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subject:"Großbritannien"
subject:"Volatilität"
~isPartOf:"Econometric theory"
~subject:"Prognoseverfahren"
~subject:"Stochastischer Prozess"
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Großbritannien
Volatilität
Prognoseverfahren
Stochastischer Prozess
Estimation theory
723
Schätztheorie
723
Theorie
284
Theory
284
Time series analysis
159
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Kanaya, Shin
2
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1
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Econometric theory
Journal of econometrics
207
International journal of forecasting
115
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
93
Journal of forecasting
74
Economics letters
57
Discussion paper / Tinbergen Institute
53
Econometric reviews
39
CREATES research paper
35
Economic modelling
35
Journal of empirical finance
34
The econometrics journal
27
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
25
Working paper / Department of Econometrics and Business Statistics, Monash University
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European journal of operational research : EJOR
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Journal of banking & finance
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Quantitative finance
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Finance research letters
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Oxford bulletin of economics and statistics
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Journal of the American Statistical Association : JASA
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Cowles Foundation discussion paper
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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1
Consistent local spectrum inference for predictive return regressions
Andersen, Torben
;
Varneskov, Rasmus Tangsgaard
- In:
Econometric theory
38
(
2022
)
6
,
pp. 1253-1307
Persistent link: https://www.econbiz.de/10013539347
Saved in:
2
Estimation of volatility functions in jump diffusions using truncated bipower increments
Kim, Jihyun
;
Park, Joon Y.
;
Wang, Bin
- In:
Econometric theory
37
(
2021
)
5
,
pp. 926-958
Persistent link: https://www.econbiz.de/10012656389
Saved in:
3
Efficient estimation of integrated volatility functionals under general volatility dynamics
Li, Jia
;
Liu, Yunxiao
- In:
Econometric theory
37
(
2021
)
4
,
pp. 664-707
Persistent link: https://www.econbiz.de/10012618196
Saved in:
4
Exact local whittle estimation in long memory time series with multiple poles
Arteche, Josu
- In:
Econometric theory
36
(
2020
)
6
,
pp. 1064-1098
Persistent link: https://www.econbiz.de/10012404090
Saved in:
5
QML inference for volatility models with covariates
Francq, Christian
;
Le Quyen Thieu
- In:
Econometric theory
35
(
2019
)
1
,
pp. 37-72
Persistent link: https://www.econbiz.de/10012146117
Saved in:
6
Asymptotically efficient model selection for panel data forecasting
Greenaway-McGrevy, Ryan
- In:
Econometric theory
35
(
2019
)
4
,
pp. 842-899
Persistent link: https://www.econbiz.de/10012386845
Saved in:
7
Estimating structural parameters in regression models with adaptive learning
Christopeit, Norbert
;
Massmann, Michael
- In:
Econometric theory
34
(
2018
)
1
,
pp. 68-111
Persistent link: https://www.econbiz.de/10011950924
Saved in:
8
Estimation for the prediction of point processes with many covariates
Sancetta, Alessio
- In:
Econometric theory
34
(
2018
)
3
,
pp. 598-627
Persistent link: https://www.econbiz.de/10011951015
Saved in:
9
On the functional estimation of multivariate diffusion processes
Bandi, Federico M.
;
Moloche, Guillermo
- In:
Econometric theory
34
(
2018
)
4
,
pp. 896-946
Persistent link: https://www.econbiz.de/10011951437
Saved in:
10
Weak convergence to stochastic integrals under primitive conditions in nonlinear econometric models
Peng, Jiangyan
;
Wang, Qiying
- In:
Econometric theory
34
(
2018
)
5
,
pp. 1132-1157
Persistent link: https://www.econbiz.de/10011951465
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