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subject:"Volatilität"
type_genre:"Article in journal"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~isPartOf:"Journal of econometrics"
~type_genre:"Graue Literatur"
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Search: subject_exact:"Estimation"
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Volatilität
Estimation
828
Schätzung
823
Estimation theory
343
Schätztheorie
343
Theorie
326
Theory
326
Time series analysis
209
Zeitreihenanalyse
209
Nichtparametrisches Verfahren
168
Nonparametric statistics
168
Volatility
163
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152
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Causality analysis
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Article
163
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Article in journal
Graue Literatur
Aufsatz in Zeitschrift
163
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English
163
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Todorov, Viktor
14
Bollerslev, Tim
9
Tauchen, George Eugene
8
Li, Jia
7
Kim, Donggyu
6
Andersen, Torben
4
Aït-Sahalia, Yacine
4
Francq, Christian
4
Wang, Yazhen
4
Bibinger, Markus
3
Chan, Joshua
3
Fan, Jianqing
3
McAleer, Michael
3
Patton, Andrew J.
3
Xiu, Dacheng
3
Zakoïan, Jean-Michel
3
Amado, Cristina
2
Asai, Manabu
2
Barigozzi, Matteo
2
Christensen, Kim
2
Creal, Drew
2
Ergemen, Yunus Emre
2
Gallo, Giampiero M.
2
Ghysels, Eric
2
Grynkiv, Iaryna
2
Hallin, Marc
2
Harvey, Andrew C.
2
Hautsch, Nikolaus
2
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2
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2
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2
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2
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2
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2
Paolella, Marc S.
2
Park, Joon Y.
2
Pettenuzzo, Davide
2
Podolskij, Mark
2
Polak, Pawel
2
Potiron, Yoann
2
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Journal of econometrics
Energy economics
142
Applied economics
125
Finance research letters
118
Economic modelling
116
International review of economics & finance : IREF
110
International review of financial analysis
102
The North American journal of economics and finance : a journal of financial economics studies
96
Journal of banking & finance
83
Journal of empirical finance
80
Applied economics letters
75
Applied financial economics
75
Working paper / National Bureau of Economic Research, Inc.
70
Working paper
69
Journal of international financial markets, institutions & money
68
Journal of international money and finance
68
Research in international business and finance
68
The journal of futures markets
60
Discussion paper / Tinbergen Institute
57
Economics letters
57
CESifo working papers
54
Journal of risk and financial management : JRFM
54
Discussion paper / Centre for Economic Policy Research
46
International journal of forecasting
46
The European journal of finance
45
International journal of finance & economics : IJFE
44
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
43
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
42
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
39
International Journal of Energy Economics and Policy : IJEEP
37
Journal of financial economics
37
Journal of financial econometrics : official journal of the Society for Financial Econometrics
34
Quantitative finance
34
Pacific-Basin finance journal
33
International journal of economics and finance
32
Journal of financial econometrics
31
International journal of economics and financial issues : IJEFI
30
Journal of economic dynamics & control
30
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
29
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ECONIS (ZBW)
163
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1
Realized quantiles
Dimitriadis, Timo
;
Halbleib, Roxana
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
3
,
pp. 1346-1361
Persistent link: https://www.econbiz.de/10013539526
Saved in:
2
Time-varying unobserved heterogeneity in earnings shocks
Botosaru, Irene
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1378-1393
Persistent link: https://www.econbiz.de/10014471381
Saved in:
3
Intraday cross-sectional distributions of systematic risk
Andersen, Torben
;
Riva, Raul
;
Thyrsgaard, Martin
; …
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1394-1418
Persistent link: https://www.econbiz.de/10014471397
Saved in:
4
Parametric estimation of long memory in factor models
Ergemen, Yunus Emre
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1483-1499
Persistent link: https://www.econbiz.de/10014471404
Saved in:
5
Score-driven models for realized volatility
Harvey, Andrew C.
;
Palumbo, Dario
- In:
Journal of econometrics
237
(
2023
)
2,2
,
pp. 1-14
Persistent link: https://www.econbiz.de/10014471522
Saved in:
6
Volatility measurement with pockets of extreme return persistence
Andersen, Torben
;
Li, Yingying
;
Todorov, Viktor
;
Zhou, Bo
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014471793
Saved in:
7
High-dimensional conditionally Gaussian state space models with missing data
Chan, Joshua
;
Poon, Aubrey
;
Zhu, Dan
- In:
Journal of econometrics
236
(
2023
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014332310
Saved in:
8
Moments, shocks and spillovers in Markov-switching VAR models
Kole, Erik
;
Dijk, Dick van
- In:
Journal of econometrics
236
(
2023
)
2
,
pp. 1-26
Persistent link: https://www.econbiz.de/10014365495
Saved in:
9
Scalable inference for a full multivariate stochastic volatility model
Dellaportas, Petros
;
Titsias, Michalis K.
;
Petrova, Katerina
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 501-520
Persistent link: https://www.econbiz.de/10014340078
Saved in:
10
Identifying latent factors based on high-frequency data
Sun, Yucheng
;
Xu, Wen
;
Zhang, Chuanhai
- In:
Journal of econometrics
233
(
2023
)
1
,
pp. 251-270
Persistent link: https://www.econbiz.de/10014341048
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