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source:"econis"
subject:"Statistical theory"
~isPartOf:"Journal of econometrics"
~isPartOf:"Technical working paper / National Bureau of Economic Research"
~subject:"Volatilität"
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Statistical theory
Volatilität
Estimation theory
1,728
Schätztheorie
1,728
Theorie
421
Theory
421
Zeitreihenanalyse
331
Time series analysis
330
Nichtparametrisches Verfahren
316
Nonparametric statistics
316
Regression analysis
271
Regressionsanalyse
271
Estimation
225
Schätzung
221
Panel
157
Panel study
157
Statistical test
151
Statistischer Test
151
Volatility
119
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100
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99
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82
Maximum likelihood estimation
82
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82
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77
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77
Forecasting model
75
Prognoseverfahren
75
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70
Cointegration
64
Kointegration
63
Statistical distribution
62
Statistische Verteilung
62
Stochastic process
62
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62
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61
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61
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Todorov, Viktor
10
Tauchen, George Eugene
7
Andersen, Torben
6
Li, Jia
6
Kim, Donggyu
5
Li, Yingying
5
Angrist, Joshua D.
4
Francq, Christian
4
Mykland, Per A.
4
Zakoïan, Jean-Michel
4
Aït-Sahalia, Yacine
3
Bollerslev, Tim
3
Gouriéroux, Christian
3
Imbens, Guido
3
Jasiak, Joann
3
Meddahi, Nour
3
Park, Joon Y.
3
Varneskov, Rasmus Tangsgaard
3
Wang, Yazhen
3
Zhang, Lan
3
Zheng, Xinghua
3
Clinet, Simon
2
Fan, Jianqing
2
Gallant, A. Ronald
2
Ghysels, Eric
2
Grynkiv, Iaryna
2
Kong, Xin-Bing
2
Koopman, Siem Jan
2
Krueger, Alan B.
2
Li, Guodong
2
Li, Wai Keung
2
Metcalf, Gilbert E.
2
Patton, Andrew J.
2
Potiron, Yoann
2
Wang, Bin
2
White, Halbert
2
Xiu, Dacheng
2
Zhang, Congshan
2
Zhang, Zhiyuan
2
Zheng, Xu
2
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Journal of econometrics
Technical working paper / National Bureau of Economic Research
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
Economic modelling
17
Journal of financial econometrics : official journal of the Society for Financial Econometrics
17
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
17
NBER Working Paper
16
CREATES research paper
15
Quantitative finance
15
Série des documents de travail / Centre de Recherche en Économie et Statistique
15
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
11
SFB 649 discussion paper
11
The North American journal of economics and finance : a journal of financial economics studies
11
Discussion papers of interdisciplinary research project 373
10
Journal of quantitative economics : official journal of the Indian Econometric Society
10
Journal of risk and financial management : JRFM
10
Working papers in economics and econometrics
10
American journal of agricultural economics
9
Computational economics
9
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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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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