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subject:"Sampling"
~isPartOf:"Journal of empirical finance"
~subject:"Time series analysis"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Estimation theory"
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Sampling
Time series analysis
Estimation theory
74
Schätztheorie
74
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23
Estimation
21
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21
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20
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Aufsatz in Zeitschrift
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McKenzie, Michael D.
2
Satchell, Stephen
2
Wongwachara, Warapong
2
Abergel, Frédéric
1
Ahern, Kenneth R.
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Amado, Cristina
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Journal of empirical finance
Journal of econometrics
342
Econometric theory
161
Economics letters
158
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
150
Econometric reviews
95
International journal of forecasting
65
Econometrics : open access journal
55
Journal of the American Statistical Association : JASA
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Applied economics letters
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Journal of forecasting
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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
50
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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The econometrics journal
42
Applied economics
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
39
Journal of time series econometrics
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38
Journal of applied econometrics
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Statistics in transition : an international journal of the Polish Statistical Association
36
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32
Oxford bulletin of economics and statistics
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The review of economics and statistics
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Journal of financial econometrics
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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17
Quantitative economics : QE ; journal of the Econometric Society
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Journal of macroeconomics
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The review of economic studies
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Finance research letters
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International journal of production research
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Insurance / Mathematics & economics
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International journal of economics and financial issues : IJEFI
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Annales d'économie et de statistique
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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European journal of operational research : EJOR
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1
An adaptive long memory conditional correlation model
Dark, Jonathan
- In:
Journal of empirical finance
75
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014491877
Saved in:
2
Estimating and testing skewness in a stochastic volatility model
Lee, Cheol Woo
;
Kang, Kyu Ho
- In:
Journal of empirical finance
72
(
2023
),
pp. 445-467
Persistent link: https://www.econbiz.de/10014476881
Saved in:
3
Dynamic cross-autocorrelation in stock returns
Kinnunen, Jyri
- In:
Journal of empirical finance
40
(
2017
),
pp. 162-173
Persistent link: https://www.econbiz.de/10011744473
Saved in:
4
Private information and limitations of Heckman's estimator in banking and corporate finance research
Campbell, Randall C.
;
Nagel, Gregory L.
- In:
Journal of empirical finance
37
(
2016
),
pp. 186-195
Persistent link: https://www.econbiz.de/10011663021
Saved in:
5
Testing against changing correlation
Harvey, Andrew C.
;
Thiele, Stephen
- In:
Journal of empirical finance
38
(
2016
),
pp. 575-589
Persistent link: https://www.econbiz.de/10011663373
Saved in:
6
A fractionally cointegrated VAR model with deterministic trends and application to commodity futures markets
Dolatabadi, Sepideh
;
Nielsen, Morten Ørregaard
;
Xu, Ke
- In:
Journal of empirical finance
38
(
2016
),
pp. 623-639
Persistent link: https://www.econbiz.de/10011663388
Saved in:
7
The exact discretisation of CARMA models with applications in finance
Thornton, Michael A.
;
Chambers, Marcus J.
- In:
Journal of empirical finance
38
(
2016
),
pp. 739-761
Persistent link: https://www.econbiz.de/10011663785
Saved in:
8
The dynamics of squared returns under contemporaneous aggregation of GARCH models
Jondeau, Eric
- In:
Journal of empirical finance
32
(
2015
),
pp. 80-93
Persistent link: https://www.econbiz.de/10011556785
Saved in:
9
Testing for structural breaks in correlations : does it improve Value-at-Risk forecasting?
Berens, Tobias
;
Weiß, Gregor
;
Wied, Dominik
- In:
Journal of empirical finance
32
(
2015
),
pp. 135-152
Persistent link: https://www.econbiz.de/10011556809
Saved in:
10
Two-step estimation of the volatility functions in diffusion models with empirical applications
Ye, Xu-Guo
;
Lin, Jin-Guan
;
Zhao, Yan-Yong
;
Hao, Hong-Xia
- In:
Journal of empirical finance
33
(
2015
),
pp. 135-159
Persistent link: https://www.econbiz.de/10011556861
Saved in:
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