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subject:"India"
~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~subject:"Market microstructure"
~subject:"Stochastic process"
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Search: subject_exact:"Estimation theory"
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India
Market microstructure
Stochastic process
Estimation theory
73
Schätztheorie
73
Time series analysis
20
Zeitreihenanalyse
20
Volatility
16
Volatilität
16
Estimation
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Corsi, Fulvio
2
Audrino, Francesco
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Bu, Ruijun
1
Caldeira, João F.
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Carrasco, Marine
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Feng, Dingan
1
Frederiksen, Per
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Giet, Ludovic
1
Hadri, Kaddour
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Herwartz, Helmut
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Hurn, Stan
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Härdle, Wolfgang
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Ikeda, Shin S.
1
Jeisman, J. I.
1
Jiang, George J.
1
Kotchoni, Rachidi
1
Li, Yingying
1
Lindsay, Kenneth A.
1
Lubrano, Michel
1
Mancino, Maria Elvira
1
Mira, Antonietta
1
Moura, Guilherme Valle
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Mykland, Per A.
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Nagakura, Daisuke
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Nielsen, Morten Ørregaard
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Nogales, Francisco J.
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Oya, Kosuke
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Peluso, Stefano
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Sanfelici, Simona
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Song, Peter X.-K.
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Spokojnyj, Vladimir G.
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Suto, Nobuyuki
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Taniai, Hiroyuki
1
Taniguchi, Masanobu
1
Tsukahara, Hideatsu
1
Ubukata, Masato
1
Usami, Takashi
1
Watanabe, Toshiaki
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
Journal of econometrics
90
The Indian economic journal
32
Journal of quantitative economics : official journal of the Indian Econometric Society
27
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
25
The Indian journal of economics
22
Discussion paper / Tinbergen Institute
19
CREATES research paper
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Econometric reviews
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Economics letters
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Econometric theory
14
Economic modelling
13
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
12
European journal of operational research : EJOR
12
Indian journal of agricultural economics
12
Journal of Indian School of Political Economy : a journal devoted to the study of Indian economy, polity, and society
12
SFB 649 discussion paper
12
Cowles Foundation discussion paper
11
Mathematics of operations research
11
Artha vijñāna : journal of the Gokhale Institute of Politics and Economics
10
Computational economics
10
Discussion papers of interdisciplinary research project 373
10
Econometrics : open access journal
10
Journal of empirical finance
10
Occasional papers / Reserve Bank of India
10
Operations research
10
Quantitative finance
10
Working paper
10
Anvesak : journal of the Sardar Patel Institute of Economic and Social Research
9
Finance India : the quarterly journal of Indian Institute of Finance
9
Margin : quarterly journal of the National Council of Applied Economic Research
9
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
9
Insurance / Mathematics & economics
8
International journal of theoretical and applied finance
8
Journal of banking & finance
8
Journal of productivity analysis
8
Finance and stochastics
7
Journal of risk and financial management : JRFM
7
Asia-Pacific financial markets
6
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
6
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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
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:
3
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:
4
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:
5
A Bayesian high-frequency estimator of the multivariate covariance of noisy and asynchronous returns
Peluso, Stefano
;
Corsi, Fulvio
;
Mira, Antonietta
- In:
Journal of financial econometrics : official journal of …
13
(
2015
)
3
,
pp. 665-697
Persistent link: https://www.econbiz.de/10011339256
Saved in:
6
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:
7
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
Saved in:
8
Asymptotics of realized volatility with non-Gaussian ARCH(∞) Microstructure noise
Taniai, Hiroyuki
;
Usami, Takashi
;
Suto, Nobuyuki
; …
- In:
Journal of financial econometrics : official journal of …
10
(
2012
)
4
,
pp. 617-636
Persistent link: https://www.econbiz.de/10009671895
Saved in:
9
Realized covariance tick-by-tick in presence of rounded time stamps and general microstructure effects
Corsi, Fulvio
;
Audrino, Francesco
- In:
Journal of financial econometrics : official journal of …
10
(
2012
)
4
,
pp. 591-616
Persistent link: https://www.econbiz.de/10009671897
Saved in:
10
Modeling multivariate interest rates using time-varying copulas and reducible nonlinear stochastic differential equations
Bu, Ruijun
;
Giet, Ludovic
;
Hadri, Kaddour
;
Lubrano, Michel
- In:
Journal of financial econometrics : official journal of …
9
(
2011
)
1
,
pp. 198-236
Persistent link: https://www.econbiz.de/10009125140
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