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subject:"Großbritannien"
subject:"Kanada"
~isPartOf:"Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria"
~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~subject:"Volatilität"
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Search: subject_exact:"Estimation theory"
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Großbritannien
Kanada
Volatilität
Estimation theory
260
Schätztheorie
260
Theorie
72
Theory
72
Estimation
63
Schätzung
63
Time series analysis
53
Zeitreihenanalyse
53
Nichtparametrisches Verfahren
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Nonparametric statistics
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Regression analysis
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Regressionsanalyse
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Volatility
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Andreou, Alena
1
Balter, Janine
1
Bos, Charles S.
1
Caldeira, João F.
1
Campolieti, Michele
1
Carrasco, Marine
1
Cromwell, Jeff B.
1
Ericsson, Neil R.
1
Fan, Jianqing
1
Fan, Yingying
1
Francq, Christian
1
Frederiksen, Per
1
Ghysels, Eric
1
Hassler, Uwe
1
Herwartz, Helmut
1
Horváth, Lajos
1
Härdle, Wolfgang
1
Ikeda, Shin S.
1
Janus, Paweł
1
Koopman, Siem Jan
1
Kotchoni, Rachidi
1
Kouassi, Eugène
1
Krämer, Walter
1
Labys, Walter C.
1
Li, Yingying
1
Lv, Jinchi
1
Moura, Guilherme Valle
1
Mykland, Per A.
1
Nagakura, Daisuke
1
Nielsen, Morten Ørregaard
1
Nogales, Francisco J.
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Raj, Baldev
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Rodrigues, Paulo M. M.
1
Rubia, Antonio
1
Santos, André A. P.
1
Serletis, Apostolos
1
Sibbertsen, Philipp
1
Siklos, Pierre L.
1
Spokojnyj, Vladimir G.
1
Suto, Nobuyuki
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
Journal of financial econometrics : official journal of the Society for Financial Econometrics
Journal of econometrics
122
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
56
Economics letters
30
Discussion paper / Tinbergen Institute
29
Econometric reviews
23
Journal of empirical finance
20
Economic modelling
19
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
18
Econometric theory
17
Journal of banking & finance
16
Oxford bulletin of economics and statistics
16
Quantitative finance
16
CREATES research paper
15
International journal of forecasting
15
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
13
International journal of theoretical and applied finance
13
Journal of applied econometrics
13
Journal of financial econometrics
13
The econometrics journal
13
Finance research letters
12
The North American journal of economics and finance : a journal of financial economics studies
12
Applied economics
11
Journal of forecasting
11
NBER Working Paper
11
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Working paper / National Bureau of Economic Research, Inc.
11
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10
Journal of risk and financial management : JRFM
10
NBER working paper series
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9
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9
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
9
Econometrics : open access journal
9
International journal of economics and financial issues : IJEFI
9
SFB 649 discussion paper
9
Finance and stochastics
8
CEMMAP working papers / Centre for Microdata Methods and Practice
7
Discussion papers in economics
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1
Demand systems with heteroscedastic disturbances
Serletis, Apostolos
;
Xu, Libo
- In:
Empirical economics : a journal of the Institute for …
58
(
2020
)
4
,
pp. 1913-1921
Persistent link: https://www.econbiz.de/10012219723
Saved in:
2
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:
3
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:
4
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:
5
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:
6
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:
7
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:
8
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
Saved in:
9
Rounding errors and volatility estimation
Li, Yingying
;
Mykland, Per A.
- In:
Journal of financial econometrics : official journal of …
13
(
2015
)
2
,
pp. 478-504
Persistent link: https://www.econbiz.de/10011339292
Saved in:
10
Estimation of distortion risk measures
Tsukahara, Hideatsu
- In:
Journal of financial econometrics : official journal of …
12
(
2014
)
1
,
pp. 213-235
Persistent link: https://www.econbiz.de/10010233598
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