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isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
subject:"Wahrscheinlichkeitsrechnung"
~isPartOf:"Order statistics: applications"
~subject:"Volatilität"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Estimation theory"
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Wahrscheinlichkeitsrechnung
Volatilität
Estimation theory
590
Schätztheorie
590
Theorie
195
Theory
195
Time series analysis
138
Zeitreihenanalyse
138
Estimation
127
Schätzung
127
Nichtparametrisches Verfahren
109
Nonparametric statistics
109
USA
93
United States
93
Regression analysis
89
Regressionsanalyse
89
Forecasting model
43
Prognoseverfahren
43
Statistical test
43
Statistischer Test
43
Volatility
42
Induktive Statistik
41
Panel
41
Panel study
41
Statistical inference
41
Correlation
35
Korrelation
35
Capital income
29
Kapitaleinkommen
29
Statistical theory
29
Statistische Methodenlehre
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
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25
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24
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Article
59
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Aufsatz in Zeitschrift
Article in journal
59
Aufsatz im Buch
11
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11
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English
59
Author
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Akgiray, Vedat
2
Ghysels, Eric
2
Hautsch, Nikolaus
2
Jing, Bingyi
2
Qin, Jing
2
Shephard, Neil G.
2
Yang, Xiye
2
Alfelt, Gustav
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
Buccheri, Giuseppe
1
Chan, Joshua
1
Chaves, Leonardo Salim Saker
1
Chen Zhou
1
Chen, Wilson Ye
1
Chen, Xiangjin B.
1
Corsi, Fulvio
1
Donald, Stephen G.
1
Dueker, Michael
1
Einmahl, John H. J.
1
Engle, Robert F.
1
Escanciano, Juan Carlos
1
Foster, F. Douglas
1
Francq, Christian
1
Gao, Jiti
1
Gerlach, Richard H.
1
Gregory, Allan W.
1
Hafner, Christian M.
1
Hamilton, James D.
1
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Order statistics: applications
Journal of econometrics
140
Economics letters
38
Econometric reviews
32
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
Journal of empirical finance
20
Journal of financial econometrics : official journal of the Society for Financial Econometrics
18
Economic modelling
17
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
17
Quantitative finance
16
Statistics in transition : an international journal of the Polish Statistical Association
16
European journal of operational research : EJOR
15
The econometrics journal
15
Finance research letters
14
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
The North American journal of economics and finance : a journal of financial economics studies
11
Econometrics : open access journal
10
Insurance / Mathematics & economics
10
Statistical papers
9
Computational economics
8
Finance and stochastics
8
International journal of economics and financial issues : IJEFI
8
Journal of mathematical finance
8
Journal of quantitative economics
8
Applied economics
7
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
7
International journal of financial engineering
7
Journal of the American Statistical Association : JASA
7
Risks : open access journal
7
The review of economic studies
7
Applied economics letters
6
Decisions in economics and finance : DEF ; a journal of applied mathematics
6
Journal of economic dynamics & control
6
Journal of risk
6
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ECONIS (ZBW)
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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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