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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 financial econometrics"
~subject:"Correlation"
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Search: subject_exact:"Estimation"
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Volatilität
Correlation
Estimation
415
Schätzung
415
Theorie
178
Theory
178
Estimation theory
146
Schätztheorie
146
Time series analysis
116
Zeitreihenanalyse
116
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101
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101
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92
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Article in journal
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107
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English
107
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Hautsch, Nikolaus
3
Bollerslev, Tim
2
Bormetti, Giacomo
2
Buccheri, Giuseppe
2
Chan, Joshua
2
Corsi, Fulvio
2
Francq, Christian
2
Halbleib, Roxana
2
Hansen, Peter Reinhard
2
Li, Jia
2
Li, Wai Keung
2
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2
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2
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2
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2
Sucarrat, Genaro
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
Alitab, Dario
1
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1
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1
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1
Barassi, Marco R.
1
Barigozzi, Matteo
1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Journal of financial econometrics
Energy economics
143
Applied economics
132
Finance research letters
132
Economic modelling
129
International review of economics & finance : IREF
122
Journal of econometrics
116
International review of financial analysis
108
The North American journal of economics and finance : a journal of financial economics studies
103
Journal of banking & finance
95
Applied economics letters
89
Journal of empirical finance
89
Applied financial economics
77
Journal of international financial markets, institutions & money
75
Journal of international money and finance
74
Research in international business and finance
72
Economics letters
66
The journal of futures markets
65
Journal of risk and financial management : JRFM
59
International journal of forecasting
49
International journal of finance & economics : IJFE
47
The European journal of finance
47
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
45
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
44
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
42
Journal of financial economics
41
Journal of financial econometrics : official journal of the Society for Financial Econometrics
39
International Journal of Energy Economics and Policy : IJEEP
38
Quantitative finance
38
Pacific-Basin finance journal
37
International journal of economics and finance
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Journal of economic dynamics & control
35
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
32
Econometric reviews
31
International journal of economics and financial issues : IJEFI
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Journal of forecasting
30
Journal of applied econometrics
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Cogent economics & finance
28
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ECONIS (ZBW)
107
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1
Empirical asset pricing with functional factors
Nadler, Philip
;
Sancetta, Alessio
- In:
Journal of financial econometrics
21
(
2023
)
4
,
pp. 1258-1281
Persistent link: https://www.econbiz.de/10014391457
Saved in:
2
Maximum-Likelihood estimation using the zig-zag algorithm
Hautsch, Nikolaus
;
Okhrin, Ostap
;
Ristig, Alexander
- In:
Journal of financial econometrics
21
(
2023
)
4
,
pp. 1346-1375
Persistent link: https://www.econbiz.de/10014391462
Saved in:
3
Structural breaks in interactive effects panels and the stock market reaction to COVID-19
Karavias, Yiannis
;
Narayan, Paresh Kumar
;
Westerlund, Joakim
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
3
,
pp. 653-666
Persistent link: https://www.econbiz.de/10014448426
Saved in:
4
Intraday trades profile estimation : an intensity approach
Sancetta, Alessio
- In:
Journal of financial econometrics
21
(
2023
)
3
,
pp. 651-677
Persistent link: https://www.econbiz.de/10014314773
Saved in:
5
The incidental parameters problem in testing for remaining cross-section correlation
Juodis, Artūras
;
Reese, Simon
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
3
,
pp. 1191-1203
Persistent link: https://www.econbiz.de/10013539484
Saved in:
6
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:
7
Realized GARCH, CBOE VIX, and the volatility risk premium
Hansen, Peter Reinhard
;
Huang, Zhuo
;
Tong, Chen
;
Wang, …
- In:
Journal of financial econometrics
22
(
2024
)
1
,
pp. 187-223
Persistent link: https://www.econbiz.de/10014526311
Saved in:
8
Volatility of volatility estimation : central limit theorems for the fourier transform estimator and empirical study of the daily time series stylized facts
Toscano, Giacomo
;
Livieri, Giulia
;
Mancino, Maria Elvira
; …
- In:
Journal of financial econometrics
22
(
2024
)
1
,
pp. 252-296
Persistent link: https://www.econbiz.de/10014526318
Saved in:
9
Dynamic covariance matrix estimation and portfolio analysis with high-frequency data
Jiang, Binyan
;
Liu, Cheng
;
Tang, Cheng Yong
- In:
Journal of financial econometrics
22
(
2024
)
2
,
pp. 461-491
Persistent link: https://www.econbiz.de/10014526333
Saved in:
10
Estimating risk in illiquid markets : a model of market friction with stochastic volatility
Buccheri, Giuseppe
;
Grassi, Stefano
;
Vocalelli, Giorgio
- In:
Journal of financial econometrics
22
(
2024
)
2
,
pp. 531-574
Persistent link: https://www.econbiz.de/10014526336
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