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subject:"Großbritannien"
subject:"Volatilität"
~isPartOf:"Econometric reviews"
~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~subject:"Market microstructure"
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Search: subject_exact:"Estimation theory"
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Großbritannien
Volatilität
Market microstructure
Estimation theory
510
Schätztheorie
510
Theorie
140
Theory
140
Time series analysis
107
Zeitreihenanalyse
107
Nichtparametrisches Verfahren
90
Nonparametric statistics
90
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71
Regressionsanalyse
71
Estimation
69
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69
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61
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57
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57
Method of moments
38
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38
Volatility
38
Autocorrelation
31
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31
Statistical theory
28
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28
Cointegration
26
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25
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25
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25
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24
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24
Statistical distribution
23
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23
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23
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23
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22
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Maasoumi, Esfandiar
3
Teräsvirta, Timo
3
Corsi, Fulvio
2
Koopman, Siem Jan
2
McAleer, Michael
2
Amado, Cristina
1
Andreou, Alena
1
Audrino, Francesco
1
Balter, Janine
1
Bennedsen, Mikkel
1
Bermudez, P. de Zea
1
Bos, Charles S.
1
Boswijk, Herman Peter
1
Brownlees, Christian
1
Cai, Yuzhi
1
Cai, Zongwu
1
Caldeira, João F.
1
Carrasco, Marine
1
Catani, Paul
1
Cavaliere, Giuseppe
1
Chen, Qiang
1
De Angelis, Luca
1
Fan, Jianqing
1
Fan, Yingying
1
Fornari, Fabio
1
Francq, Christian
1
Frederiksen, Per
1
Galbraith, John W.
1
Ghysels, Eric
1
Gu, Wentao
1
Hansen, Peter Reinhard
1
Hassler, Uwe
1
Herwartz, Helmut
1
Horváth, Lajos
1
Hoshikawa, Toshiya
1
Hu, Meidi
1
Härdle, Wolfgang
1
Ikeda, Shin S.
1
Janus, Paweł
1
Kanatani, Taro
1
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Econometric reviews
Journal of financial econometrics : official journal of the Society for Financial Econometrics
Journal of econometrics
128
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
53
Discussion paper / Tinbergen Institute
29
Economics letters
29
Journal of empirical finance
20
Economic modelling
19
CREATES research paper
18
Journal of banking & finance
18
Quantitative finance
18
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
18
Econometric theory
17
International journal of forecasting
15
International journal of theoretical and applied finance
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Journal of financial econometrics
13
Oxford bulletin of economics and statistics
13
The econometrics journal
13
Finance research letters
12
Journal of applied econometrics
12
NBER Working Paper
12
Working paper / National Bureau of Economic Research, Inc.
12
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
11
Journal of forecasting
11
NBER working paper series
11
The North American journal of economics and finance : a journal of financial economics studies
11
International journal of economics and financial issues : IJEFI
10
Journal of risk and financial management : JRFM
10
SFB 649 discussion paper
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Applied economics
9
Discussion paper
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
Working paper
9
Applied economics letters
8
Finance and stochastics
8
CEMMAP working papers / Centre for Microdata Methods and Practice
7
Computational economics
7
Discussion papers in economics
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ECONIS (ZBW)
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1
Adaptive information-based methods for determining the co-integration rank in heteroskedastic VAR models
Boswijk, Herman Peter
;
Cavaliere, Giuseppe
;
De Angelis, Luca
- In:
Econometric reviews
42
(
2023
)
9/10
,
pp. 725-757
Persistent link: https://www.econbiz.de/10014420355
Saved in:
2
On the estimation of integrated volatility in the presence of jumps and microstructure noise
Brownlees, Christian
;
Nualart, Eulalia
;
Sun, Yucheng
- In:
Econometric reviews
39
(
2020
)
10
,
pp. 991-1013
Persistent link: https://www.econbiz.de/10012406198
Saved in:
3
Data cloning estimation for asymmetric stochastic volatility models
Bermudez, P. de Zea
;
Marín, J. Miguel
;
Veiga, Helena
- In:
Econometric reviews
39
(
2020
)
10
,
pp. 1057-1074
Persistent link: https://www.econbiz.de/10012406209
Saved in:
4
Semiparametric estimation and inference on the fractal index of Gaussian and conditionally Gaussian time series data
Bennedsen, Mikkel
- In:
Econometric reviews
39
(
2020
)
9
,
pp. 875-903
Persistent link: https://www.econbiz.de/10012295586
Saved in:
5
Bias-corrected realized variance
Yeh, Jin-huei
;
Wang, Jying-Nan
- In:
Econometric reviews
38
(
2019
)
2
,
pp. 170-192
Persistent link: https://www.econbiz.de/10012180719
Saved in:
6
A nonparametric specification test for the volatility functions of diffusion processes
Chen, Qiang
;
Hu, Meidi
;
Song, Xiaojun
- In:
Econometric reviews
38
(
2019
)
5
,
pp. 557-576
Persistent link: https://www.econbiz.de/10012181335
Saved in:
7
Efficient Bayesian inference in generalized inverse gamma processes for stochastic volatility
León-González, Roberto
- In:
Econometric reviews
38
(
2019
)
8
,
pp. 899-920
Persistent link: https://www.econbiz.de/10012181373
Saved in:
8
The estimation for Lévy processes in high frequency data
Zheng, Jing
;
Gu, Wentao
;
Xu, Baolin
;
Cai, Zongwu
- In:
Econometric reviews
37
(
2018
)
6/10
,
pp. 1051-1066
Persistent link: https://www.econbiz.de/10012040536
Saved in:
9
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:
10
Specification and testing of multiplicative time-varying GARCH models with applications
Amado, Cristina
;
Teräsvirta, Timo
- In:
Econometric reviews
36
(
2017
)
4
,
pp. 421-446
Persistent link: https://www.econbiz.de/10011795239
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