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person:"Swanson, Norman R."
subject:"Volatility"
~person:"Spokojnyj, Vladimir G."
~subject:"Nichtparametrisches Verfahren"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Estimation theory"
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Volatility
Nichtparametrisches Verfahren
Estimation theory
23
Schätztheorie
23
Theorie
11
Theory
11
Time series analysis
8
Zeitreihenanalyse
8
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7
IV-Schätzung
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1960-2003
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1983-2005
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Aufsatz in Zeitschrift
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Swanson, Norman R.
Spokojnyj, Vladimir G.
Linton, Oliver
36
Li, Qi
30
Su, Liangjun
21
Florens, Jean-Pierre
19
Gao, Jiti
19
Chen, Songnian
17
Chen, Xiaohong
17
Kumar, Dilip
17
Kumbhakar, Subal
17
Parmeter, Christopher F.
17
Racine, Jeffrey
17
Cai, Zongwu
16
Simar, Léopold
16
Li, Degui
14
Maheswaran, S.
14
Sun, Yiguo
14
Ullah, Aman
14
Escanciano, Juan Carlos
13
Horowitz, Joel
13
Tsionas, Efthymios G.
13
Henderson, Daniel J.
12
Phillips, Peter C. B.
12
Todorov, Viktor
12
Fan, Jianqing
11
Hoderlein, Stefan
11
Lewbel, Arthur
11
Li, Jia
11
White, Halbert
11
Otsu, Taisuke
10
Tauchen, George Eugene
10
Breunig, Christoph
9
Kristensen, Dennis
9
Mammen, Enno
9
Newey, Whitney K.
9
Robinson, Peter M.
9
Van Keilegom, Ingrid
9
Xiao, Zhijie
9
Yao, Feng
9
Zhang, Xibin
9
Ai, Chunrong
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of econometrics
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
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ECONIS (ZBW)
4
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1
Predictive density estimators for daily volatility based on the use of realized measures
Corradi, Valentina
;
Distaso, Walter
;
Swanson, Norman R.
- In:
Journal of econometrics
150
(
2009
)
2
,
pp. 119-138
Persistent link: https://www.econbiz.de/10003858447
Saved in:
2
Inhomogeneous dependence modeling with time-varying copulae
Giacomini, Enzo
;
Härdle, Wolfgang
;
Spokojnyj, Vladimir G.
- In:
Journal of business & economic statistics : JBES ; a …
27
(
2009
)
2
,
pp. 224-234
Persistent link: https://www.econbiz.de/10003885784
Saved in:
3
Time inhomogenous multiple volatility modeling
Härdle, Wolfgang
;
Herwartz, Helmut
;
Spokojnyj, Vladimir G.
- In:
Journal of financial econometrics : official journal of …
1
(
2003
)
1
,
pp. 55-95
Persistent link: https://www.econbiz.de/10002220931
Saved in:
4
An adaptive, rate-optimal test of a parametric mean-regression model against a nonparametric alternative
Horowitz, Joel
;
Spokojnyj, Vladimir G.
- In:
Econometrica : journal of the Econometric Society, an …
69
(
2001
)
3
,
pp. 599-631
Persistent link: https://www.econbiz.de/10001580788
Saved in:
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