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isPartOf:"The journal of finance : the journal of the American Finance Association"
subject:"Volatilität"
~isPartOf:"Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics"
~language:"eng"
~subject:"Zeitreihenanalyse"
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Volatilität
Zeitreihenanalyse
Estimation theory
347
Schätztheorie
347
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264
Theory
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Statistical theory
46
Statistische Methodenlehre
46
Time series analysis
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Nelson, Daniel B.
5
Phillips, Peter C. B.
4
Tauchen, George Eugene
3
Abadir, Karim Maher
2
Andrews, Donald W. K.
2
Foster, Dean P.
2
Hadri, Kaddour
2
Li, Jia
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Sims, Christopher A.
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Stock, James H.
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1
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1
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1
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Chen, Xiaohong
1
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DeJong, David Neil
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Doornik, Jurgen A.
1
Dufour, Jean-Marie
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Hsiao, Cheng
1
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The journal of finance : the journal of the American Finance Association
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
Journal of econometrics
369
Econometric theory
168
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
163
Economics letters
153
Discussion paper / Tinbergen Institute
106
Econometric reviews
97
International journal of forecasting
69
CREATES research paper
65
Working paper / Department of Econometrics and Business Statistics, Monash University
63
Journal of forecasting
61
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Applied economics letters
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Econometrics : open access journal
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NBER Working Paper
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Economic modelling
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The econometrics journal
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Cowles Foundation discussion paper
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Journal of time series econometrics
40
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
39
Applied economics
38
Journal of empirical finance
38
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
37
Journal of the American Statistical Association : JASA
37
Computational economics
35
Journal of applied econometrics
33
EUI working paper / ECO
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SFB 649 discussion paper
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Série des documents de travail / Centre de Recherche en Économie et Statistique
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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NBER working paper series
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Working paper / National Bureau of Economic Research, Inc.
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Working paper series
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Oxford bulletin of economics and statistics
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Technical working paper / National Bureau of Economic Research
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Discussion paper / Center for Economic Research, Tilburg University
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LSE STICERD Research Paper
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NBER technical working paper series
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Umeå economic studies
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1
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:
2
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:
3
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:
4
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:
5
Confidence intervals for diffusion index forecasts and inference for factor-augmented regressions
Bai, Jushan
;
Ng, Serena
- In:
Econometrica : journal of the Econometric Society, an …
74
(
2006
)
4
,
pp. 1133-1150
Persistent link: https://www.econbiz.de/10003346183
Saved in:
6
The influence of VAR dimensions on estimator biases : comment
Doornik, Jurgen A.
;
Nielsen, Bent
;
Rothenberg, Thomas J.
- In:
Econometrica : journal of the Econometric Society, an …
71
(
2003
)
1
,
pp. 377-383
Persistent link: https://www.econbiz.de/10001731136
Saved in:
7
The time series and cross section asymptotics of dynamic panel data estimators
Alvarez, Javier
;
Arellano, Manuel
- In:
Econometrica : journal of the Econometric Society, an …
71
(
2003
)
4
,
pp. 1121-1159
Persistent link: https://www.econbiz.de/10001792653
Saved in:
8
Range-based estimation of stochastic volatility models
Alizadeh, Sassan
;
Brandt, Michael W.
;
Diebold, Francis X.
- In:
The journal of finance : the journal of the American …
57
(
2002
)
3
,
pp. 1047-1091
Persistent link: https://www.econbiz.de/10001684742
Saved in:
9
Lower risk bounds and properties of confidence sets for ill-posed estimation problems with applications to spectral density and persistence estimation, unit roots, and estimation o...
Pötscher, Benedikt M.
- In:
Econometrica : journal of the Econometric Society, an …
70
(
2002
)
3
,
pp. 1035-1065
Persistent link: https://www.econbiz.de/10001688015
Saved in:
10
Subsampling intervals in autoregressive models with linear time trend
Romano, Joseph P.
;
Wolf, Michael
- In:
Econometrica : journal of the Econometric Society, an …
69
(
2001
)
5
,
pp. 1283-1314
Persistent link: https://www.econbiz.de/10001612104
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