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subject:"Volatility"
type_genre:"Article in journal"
~isPartOf:"Applied economics letters"
~isPartOf:"Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics"
~subject:"Bootstrap-Verfahren"
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Search: subject_exact:"Estimation theory"
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Volatility
Bootstrap-Verfahren
Estimation theory
509
Schätztheorie
509
Theorie
245
Theory
245
Time series analysis
88
Zeitreihenanalyse
88
Estimation
71
Schätzung
71
Nichtparametrisches Verfahren
48
Nonparametric statistics
48
Statistical theory
46
Statistische Methodenlehre
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32
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USA
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Instrumental variables
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Li, Jia
2
Abrevaya, Jason
1
Andrews, Donald W. K.
1
Bohn Nielsen, Heino
1
Cavaliere, Giuseppe
1
Chen, Xiaohong
1
Chen, Zirong
1
Chernozhukov, Victor
1
Dotsis, George
1
Emerson, Jamie
1
Fernández-Val, Iván
1
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1
Galichon, Alfred
1
Gregoriou, Andros
1
Hansen, Bruce E.
1
Honoré, Bo E.
1
Hu, Luojia
1
Huang, Jian
1
Jacod, Jean
1
Kao, Chihwa
1
Li, Yingying
1
Lin, Haonan
1
Makropoulou, Vasiliki
1
Markellos, Raphael Nicholas
1
Mykland, Per A.
1
Nelson, Daniel B.
1
Pouzo, Demian
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Rahbek, Anders
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Sakata, Shinichi
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1
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Yang, Minxian
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Applied economics letters
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
Journal of econometrics
179
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
67
Econometric reviews
44
Economics letters
37
Econometric theory
26
Economic modelling
24
The econometrics journal
24
Journal of empirical finance
21
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
20
Journal of banking & finance
17
Journal of financial econometrics : official journal of the Society for Financial Econometrics
17
International journal of forecasting
16
Econometrics : open access journal
15
Journal of financial econometrics
15
Quantitative finance
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Computational economics
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Finance research letters
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International journal of theoretical and applied finance
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European journal of operational research : EJOR
12
Journal of forecasting
12
Journal of risk and financial management : JRFM
12
Journal of the American Statistical Association : JASA
12
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
11
The North American journal of economics and finance : a journal of financial economics studies
11
Journal of risk
9
Applied economics
8
Finance and stochastics
8
International journal of economics and financial issues : IJEFI
8
International journal of financial engineering
7
Journal of applied econometrics
7
Journal of mathematical finance
7
Journal of quantitative economics
7
Journal of time series econometrics
7
Quantitative economics : QE ; journal of the Econometric Society
7
Risks : open access journal
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Asia-Pacific financial markets
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Decisions in economics and finance : DEF ; a journal of applied mathematics
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ECONIS (ZBW)
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1
Should (co)jump variation be included in asset allocation?
Chen, Zirong
;
Lin, Haonan
;
Zheng, Xu
- In:
Applied economics letters
29
(
2022
)
20
,
pp. 1868-1875
Persistent link: https://www.econbiz.de/10013412321
Saved in:
2
Statistical properties of microstructure noise
Jacod, Jean
;
Li, Yingying
;
Zheng, Xinghua
- In:
Econometrica : journal of the Econometric Society, an …
85
(
2017
)
4
,
pp. 1133-1174
Persistent link: https://www.econbiz.de/10011791234
Saved in:
3
Poor (wo)man's bootstrap
Honoré, Bo E.
;
Hu, Luojia
- In:
Econometrica : journal of the Econometric Society, an …
85
(
2017
)
4
,
pp. 1277-1301
Persistent link: https://www.econbiz.de/10011791260
Saved in:
4
Jump regressions
Li, Jia
;
Todorov, Viktor
;
Tauchen, George Eugene
- In:
Econometrica : journal of the Econometric Society, an …
85
(
2017
)
1
,
pp. 173-195
Persistent link: https://www.econbiz.de/10011738476
Saved in:
5
Assessment of uncertainty in high frequency data : the observed asymptotic variance
Mykland, Per A.
;
Zhang, Lan
- In:
Econometrica : journal of the Econometric Society, an …
85
(
2017
)
1
,
pp. 197-231
Persistent link: https://www.econbiz.de/10011738478
Saved in:
6
Bootstrap testing of hypotheses on co-integration relations in vector autoregressive models
Cavaliere, Giuseppe
;
Bohn Nielsen, Heino
;
Rahbek, Anders
- In:
Econometrica : journal of the Econometric Society, an …
83
(
2015
)
2
,
pp. 813-831
Persistent link: https://www.econbiz.de/10011350499
Saved in:
7
Sieve Wald and QLR inferences on semi/nonparametric conditional moment models
Chen, Xiaohong
;
Pouzo, Demian
- In:
Econometrica : journal of the Econometric Society, an …
83
(
2015
)
3
,
pp. 1013-1079
Persistent link: https://www.econbiz.de/10011378588
Saved in:
8
Event studies correcting for nonnormality using the wild bootstrap
Gregoriou, Andros
- In:
Applied economics letters
21
(
2014
)
13/15
,
pp. 1054-1056
Persistent link: https://www.econbiz.de/10010418235
Saved in:
9
Robust estimation and inference for jumps in noisy high frequency data : a local-to-continuity theory for the pre-averaging method
Li, Jia
- In:
Econometrica : journal of the Econometric Society, an …
81
(
2013
)
4
,
pp. 1673-1693
Persistent link: https://www.econbiz.de/10009793469
Saved in:
10
Bootstrap test for seasonal cointegrating ranks
Seong, Byeongchan
- In:
Applied economics letters
20
(
2013
)
1/3
,
pp. 147-151
Persistent link: https://www.econbiz.de/10009700212
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