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isPartOf:"Série des documents de travail / Centre de Recherche en Économie et Statistique"
subject:"Volatility"
~isPartOf:"Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics"
~isPartOf:"Working paper / National Bureau of Economic Research, Inc."
~subject:"Markov-Kette"
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Search: subject_exact:"Estimation theory"
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Volatility
Markov-Kette
Estimation theory
773
Schätztheorie
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Theorie
481
Theory
481
Time series analysis
86
Zeitreihenanalyse
86
Nichtparametrisches Verfahren
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Bertail, Patrice
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Clémençon, Stéphan
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Gouriéroux, Christian
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Jasiak, Joann
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Li, Jia
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Tauchen, George Eugene
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White, Halbert
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Angelo, Mele
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Aruoba, S. Borağan
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Bertholon, Henri
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Boudoukh, Jacob
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Brandt, Michael W.
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Carrasco, Marine
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Cho, Jin Seo
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Creal, Drew
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Cuba-Borda, Pablo
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Dai, Qiang
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Das, Sanjiv R.
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Série des documents de travail / Centre de Recherche en Économie et Statistique
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
Working paper / National Bureau of Economic Research, Inc.
Journal of econometrics
133
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
48
Discussion paper / Tinbergen Institute
34
Economics letters
30
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27
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
23
Journal of empirical finance
21
International journal of forecasting
18
CREATES research paper
17
Economic modelling
17
Journal of financial econometrics : official journal of the Society for Financial Econometrics
17
Journal of forecasting
16
Quantitative finance
16
Econometric theory
15
Finance research letters
14
Journal of banking & finance
14
Journal of financial econometrics
14
International journal of theoretical and applied finance
13
The econometrics journal
13
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
12
The North American journal of economics and finance : a journal of financial economics studies
12
Econometrics : open access journal
11
Computational economics
10
European journal of operational research : EJOR
10
Journal of risk and financial management : JRFM
10
NBER Working Paper
10
SFB 649 discussion paper
9
Working paper / Department of Econometrics and Business Statistics, Monash University
9
Working papers
9
Finance and stochastics
8
International journal of economics and financial issues : IJEFI
8
Journal of mathematical finance
8
NBER working paper series
8
Applied economics
6
Applied economics letters
6
Decisions in economics and finance : DEF ; a journal of applied mathematics
6
Discussion papers of interdisciplinary research project 373
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Piecewise-linear approximations and filtering for DSGE models with occasionally binding constraints
Aruoba, S. Borağan
;
Cuba-Borda, Pablo
;
Higa-Flores, Kenji
-
2020
Persistent link: https://www.econbiz.de/10012391705
Saved in:
2
Estimating dynamic games of oligopolistic competition : an experimental investigation
Salz, Tobias
;
Vespa, Emanuel
-
2020
Persistent link: https://www.econbiz.de/10012195089
Saved in:
3
A structural model of dense network formation
Angelo, Mele
- In:
Econometrica : journal of the Econometric Society, an …
85
(
2017
)
3
,
pp. 825-850
Persistent link: https://www.econbiz.de/10011778815
Saved in:
4
Statistical properties of microstructure noise
Jacod, Jean
;
Li, Yingying
;
Zheng, Xinghua
- In:
Econometrica : journal of the Econometric Society, an …
85
(
2017
)
4
,
pp. 1133-1174
Persistent link: https://www.econbiz.de/10011791234
Saved in:
5
Jump regressions
Li, Jia
;
Todorov, Viktor
;
Tauchen, George Eugene
- In:
Econometrica : journal of the Econometric Society, an …
85
(
2017
)
1
,
pp. 173-195
Persistent link: https://www.econbiz.de/10011738476
Saved in:
6
Assessment of uncertainty in high frequency data : the observed asymptotic variance
Mykland, Per A.
;
Zhang, Lan
- In:
Econometrica : journal of the Econometric Society, an …
85
(
2017
)
1
,
pp. 197-231
Persistent link: https://www.econbiz.de/10011738478
Saved in:
7
Estimation of affine term structure models with spanned or unspanned stochastic volatility
Creal, Drew
;
Wu, Jing Cynthia
-
2014
Persistent link: https://www.econbiz.de/10010360896
Saved in:
8
Optimal test for Markov switching parameters
Carrasco, Marine
;
Hu, Liang
;
Ploberger, Werner
- In:
Econometrica : journal of the Econometric Society, an …
82
(
2014
)
2
,
pp. 765-784
Persistent link: https://www.econbiz.de/10010404431
Saved in:
9
Robust estimation and inference for jumps in noisy high frequency data : a local-to-continuity theory for the pre-averaging method
Li, Jia
- In:
Econometrica : journal of the Econometric Society, an …
81
(
2013
)
4
,
pp. 1673-1693
Persistent link: https://www.econbiz.de/10009793469
Saved in:
10
Macroeconomics and volatility : data, models, and estimation
Fernández-Villaverde, Jesús
;
Rubio-Ramírez, Juan …
-
2010
Persistent link: https://www.econbiz.de/10008780325
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