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subject:"Estimation"
subject:"Volatilität"
~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~subject:"Kointegration"
~subject:"Statistical inference"
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Estimation
Volatilität
Kointegration
Statistical inference
Estimation theory
73
Schätztheorie
73
Time series analysis
20
Zeitreihenanalyse
20
Volatility
16
Schätzung
15
ARCH model
11
ARCH-Modell
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Market microstructure
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Börsenkurs
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Statistical test
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Statistischer Test
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Audrino, Francesco
2
Ahlgren, Niklas
1
Andreou, Alena
1
Antell, Jan
1
Balter, Janine
1
Bos, Charles S.
1
Bu, Ruijun
1
Caldeira, João F.
1
Cappiello, Lorenzo
1
Carrasco, Marine
1
Chen, Yi-ting
1
Corsi, Fulvio
1
Engle, Robert F.
1
Fan, Jianqing
1
Fan, Yingying
1
Francq, Christian
1
Frederiksen, Per
1
Ghysels, Eric
1
Giet, Ludovic
1
Gérard, Bruno
1
Hadri, Kaddour
1
Haldrup, Niels
1
Hassler, Uwe
1
Herwartz, Helmut
1
Horváth, Lajos
1
Härdle, Wolfgang
1
Ikeda, Shin S.
1
Janus, Paweł
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Koopman, Siem Jan
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Moura, Guilherme Valle
1
Mykland, Per A.
1
Nagakura, Daisuke
1
Nielsen, Morten Ørregaard
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
Journal of econometrics
398
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
190
Economics letters
151
CEMMAP working papers / Centre for Microdata Methods and Practice
101
Econometric reviews
93
Econometric theory
75
Applied economics letters
72
Discussion paper series / IZA
66
The econometrics journal
66
Discussion paper / Tinbergen Institute
65
Economic modelling
65
NBER Working Paper
64
NBER working paper series
59
Applied economics
55
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
55
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
51
Working paper / Department of Econometrics and Business Statistics, Monash University
50
Econometrics : open access journal
48
Quantitative economics : QE ; journal of the Econometric Society
48
CREATES research paper
47
Journal of applied econometrics
46
Journal of the American Statistical Association : JASA
46
CESifo working papers
41
Cowles Foundation discussion paper
40
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
40
Working paper
40
Working paper / National Bureau of Economic Research, Inc.
39
Cowles Foundation Discussion Paper
37
IZA Discussion Paper
37
International journal of forecasting
37
Journal of banking & finance
37
Journal of empirical finance
35
Discussion papers / CEPR
32
Empirical economics : a quarterly journal of the Institute for Advanced Studies
32
Computational economics
30
Discussion paper
29
Journal of forecasting
28
The review of economics and statistics
27
SFB 649 discussion paper
26
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ECONIS (ZBW)
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1
Combining multivariate volatility forecasts: an economic-based approach
Caldeira, João F.
;
Moura, Guilherme Valle
;
Nogales, …
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
2
,
pp. 247-285
Persistent link: https://www.econbiz.de/10011987429
Saved in:
2
Tests for abnormal returns in the presence of event-induced cross-sectional correlation
Ahlgren, Niklas
;
Antell, Jan
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
2
,
pp. 286-301
Persistent link: https://www.econbiz.de/10011987446
Saved in:
3
Dynamic conditional beta
Engle, Robert F.
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
4
,
pp. 643-667
Persistent link: https://www.econbiz.de/10011623818
Saved in:
4
Quantile regression for long memory testing : a case of realized volatility
Hassler, Uwe
;
Rodrigues, Paulo M. M.
;
Rubia, Antonio
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
4
,
pp. 693-724
Persistent link: https://www.econbiz.de/10011623824
Saved in:
5
Variance targeting estimation of multivariate GARCH models
Francq, Christian
;
Horváth, Lajos
;
Zakoïan, Jean-Michel
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
2
,
pp. 353-382
Persistent link: https://www.econbiz.de/10011589013
Saved in:
6
Adaptive Realized Kernels
Carrasco, Marine
;
Kotchoni, Rachidi
- In:
Journal of financial econometrics : official journal of …
13
(
2015
)
4
,
pp. 757-797
Persistent link: https://www.econbiz.de/10011417704
Saved in:
7
Two-scale realized kernels : a univariate case
Ikeda, Shin S.
- In:
Journal of financial econometrics : official journal of …
13
(
2015
)
1
,
pp. 126-165
Persistent link: https://www.econbiz.de/10010519659
Saved in:
8
On the optimal estimating function method for conditional correlation models
Chen, Yi-ting
- In:
Journal of financial econometrics : official journal of …
13
(
2015
)
1
,
pp. 83-125
Persistent link: https://www.econbiz.de/10010519661
Saved in:
9
A state space approach to estimating the integrated variance under the existence of market microstructure noise
Nagakura, Daisuke
;
Watanabe, Toshiaki
- In:
Journal of financial econometrics : official journal of …
13
(
2015
)
1
,
pp. 45-82
Persistent link: https://www.econbiz.de/10010519663
Saved in:
10
Quarticity estimation on ohlc data
Balter, Janine
- In:
Journal of financial econometrics : official journal of …
13
(
2015
)
2
,
pp. 505-519
Persistent link: https://www.econbiz.de/10011339287
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