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isPartOf:"The journal of finance : the journal of the American Finance Association"
subject:"Volatilität"
~isPartOf:"Annales d'économie et de statistique"
~isPartOf:"Journal of econometrics"
~subject:"Theory"
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Search: subject_exact:"Estimation theory"
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Volatilität
Theory
Estimation theory
1,738
Schätztheorie
1,738
Theorie
449
Zeitreihenanalyse
319
Time series analysis
318
Nichtparametrisches Verfahren
316
Nonparametric statistics
316
Regression analysis
270
Regressionsanalyse
270
Estimation
230
Schätzung
226
Panel
160
Panel study
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Statistical test
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Statistischer Test
152
Volatility
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Momentenmethode
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84
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Maximum likelihood estimation
81
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63
Kointegration
62
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61
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61
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60
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60
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526
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Gouriéroux, Christian
11
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10
Baltagi, Badi H.
8
Li, Qi
7
Tauchen, George Eugene
7
Andersen, Torben
6
Chib, Siddhartha
6
Kohn, Robert
6
Lee, Lung-fei
6
Li, Jia
6
Phillips, Peter C. B.
6
Diebold, Francis X.
5
Kim, Donggyu
5
Li, Yingying
5
Zakoïan, Jean-Michel
5
Aït-Sahalia, Yacine
4
Bertail, Patrice
4
Bollerslev, Tim
4
Chen, Songnian
4
Francq, Christian
4
Granger, C. W. J.
4
King, Maxwell L.
4
Magnus, Jan R.
4
Mykland, Per A.
4
Newey, Whitney K.
4
Park, Joon Y.
4
Robert, Christian P.
4
Schmidt, Peter
4
Swanson, Norman R.
4
Abrevaya, Jason
3
Ali, Mukhtar M.
3
Andrews, Donald W. K.
3
Baillie, Richard
3
Bauwens, Luc
3
Deschamps, Jean-Philippe
3
Donald, Stephen G.
3
Franses, Philip Hans
3
Ghysels, Eric
3
Godfrey, L. G.
3
Golan, Amos
3
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The journal of finance : the journal of the American Finance Association
Annales d'économie et de statistique
Journal of econometrics
Economics letters
403
Econometric theory
298
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
244
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
233
Série des documents de travail / Centre de Recherche en Économie et Statistique
158
Econometric reviews
149
Journal of quantitative economics : official journal of the Indian Econometric Society
138
Journal of applied econometrics
136
The review of economics and statistics
123
Oxford bulletin of economics and statistics
102
Discussion paper / Tinbergen Institute
98
Working paper / National Bureau of Economic Research, Inc.
87
Discussion paper / Center for Economic Research, Tilburg University
84
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
83
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
83
Statistical papers
79
CORE discussion paper : DP
77
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
66
The review of economic studies
61
International economic review
59
Metrika : international journal for theoretical and applied statistics
57
Applied economics
55
Journal of forecasting
54
Technical working paper / National Bureau of Economic Research
54
Working paper series
52
American journal of agricultural economics
51
Discussion paper series / IZA
50
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
47
Europäische Hochschulschriften / 5
44
SFB 649 discussion paper
42
Journal of the Royal Statistical Society
41
The econometrics journal
41
Cowles Foundation discussion paper
39
Publications de l'Institut de Statistique de l'Université de Paris : analyse factorielle des correspondances continues
39
Journal of economic dynamics & control
38
Working paper
38
Discussion paper / Tinbergen Institute / Tinbergen Institute
37
Journal of empirical finance
36
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ECONIS (ZBW)
555
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1
Asymptotic F test in regressions with observations collected at high frequency over long span
Pellatt, Daniel F.
;
Sun, Yixiao
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1281-1309
Persistent link: https://www.econbiz.de/10014471377
Saved in:
2
Parametric estimation of long memory in factor models
Ergemen, Yunus Emre
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1483-1499
Persistent link: https://www.econbiz.de/10014471404
Saved in:
3
Volatility measurement with pockets of extreme return persistence
Andersen, Torben
;
Li, Yingying
;
Todorov, Viktor
;
Zhou, Bo
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014471793
Saved in:
4
Semiparametric estimation of latent variable asset pricing models
Dalderop, Jeroen
- In:
Journal of econometrics
236
(
2023
)
1
,
pp. 1-30
Persistent link: https://www.econbiz.de/10014332225
Saved in:
5
Bias reduction in spot volatility estimation from options
Todorov, Viktor
;
Zhang, Yang
- In:
Journal of econometrics
234
(
2023
)
1
,
pp. 53-81
Persistent link: https://www.econbiz.de/10014364661
Saved in:
6
Nonparametric jump variation measures from options
Todorov, Viktor
- In:
Journal of econometrics
230
(
2022
)
2
,
pp. 255-280
Persistent link: https://www.econbiz.de/10013463804
Saved in:
7
Testing for the presence of jump components in jump diffusion models
Wang, Bin
;
Zheng, Xu
- In:
Journal of econometrics
230
(
2022
)
2
,
pp. 483-509
Persistent link: https://www.econbiz.de/10013464085
Saved in:
8
Local mispricing and microstructural noise : a parametric perspective
Andersen, Torben
;
Archakov, Ilya
;
Cebiroglu, Gökhan
; …
- In:
Journal of econometrics
230
(
2022
)
2
,
pp. 510-534
Persistent link: https://www.econbiz.de/10013464102
Saved in:
9
Testing for parameter instability and structural change in persistent predictive regressions
Andersen, Torben
;
Varneskov, Rasmus Tangsgaard
- In:
Journal of econometrics
231
(
2022
)
2
,
pp. 361-386
Persistent link: https://www.econbiz.de/10013464808
Saved in:
10
Occupation density estimation for noisy high-frequency data
Zhang, Congshan
;
Li, Jia
;
Bollerslev, Tim
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 189-211
Persistent link: https://www.econbiz.de/10013441646
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