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subject:"Stichprobenerhebung"
type:"article"
~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~subject:"Schätztheorie"
~subject:"Time series analysis"
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Stichprobenerhebung
Schätztheorie
Time series analysis
Estimation theory
72
Zeitreihenanalyse
19
Volatility
16
Volatilität
16
Estimation
15
Schätzung
15
ARCH model
11
ARCH-Modell
11
Capital income
9
Kapitaleinkommen
9
Market microstructure
9
Marktmikrostruktur
9
Nichtparametrisches Verfahren
9
Nonparametric statistics
9
Risikomaß
9
Risk measure
9
Theorie
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Theory
9
Correlation
7
Forecasting model
7
Korrelation
7
Prognoseverfahren
7
Regression analysis
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Regressionsanalyse
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Stochastic process
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Stochastischer Prozess
7
Börsenkurs
6
Share price
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Analysis of variance
5
Noise Trading
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Noise trading
5
Statistical test
5
Statistischer Test
5
Varianzanalyse
5
CAPM
4
Multivariate Analyse
4
Multivariate analysis
4
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72
Aufsatz in Zeitschrift
72
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English
72
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Chen, Yi-ting
3
Francq, Christian
3
Audrino, Francesco
2
Corsi, Fulvio
2
Engle, Robert F.
2
Frederiksen, Per
2
Gallant, A. Ronald
2
Horváth, Lajos
2
Härdle, Wolfgang
2
Shephard, Neil G.
2
Zakoïan, Jean-Michel
2
Ahlgren, Niklas
1
Ahn, Seung Chan
1
Amengual, Dante
1
Andreou, Alena
1
Antell, Jan
1
Balter, Janine
1
Barndorff-Nielsen, Ole E.
1
Bennett, Christopher J.
1
Billio, Monica
1
Birke, Melanie
1
Bormann, Carsten
1
Bos, Charles S.
1
Boudt, Kris
1
Bu, Ruijun
1
Caldeira, João F.
1
Calvet, Laurent E.
1
Candelon, Bertrand
1
Cappiello, Lorenzo
1
Carrasco, Marine
1
Chen, Jiaqin
1
Christensen, Kim
1
Christoffersen, Peter F.
1
Colletaz, Gilbert
1
Conrad, Christian A.
1
Croux, Christophe
1
Czado, Claudia
1
Czellar, Veronika
1
Denuit, Michel
1
Di, Jianing
1
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
Journal of econometrics
1,626
Economics letters
970
Econometric theory
720
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
602
Econometric reviews
434
Journal of the American Statistical Association : JASA
324
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
316
The econometrics journal
267
Journal of applied econometrics
219
Applied economics letters
197
Oxford bulletin of economics and statistics
190
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
183
European journal of operational research : EJOR
181
Applied economics
173
Journal of quantitative economics : official journal of the Indian Econometric Society
168
The review of economics and statistics
150
International journal of forecasting
149
Econometrics : open access journal
146
Economic modelling
136
Quantitative economics : QE ; journal of the Econometric Society
127
Journal of forecasting
123
Insurance / Mathematics & economics
118
Computational economics
107
Statistical papers
103
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
102
Statistics in transition : an international journal of the Polish Statistical Association
96
Journal of economic dynamics & control
88
The review of economic studies
86
American journal of agricultural economics
81
Journal of banking & finance
75
International economic review
74
Journal of empirical finance
73
Metrika : international journal for theoretical and applied statistics
70
Annales d'économie et de statistique
69
Operations research
67
Finance research letters
62
Empirical economics : a quarterly journal of the Institute for Advanced Studies
60
Journal of productivity analysis
60
Journal of risk and financial management : JRFM
60
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ECONIS (ZBW)
72
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An exponential Chi-squared QMLE for log-GARCH models via the ARMA representation
Francq, Christian
;
Sucarrat, Genaro
- In:
Journal of financial econometrics : official journal of …
16
(
2018
)
1
,
pp. 129-154
Persistent link: https://www.econbiz.de/10011987691
Saved in:
2
Dynamic functional regression with application to the cross-section of returns
Kokoszka, Piotr
;
Miao, Hong
;
Reimherr, Matthew
; …
- In:
Journal of financial econometrics : official journal of …
16
(
2018
)
3
,
pp. 461-485
Persistent link: https://www.econbiz.de/10011987795
Saved in:
3
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:
4
Tests for abnormal returns in the presence of event-induced cross-sectional correlation
Ahlgren, Niklas
;
Antell, Jan
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
2
,
pp. 286-301
Persistent link: https://www.econbiz.de/10011987446
Saved in:
5
Efficient portfolio selection in a large market
Chen, Jiaqin
;
Yuan, Ming
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
3
,
pp. 496-524
Persistent link: https://www.econbiz.de/10011623668
Saved in:
6
Beyond dimension two : a test for higher-order tail risk
Bormann, Carsten
;
Schaumburg, Julia
;
Schienle, Melanie
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
3
,
pp. 552-580
Persistent link: https://www.econbiz.de/10011623690
Saved in:
7
Dynamic conditional beta
Engle, Robert F.
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
4
,
pp. 643-667
Persistent link: https://www.econbiz.de/10011623818
Saved in:
8
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:
9
Reflections on the probability space induced by moment conditions with implications for Bayesian inference
Gallant, A. Ronald
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
2
,
pp. 229-247
Persistent link: https://www.econbiz.de/10011588992
Saved in:
10
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
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