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subject:"Probability theory"
subject:"United States"
~isPartOf:"American journal of agricultural economics"
~isPartOf:"Journal of financial and quantitative analysis : JFQA"
~subject:"ARCH-Modell"
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Probability theory
United States
ARCH-Modell
Estimation theory
114
Schätztheorie
114
Theorie
69
Theory
69
USA
35
Estimation
17
Schätzung
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Statistical theory
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Chalfant, James Allen
2
Green, Richard D.
2
Pope, Rulon D.
2
Wohlgenant, Michael K.
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Alston, Julian Mark
1
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1
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American journal of agricultural economics
Journal of financial and quantitative analysis : JFQA
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
132
Journal of econometrics
105
Economics letters
52
Econometric theory
48
The review of economics and statistics
45
Discussion paper / Tinbergen Institute
43
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
41
Working paper / National Bureau of Economic Research, Inc.
36
International journal of forecasting
32
Econometric reviews
30
Journal of applied econometrics
26
Applied economics
23
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
22
CREATES research paper
21
Journal of forecasting
21
The econometrics journal
21
Journal of empirical finance
20
Statistics in transition : an international journal of the Polish Statistical Association
18
Technical working paper / National Bureau of Economic Research
18
Discussion paper / Center for Economic Research, Tilburg University
17
Série des documents de travail / Centre de Recherche en Économie et Statistique
17
Finance research letters
16
Journal of banking & finance
16
Journal of financial econometrics : official journal of the Society for Financial Econometrics
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CEMMAP working papers / Centre for Microdata Methods and Practice
15
The journal of futures markets
15
Applied economics letters
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NBER working paper series
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The journal of finance : the journal of the American Finance Association
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The review of economic studies
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The review of financial studies
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Discussion paper series / IZA
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European journal of operational research : EJOR
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Journal of risk
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Report / Econometric Institute, Erasmus University Rotterdam
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Insurance / Mathematics & economics
12
Journal of macroeconomics
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NBER Working Paper
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On the treatment of heteroscedasticity in crop yield data
Ker, Alan P.
;
Tolhurst, Tor N.
- In:
American journal of agricultural economics
101
(
2019
)
4
,
pp. 1247-1261
Persistent link: https://www.econbiz.de/10012115344
Saved in:
2
Estimating the equity premium
Donaldson, R. Glen
;
Kamstra, Mark J.
;
Kramer, Lisa A.
- In:
Journal of financial and quantitative analysis : JFQA
45
(
2010
)
4
,
pp. 813-846
Persistent link: https://www.econbiz.de/10008758096
Saved in:
3
The economic role of jumps and recovery rates in the market for corporate default risk
Schneider, Paul
;
Sögner, Leopold
;
Veza, Tanja
- In:
Journal of financial and quantitative analysis : JFQA
45
(
2010
)
6
,
pp. 1517-1547
Persistent link: https://www.econbiz.de/10008909155
Saved in:
4
Distinguishing errors in measurement from errors in optimization
Pope, Rulon D.
;
Just, Richard E.
- In:
American journal of agricultural economics
85
(
2003
)
2
,
pp. 348-358
Persistent link: https://www.econbiz.de/10001760432
Saved in:
5
Errors in implied volatility estimation
Hentschel, Ludger
- In:
Journal of financial and quantitative analysis : JFQA
38
(
2003
)
4
,
pp. 779-810
Persistent link: https://www.econbiz.de/10001859254
Saved in:
6
Tests and properties of variance rations in microstructure studies
Ronen, Tavy
- In:
Journal of financial and quantitative analysis : JFQA
32
(
1997
)
2
,
pp. 183-204
Persistent link: https://www.econbiz.de/10001224466
Saved in:
7
Estimation and use of a multivariate parametric model for simulating heteroskedastic, correlated, nonnormal random variables : the case of Corn Belt corn, soybean, and wheat yields
Ramírez, Octavio A.
- In:
American journal of agricultural economics
79
(
1997
)
1
,
pp. 191-205
Persistent link: https://www.econbiz.de/10001225215
Saved in:
8
Water conservation policy analysis : an interregional, multi-output, primal-dual optimization approach
Schaible, Glenn D.
- In:
American journal of agricultural economics
79
(
1997
)
1
,
pp. 163-177
Persistent link: https://www.econbiz.de/10001225219
Saved in:
9
Variations on invariance or some unpleasant nonparametric arithmetic
Chalfant, James Allen
- In:
American journal of agricultural economics
79
(
1997
)
4
,
pp. 1164-1176
Persistent link: https://www.econbiz.de/10001238852
Saved in:
10
Measuring true stock index value in the presence of infrequent trading
Jokivuolle, Esa
- In:
Journal of financial and quantitative analysis : JFQA
30
(
1995
)
3
,
pp. 455-464
Persistent link: https://www.econbiz.de/10001217159
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