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isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
subject:"Wahrscheinlichkeitsrechnung"
~subject:"ARCH model"
~subject:"Volatilität"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Estimation theory"
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Wahrscheinlichkeitsrechnung
ARCH model
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-Modell
25
Method of moments
25
Momentenmethode
25
Causality analysis
24
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3
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74
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Aufsatz in Zeitschrift
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74
Bibliografie enthalten
1
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1
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English
74
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Akgiray, Vedat
2
Bauwens, Luc
2
Bollerslev, Tim
2
Ghysels, Eric
2
Hautsch, Nikolaus
2
Jing, Bingyi
2
Ling, Shiqing
2
Qin, Jing
2
Shephard, Neil G.
2
Sheppard, Kevin
2
Tsay, Ruey S.
2
Yang, Xiye
2
Aielli, Gian Piero
1
Alfelt, Gustav
1
Altonji, Joseph G.
1
Amado, Cristina
1
Andersen, Torben
1
Andreou, Elena
1
Audrino, Francesco
1
Ausín, M. Concepción
1
Bandi, Federico M.
1
Bibinger, Markus
1
Bodnar, Taras
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
Fan, Jianqing
1
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Journal of econometrics
165
Econometric theory
57
Economics letters
52
Econometric reviews
41
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
31
Journal of empirical finance
29
International journal of forecasting
27
Journal of financial econometrics : official journal of the Society for Financial Econometrics
25
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
24
The econometrics journal
23
Economic modelling
19
Finance research letters
19
Journal of forecasting
18
Journal of banking & finance
17
Journal of financial econometrics
17
Statistics in transition : an international journal of the Polish Statistical Association
17
Quantitative finance
16
European journal of operational research : EJOR
15
Journal of risk and financial management : JRFM
15
Journal of risk
14
Applied economics
13
Computational economics
13
Econometrics : open access journal
13
International journal of economics and financial issues : IJEFI
13
International journal of theoretical and applied finance
13
The North American journal of economics and finance : a journal of financial economics studies
13
Applied economics letters
12
Insurance / Mathematics & economics
12
Journal of mathematical finance
12
Journal of time series econometrics
11
Journal of economic dynamics & control
10
Statistical papers
10
Journal of the American Statistical Association : JASA
9
The review of economic studies
9
Finance and stochastics
8
Journal of quantitative economics
8
The European journal of finance
8
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
7
Empirical economics : a quarterly journal of the Institute for Advanced Studies
7
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ECONIS (ZBW)
74
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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
Bootstrapping two-stage quasi-maximum likelihood estimators of time series models
Gonçalves, Sílvia
;
Hounyo, Ulrich
;
Patton, Andrew J.
; …
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
3
,
pp. 683-694
Persistent link: https://www.econbiz.de/10014448421
Saved in:
6
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:
7
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:
8
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:
9
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:
10
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
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