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isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
subject:"Wahrscheinlichkeitsrechnung"
~isPartOf:"Beiträge aus dem Institut für Statistik und Ökonometrie der Universität Hamburg"
~subject:"Statistische Methodenlehre"
~subject:"Volatility"
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Wahrscheinlichkeitsrechnung
Statistische Methodenlehre
Volatility
Estimation theory
628
Schätztheorie
628
Theorie
220
Theory
220
Time series analysis
142
Zeitreihenanalyse
142
Estimation
129
Schätzung
129
Nichtparametrisches Verfahren
112
Nonparametric statistics
112
Regression analysis
101
Regressionsanalyse
101
USA
95
United States
94
Forecasting model
43
Prognoseverfahren
43
Statistical test
43
Statistischer Test
43
Induktive Statistik
42
Statistical inference
42
Volatilität
42
Panel
41
Panel study
41
Correlation
35
Korrelation
35
Statistical theory
30
Capital income
29
Kapitaleinkommen
29
Maximum likelihood estimation
28
Maximum-Likelihood-Schätzung
28
Bootstrap approach
26
Bootstrap-Verfahren
26
Simulation
26
ARCH model
25
ARCH-Modell
25
Method of moments
25
Momentenmethode
25
Bayes-Statistik
24
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Undetermined
29
Free
3
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Article
86
Book / Working Paper
6
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86
Aufsatz in Zeitschrift
86
Arbeitspapier
6
Working Paper
6
Graue Literatur
5
Non-commercial literature
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English
91
German
1
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Arnold, Bernhard
4
Stahlecker, Peter
4
Akgiray, Vedat
2
Ghysels, Eric
2
Gregory, Allan W.
2
Hansen, Bruce E.
2
Hautsch, Nikolaus
2
Jing, Bingyi
2
Qin, Jing
2
Shephard, Neil G.
2
Silvapulle, Paramsothy
2
Vanhonacker, Wilfried R.
2
Yang, Xiye
2
Alfelt, Gustav
1
Allenby, Greg M.
1
Altonji, Joseph G.
1
Amado, Cristina
1
Andersen, Torben
1
Andreou, Elena
1
Bandi, Federico M.
1
Bauwens, Luc
1
Bibinger, Markus
1
Bodnar, Taras
1
Bollerslev, Tim
1
Booth, G. Geoffrey
1
Bormetti, Giacomo
1
Boswijk, Herman Peter
1
Bowden, Roger J.
1
Breunig, Christoph
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Buccheri, Giuseppe
1
Burnside, Craig
1
Chan, Joshua
1
Chaves, Leonardo Salim Saker
1
Chen Zhou
1
Chen, Tao
1
Chen, Wilson Ye
1
Chen, Xiangjin B.
1
Cheung, Yin-Wong
1
Christiano, Lawrence J.
1
Clark, Todd E.
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Beiträge aus dem Institut für Statistik und Ökonometrie der Universität Hamburg
Journal of econometrics
171
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
67
Economics letters
61
Econometric reviews
59
Discussion paper / Tinbergen Institute
52
Econometric theory
45
International journal of forecasting
23
NBER Working Paper
23
Discussion paper / Center for Economic Research, Tilburg University
21
Série des documents de travail / Centre de Recherche en Économie et Statistique
21
Journal of empirical finance
20
Journal of financial econometrics : official journal of the Society for Financial Econometrics
18
Technical working paper / National Bureau of Economic Research
18
The econometrics journal
18
Economic modelling
17
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
17
European journal of operational research : EJOR
16
Quantitative finance
16
Statistics in transition : an international journal of the Polish Statistical Association
16
CORE discussion paper : DP
15
CREATES research paper
15
Finance research letters
15
Working paper / Department of Econometrics and Business Statistics, Monash University
15
Econometrics : open access journal
14
Oxford bulletin of economics and statistics
14
Report / Econometric Institute, Erasmus University Rotterdam
14
Discussion paper
13
International journal of theoretical and applied finance
13
Journal of banking & finance
13
Journal of financial econometrics
13
Journal of forecasting
13
NBER technical working paper series
13
Europäische Hochschulschriften / 5
12
International economic review
12
Journal of risk and financial management : JRFM
12
SFB 649 discussion paper
12
Discussion paper / Tinbergen Institute / Tinbergen Institute
11
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
11
Insurance / Mathematics & economics
11
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ECONIS (ZBW)
92
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1
Singular conditional autoregressive Wishart model for realized covariance matrices
Alfelt, Gustav
;
Bodnar, Taras
;
Javed, Farrukh
;
Tyrcha, …
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
3
,
pp. 833-845
Persistent link: https://www.econbiz.de/10014448443
Saved in:
2
Adaptive testing for cointegration with nonstationary volatility
Boswijk, Herman Peter
;
Zu, Yang
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
2
,
pp. 744-755
Persistent link: https://www.econbiz.de/10013534484
Saved in:
3
Testing the multivariate regular variation model
Einmahl, John H. J.
;
Yang, Fan
;
Chen Zhou
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
4
,
pp. 907-919
Persistent link: https://www.econbiz.de/10012653202
Saved in:
4
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:
5
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:
6
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
Saved in:
7
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
Saved in:
8
Volatility estimation when the zero-process is nonstationary
Francq, Christian
;
Sucarrat, Genaro
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
1
,
pp. 53-66
Persistent link: https://www.econbiz.de/10013540630
Saved in:
9
Semiparametric tail index regression
Li, Rui
;
Leng, Chenlei
;
You, Jinhong
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
1
,
pp. 82-95
Persistent link: https://www.econbiz.de/10012804089
Saved in:
10
The grid bootstrap for continuous time models
Lui, Yiu Lim
;
Xiao, Weilin
;
Yu, Jun
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
3
,
pp. 1390-1402
Persistent link: https://www.econbiz.de/10013539532
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