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subject:"Nonparametric statistics"
type_genre:"Article in journal"
~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~subject:"Cointegration"
~subject:"Volatilität"
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Search: subject_exact:"Estimation theory"
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Nonparametric statistics
Cointegration
Volatilität
Estimation theory
73
Schätztheorie
73
Time series analysis
20
Zeitreihenanalyse
20
Volatility
16
Estimation
15
Schätzung
15
ARCH model
11
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Market microstructure
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Marktmikrostruktur
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English
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Härdle, Wolfgang
2
Andreou, Alena
1
Balter, Janine
1
Birke, Melanie
1
Bos, Charles S.
1
Boudt, Kris
1
Caldeira, João F.
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Carrasco, Marine
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Croux, Christophe
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Denuit, Michel
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Di, Jianing
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Fan, Jianqing
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Fan, Yingying
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Francq, Christian
1
Frederiksen, Per
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Gangopadhyay, Ashis
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Ghysels, Eric
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Gil-Bazo, Javier
1
Haldrup, Niels
1
Hassler, Uwe
1
Herwartz, Helmut
1
Horváth, Lajos
1
Ikeda, Shin S.
1
Janus, Paweł
1
Koopman, Siem Jan
1
Kotchoni, Rachidi
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Laurent, Sébastien
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Li, Yingying
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Lv, Jinchi
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Moura, Guilherme Valle
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Nielsen, Morten Ørregaard
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Nogales, Francisco J.
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Okhrin, Yarema
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Pilz, Kay Frederik
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Rodrigues, Paulo M. M.
1
Rubia, Antonio
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Santos, André A. P.
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
Journal of econometrics
458
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
150
Econometric theory
136
Economics letters
121
Econometric reviews
118
Journal of the American Statistical Association : JASA
79
The econometrics journal
78
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
47
Economic modelling
43
Econometrics : open access journal
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
37
Quantitative economics : QE ; journal of the Econometric Society
37
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
37
Applied economics letters
33
International journal of forecasting
31
European journal of operational research : EJOR
29
Applied economics
26
Journal of applied econometrics
23
Journal of empirical finance
23
Computational economics
22
Journal of banking & finance
22
Journal of risk and financial management : JRFM
22
Energy economics
20
Empirical economics : a quarterly journal of the Institute for Advanced Studies
18
International journal of economics and financial issues : IJEFI
18
Quantitative finance
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Journal of financial econometrics
17
Journal of forecasting
16
Finance research letters
15
Insurance / Mathematics & economics
15
International journal of theoretical and applied finance
14
Journal of productivity analysis
14
Journal of time series econometrics
13
The North American journal of economics and finance : a journal of financial economics studies
12
International journal of economics and finance
11
Oxford bulletin of economics and statistics
11
Cambridge working papers in economics
10
Journal of econometric methods
10
Finance and stochastics
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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
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:
3
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:
4
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:
5
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:
6
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:
7
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:
8
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:
9
Uniform confidence bands for pricing kernels
Härdle, Wolfgang
;
Okhrin, Yarema
;
Wang, Weining
- In:
Journal of financial econometrics : official journal of …
13
(
2015
)
2
,
pp. 376-413
Persistent link: https://www.econbiz.de/10011339301
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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