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isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
subject:"Volatility"
~isPartOf:"Insurance / Mathematics & economics"
~subject:"Multivariate Analyse"
~subject:"Noise Trading"
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Search: subject_exact:"Estimation theory"
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Volatility
Multivariate Analyse
Noise Trading
Estimation theory
191
Schätztheorie
191
Statistical distribution
45
Statistische Verteilung
45
Estimation
33
Risikomaß
33
Risk measure
33
Schätzung
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Andreou, Alena
1
Avanzi, Benjamin
1
Balter, Janine
1
Bormann, Carsten
1
Bos, Charles S.
1
Caldeira, João F.
1
Carrasco, Marine
1
Chavez-Demoulin, Valérie
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Corsi, Fulvio
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Ekheden, Erland
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Fan, Jianqing
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Fan, Yingying
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Francq, Christian
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Frederiksen, Per
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Frees, Edward W.
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Guillou, Armelle
1
Haberman, Steven
1
Hassler, Uwe
1
Herwartz, Helmut
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Horváth, Lajos
1
Härdle, Wolfgang
1
Hössjer, Ola
1
Ikeda, Shin S.
1
Janus, Paweł
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Koopman, Siem Jan
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Nielsen, Morten Ørregaard
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1
Pantelous, Athanasios A.
1
Peluso, Stefano
1
Portugal, Luís
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
Insurance / Mathematics & economics
Journal of econometrics
135
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
54
Discussion paper / Tinbergen Institute
28
Econometric reviews
24
Economics letters
24
Journal of empirical finance
21
Econometric theory
20
CREATES research paper
19
Journal of the American Statistical Association : JASA
19
Economic modelling
17
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
17
International journal of forecasting
16
Quantitative finance
15
SFB 649 discussion paper
14
Finance research letters
13
International journal of theoretical and applied finance
13
Journal of banking & finance
13
Journal of financial econometrics
13
Journal of forecasting
13
The econometrics journal
13
Econometrics : open access journal
11
Journal of risk and financial management : JRFM
11
The North American journal of economics and finance : a journal of financial economics studies
11
KBI
10
Working papers
9
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
8
Finance and stochastics
8
International journal of economics and financial issues : IJEFI
8
NBER Working Paper
8
Working paper / Department of Econometrics and Business Statistics, Monash University
8
Applied economics
7
Computational economics
7
Discussion paper / Center for Economic Research, Tilburg University
7
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
7
Discussion papers of interdisciplinary research project 373
7
International journal of financial engineering
7
Journal of mathematical finance
7
Applied economics letters
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1
Multi-population modelling and forecasting life-table death counts
Shang, Han Lin
;
Haberman, Steven
;
Xu, Ruofan
- In:
Insurance / Mathematics & economics
106
(
2022
),
pp. 239-253
Persistent link: https://www.econbiz.de/10013380527
Saved in:
2
Univariate and multivariate claims reserving with generalized link ratios
Portugal, Luís
;
Pantelous, Athanasios A.
;
Verrall, Richard
- In:
Insurance / Mathematics & economics
97
(
2021
),
pp. 57-67
Persistent link: https://www.econbiz.de/10012491961
Saved in:
3
Asymptotic independence and support detection techniques for heavy-tailed multivariate data
Lehtomaa, Jaakko
;
Resnick, Sidney I.
- In:
Insurance / Mathematics & economics
93
(
2020
),
pp. 262-277
Persistent link: https://www.econbiz.de/10012294133
Saved in:
4
Extreme quantile estimation for β-mixing time series and applications
Chavez-Demoulin, Valérie
;
Guillou, Armelle
- In:
Insurance / Mathematics & economics
83
(
2018
),
pp. 59-74
Persistent link: https://www.econbiz.de/10011944097
Saved in:
5
Combining multivariate volatility forecasts: an economic-based approach
Caldeira, João F.
;
Moura, Guilherme Valle
;
Nogales, …
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
2
,
pp. 247-285
Persistent link: https://www.econbiz.de/10011987429
Saved in:
6
Beyond dimension two : a test for higher-order tail risk
Bormann, Carsten
;
Schaumburg, Julia
;
Schienle, Melanie
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
3
,
pp. 552-580
Persistent link: https://www.econbiz.de/10011623690
Saved in:
7
Quantile regression for long memory testing : a case of realized volatility
Hassler, Uwe
;
Rodrigues, Paulo M. M.
;
Rubia, Antonio
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
4
,
pp. 693-724
Persistent link: https://www.econbiz.de/10011623824
Saved in:
8
Variance targeting estimation of multivariate GARCH models
Francq, Christian
;
Horváth, Lajos
;
Zakoïan, Jean-Michel
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
2
,
pp. 353-382
Persistent link: https://www.econbiz.de/10011589013
Saved in:
9
Stochastic loss reserving with dependence : a flexible multivariate Tweedie approach
Avanzi, Benjamin
;
Taylor, Greg
;
Vu, Phuong Anh
;
Wong, …
- In:
Insurance / Mathematics & economics
71
(
2016
),
pp. 63-78
Persistent link: https://www.econbiz.de/10011630609
Saved in:
10
Adaptive Realized Kernels
Carrasco, Marine
;
Kotchoni, Rachidi
- In:
Journal of financial econometrics : official journal of …
13
(
2015
)
4
,
pp. 757-797
Persistent link: https://www.econbiz.de/10011417704
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