2
Zhang, Congshan
2
Zheng, Xinghua
2
Zhou, Yong
2
Zhu, Ke
2
Ahsan, Nazmul
1
Amengual, Dante
1
Andreou, Elena
1
Archakov, Ilya
1
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Journal of econometrics
International journal of forecasting
20
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
17
Econometric reviews
14
Economics letters
13
Finance research letters
13
Quantitative finance
12
Journal of financial econometrics
11
Journal of empirical finance
10
Econometric theory
9
Economic modelling
9
European journal of operational research : EJOR
9
The North American journal of economics and finance : a journal of financial economics studies
9
Journal of quantitative economics
8
Computational economics
7
Discussion papers / CEPR
6
Insurance / Mathematics & economics
6
Journal of banking & finance
6
Journal of financial econometrics : official journal of the Society for Financial Econometrics
6
Journal of forecasting
6
Journal of mathematical finance
6
Journal of risk
6
Decisions in economics and finance : DEF ; a journal of applied mathematics
5
International journal of financial engineering
5
SpringerLink / Bücher
5
The econometrics journal
5
The journal of risk model validation
5
Applied economics
4
Computational Management Science : CMS
4
Energy economics
4
Finance and stochastics
4
Journal of economic dynamics & control
4
Operations research letters
4
Theoretical economics letters
4
Applied economics letters
3
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
3
Empirical economics : a quarterly journal of the Institute for Advanced Studies
3
IIMB management review
3
International journal of theoretical and applied finance
3
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ECONIS (ZBW)
110
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1
Asymptotic F test in regressions with observations collected at high frequency over long span
Pellatt, Daniel F.
;
Sun, Yixiao
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1281-1309
Persistent link: https://www.econbiz.de/10014471377
Saved in:
2
Parametric estimation of long memory in factor models
Ergemen, Yunus Emre
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1483-1499
Persistent link: https://www.econbiz.de/10014471404
Saved in:
3
Tail index estimation in the presence of covariates : stock returns' tail risk dynamics
Nicolau, João
;
Rodrigues, Paulo M. M.
;
Stoykov, Marian Z.
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 2266-2284
Persistent link: https://www.econbiz.de/10014471455
Saved in:
4
Volatility measurement with pockets of extreme return persistence
Andersen, Torben
;
Li, Yingying
;
Todorov, Viktor
;
Zhou, Bo
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014471793
Saved in:
5
Semiparametric estimation of latent variable asset pricing models
Dalderop, Jeroen
- In:
Journal of econometrics
236
(
2023
)
1
,
pp. 1-30
Persistent link: https://www.econbiz.de/10014332225
Saved in:
6
Bias reduction in spot volatility estimation from options
Todorov, Viktor
;
Zhang, Yang
- In:
Journal of econometrics
234
(
2023
)
1
,
pp. 53-81
Persistent link: https://www.econbiz.de/10014364661
Saved in:
7
Inference for nonparametric high-frequency estimators with an application to time variation in betas
Kalnina, Ilze
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
2
,
pp. 538-549
Persistent link: https://www.econbiz.de/10014448338
Saved in:
8
Estimation of leverage effect : kernel function and efficiency
Yang, Xiye
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
3
,
pp. 939-956
Persistent link: https://www.econbiz.de/10014448463
Saved in:
9
Overnight GARCH-Itô volatility models
Kim, Donggyu
;
Shin, Minseok
;
Wang, Yazhen
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
4
,
pp. 1215-1227
Persistent link: https://www.econbiz.de/10014448607
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10
From conditional quantile regression to marginal quantile estimation with applications to missing data and causal inference
Ma, Huijuan
;
Qin, Jing
;
Zhou, Yong
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
4
,
pp. 1377-1390
Persistent link: https://www.econbiz.de/10014448657
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