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subject:"Germany"
subject:"Zins"
~isPartOf:"Journal of econometrics"
~subject:"Volatility"
~type_genre:"Article in journal"
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Search: subject_exact:"Estimation theory"
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Germany
Zins
Volatility
Estimation theory
1,601
Schätztheorie
1,601
Theorie
366
Theory
366
Nichtparametrisches Verfahren
312
Nonparametric statistics
312
Time series analysis
304
Zeitreihenanalyse
304
Regression analysis
264
Regressionsanalyse
264
Estimation
216
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212
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156
Panel study
156
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148
Statistischer Test
148
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116
Method of moments
98
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97
Induktive Statistik
82
Statistical inference
82
Maximum likelihood estimation
78
Maximum-Likelihood-Schätzung
78
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76
Autokorrelation
76
Forecasting model
73
Prognoseverfahren
73
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71
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71
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68
Cointegration
63
Kointegration
62
Stochastic process
61
Stochastischer Prozess
61
Causality analysis
59
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59
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59
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59
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Article in journal
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119
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119
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Todorov, Viktor
10
Tauchen, George Eugene
7
Andersen, Torben
6
Li, Jia
6
Kim, Donggyu
5
Li, Yingying
5
Francq, Christian
4
Mykland, Per A.
4
Zakoïan, Jean-Michel
4
Aït-Sahalia, Yacine
3
Bollerslev, Tim
3
Meddahi, Nour
3
Park, Joon Y.
3
Varneskov, Rasmus Tangsgaard
3
Wang, Yazhen
3
Zhang, Lan
3
Clinet, Simon
2
Fan, Jianqing
2
Gallant, A. Ronald
2
Gouriéroux, Christian
2
Grynkiv, Iaryna
2
Jasiak, Joann
2
Kong, Xin-Bing
2
Koopman, Siem Jan
2
Li, Guodong
2
Li, Wai Keung
2
Patton, Andrew J.
2
Potiron, Yoann
2
Wang, Bin
2
Xiu, Dacheng
2
Zhang, Congshan
2
Zhang, Zhiyuan
2
Zheng, Xinghua
2
Zheng, Xu
2
Zhu, Ke
2
Zu, Yang
2
Ahn, Dong-Hyun
1
Ahsan, Nazmul
1
Amengual, Dante
1
Andreou, Elena
1
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Journal of econometrics
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
59
Economics letters
28
Econometric reviews
23
Journal of empirical finance
22
Economic modelling
19
Journal of financial econometrics : official journal of the Society for Financial Econometrics
18
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
18
Econometric theory
17
International journal of forecasting
16
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
15
Quantitative finance
15
Finance research letters
13
International journal of theoretical and applied finance
13
Journal of banking & finance
13
Journal of financial econometrics
13
The North American journal of economics and finance : a journal of financial economics studies
11
The econometrics journal
11
Applied economics
10
Econometrics : open access journal
10
Journal of forecasting
10
Journal of risk and financial management : JRFM
10
International journal of economics and financial issues : IJEFI
9
Applied financial economics
8
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
8
Finance and stochastics
8
Journal of mathematical finance
8
Applied economics letters
7
Computational economics
7
International journal of financial engineering
7
Macroeconomic dynamics
7
The European journal of finance
7
CBN journal of applied statistics
6
Cogent economics & finance
6
Decisions in economics and finance : DEF ; a journal of applied mathematics
6
Journal of applied econometrics
6
Journal of international money and finance
6
Journal of the American Statistical Association : JASA
6
Oxford bulletin of economics and statistics
6
Asia-Pacific financial markets
5
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ECONIS (ZBW)
119
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119
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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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