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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:"Nichtparametrisches Verfahren"
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Search: subject_exact:"Estimation"
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Volatilität
Nichtparametrisches Verfahren
Estimation
415
Schätzung
415
Theorie
178
Theory
178
Estimation theory
146
Schätztheorie
146
Time series analysis
116
Zeitreihenanalyse
116
USA
101
United States
101
Volatility
92
Capital income
68
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68
Nonparametric statistics
66
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62
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62
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47
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27
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26
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24
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23
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23
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23
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23
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23
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Undetermined
102
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Article
149
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Article in journal
Aufsatz in Zeitschrift
149
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English
149
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Su, Liangjun
5
Hsu, Yu-Chin
3
Lieli, Robert P.
3
Bollerslev, Tim
2
Bormetti, Giacomo
2
Buccheri, Giuseppe
2
Chan, Joshua
2
Corsi, Fulvio
2
Ferreira, Eva
2
Francq, Christian
2
Gao, Jiti
2
Halbleib, Roxana
2
Hansen, Peter Reinhard
2
Hautsch, Nikolaus
2
Härdle, Wolfgang
2
Li, Jia
2
Li, Qi
2
Li, Wai Keung
2
Lian, Heng
2
Lucas, André
2
Moffitt, Robert A.
2
Mumtaz, Haroon
2
Orbe-Mandaluniz, Susan
2
Sancetta, Alessio
2
Song, Xiaojun
2
Sucarrat, Genaro
2
Taamouti, Abderrahim
2
Ullah, Aman
2
Van Keilegom, Ingrid
2
Venditti, Fabrizio
2
Yang, Xiye
2
Abrevaya, Jason
1
Alitab, Dario
1
Amado, Cristina
1
An, Yonghong
1
Anderson, Heather M.
1
Angrist, Joshua D.
1
Aryal, Gaurab
1
Ascorbebeitia, Jone
1
Barassi, Marco R.
1
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Journal of financial econometrics
Journal of econometrics
190
Energy economics
163
Applied economics
150
Economic modelling
131
Finance research letters
122
International review of economics & finance : IREF
119
International review of financial analysis
104
Applied economics letters
99
The North American journal of economics and finance : a journal of financial economics studies
98
Economics letters
92
Journal of banking & finance
87
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
84
Journal of empirical finance
84
Applied financial economics
77
Journal of international financial markets, institutions & money
70
Journal of international money and finance
70
Research in international business and finance
70
Journal of risk and financial management : JRFM
62
The journal of futures markets
62
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
51
International journal of forecasting
50
International journal of finance & economics : IJFE
48
The European journal of finance
48
Econometric reviews
44
Journal of applied econometrics
43
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
40
International Journal of Energy Economics and Policy : IJEEP
39
Journal of financial econometrics : official journal of the Society for Financial Econometrics
38
Journal of financial economics
38
Quantitative finance
36
Journal of forecasting
34
Pacific-Basin finance journal
33
International journal of economics and finance
32
Journal of economic dynamics & control
32
Quantitative economics : QE ; journal of the Econometric Society
32
Econometrics : open access journal
31
International journal of economics and financial issues : IJEFI
31
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
29
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ECONIS (ZBW)
149
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1
Dynamic nonparametric clustering of multivariate panel data
João, Igor Custodio
;
Schaumburg, Julia
;
Lucas, André
; …
- In:
Journal of financial econometrics
22
(
2024
)
2
,
pp. 335-374
Persistent link: https://www.econbiz.de/10014526325
Saved in:
2
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:
3
Estimating density ratio of marginals to joint : applications to causal inference
Matsushita, Yukitoshi
;
Otsu, Taisuke
;
Takahata, Keisuke
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
2
,
pp. 467-481
Persistent link: https://www.econbiz.de/10014448247
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
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:
6
Local composite quantile regression for regression discontinuity
Huang, Xiao
;
Zhan, Zhaoguo
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
4
,
pp. 1863-1875
Persistent link: https://www.econbiz.de/10013540525
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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