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isPartOf:"The review of economic studies"
subject:"Statistical theory"
~isPartOf:"Jahrbücher für Nationalökonomie und Statistik"
~isPartOf:"Technical working paper / National Bureau of Economic Research"
~subject:"Volatility"
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Search: subject_exact:"Estimation theory"
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Statistical theory
Volatility
Estimation theory
217
Schätztheorie
217
Theorie
137
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137
Time series analysis
39
Zeitreihenanalyse
39
Estimation
21
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Angrist, Joshua D.
4
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The review of economic studies
Jahrbücher für Nationalökonomie und Statistik
Technical working paper / National Bureau of Economic Research
Journal of econometrics
148
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
70
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
52
Econometric reviews
49
Economics letters
48
Econometric theory
36
Discussion paper / Tinbergen Institute
34
Journal of empirical finance
20
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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NBER Working Paper
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CREATES research paper
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Quantitative finance
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Série des documents de travail / Centre de Recherche en Économie et Statistique
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International journal of forecasting
14
The econometrics journal
14
Econometrics : open access journal
13
Finance research letters
13
International journal of theoretical and applied finance
13
Journal of banking & finance
13
Journal of financial econometrics
13
Working paper / Department of Econometrics and Business Statistics, Monash University
13
CORE discussion paper : DP
12
Europäische Hochschulschriften / 5
12
Oxford bulletin of economics and statistics
12
International economic review
11
Journal of forecasting
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SFB 649 discussion paper
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The North American journal of economics and finance : a journal of financial economics studies
11
Discussion papers of interdisciplinary research project 373
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Journal of quantitative economics : official journal of the Indian Econometric Society
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Journal of risk and financial management : JRFM
10
Working papers in economics and econometrics
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American journal of agricultural economics
9
Computational economics
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Discussion paper
9
Discussion paper / Center for Economic Research, Tilburg University
9
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
9
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ECONIS (ZBW)
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OLS and 2SLS in randomized and conditionally randomized experiments
Ansel, Jason
;
Hong, Han
;
Li, Jessie
- In:
Jahrbücher für Nationalökonomie und Statistik
238
(
2018
)
3/4
,
pp. 243-293
Persistent link: https://www.econbiz.de/10011954447
Saved in:
2
"Data monkeys" : a procedural model of extrapolation from partial statistics
Spiegler, Ran
- In:
The review of economic studies
84
(
2017
)
4
,
pp. 1818-1841
Persistent link: https://www.econbiz.de/10011920094
Saved in:
3
On the correlation structure of microstructure noise : a financial economic approach
Diebold, Francis X.
;
Strasser, Georg
- In:
The review of economic studies
80
(
2013
)
4
,
pp. 1304-1337
Persistent link: https://www.econbiz.de/10010202113
Saved in:
4
Structural vector autoregressions : theory of identification and algorithms for inference
Rubio-Ramírez, Juan Francisco
;
Waggoner, Daniel F.
; …
- In:
The review of economic studies
77
(
2010
)
2
,
pp. 665-696
Persistent link: https://www.econbiz.de/10003951617
Saved in:
5
Simulated likelihood estimation of diffusions with an application to exchange rate dynamics in incomplete markets
Brandt, Michael W.
;
Santa-Clara, Pedro
-
2001
Persistent link: https://www.econbiz.de/10001606888
Saved in:
6
Microstructure noise, realized variance, and optimal sampling
Bandi, F. M.
;
Russell, Jeffrey R.
- In:
The review of economic studies
75
(
2008
)
2
,
pp. 339-369
Persistent link: https://www.econbiz.de/10003678717
Saved in:
7
Zur Schätzung des Inkonsistenz-Index als Maßzahl zur Fehlermessung bei klassierten Erhebungsergebnissen
Strecker, Heinrich
- In:
Jahrbücher für Nationalökonomie und Statistik
220
(
2000
)
6
,
pp. 777-792
Persistent link: https://www.econbiz.de/10001533969
Saved in:
8
Veränderungsraten und ihre statistische Messung : Reminiszenzen und erneuerte Betrachtung
Wiegert, Rolf
- In:
Jahrbücher für Nationalökonomie und Statistik
220
(
2000
)
6
,
pp. 793-806
Persistent link: https://www.econbiz.de/10001533971
Saved in:
9
Der Inkonsistenz-Index : eine Maßzahl zur Fehlermessung bei nach Größenklassen gegliederten Erhebungsergebnissen ; Modell und praktische Bestimmung
Strecker, Heinrich
- In:
Jahrbücher für Nationalökonomie und Statistik
(
1997
),
pp. 625-657
Persistent link: https://www.econbiz.de/10001224901
Saved in:
10
Eine Bemerkung zur reduzierten Form rekursiver Modelle
Schneeweiß, Hans
- In:
Jahrbücher für Nationalökonomie und Statistik
(
1996
),
pp. 586-597
Persistent link: https://www.econbiz.de/10001207479
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