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subject:"Volatility"
type_genre:"Article in journal"
~isPartOf:"Econometric theory"
~subject:"Stochastic process"
~subject:"Zeitreihenanalyse"
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Search: subject_exact:"Estimation theory"
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Volatility
Stochastic process
Zeitreihenanalyse
Estimation theory
722
Schätztheorie
722
Theorie
284
Theory
284
Time series analysis
158
Nichtparametrisches Verfahren
103
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15
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Phillips, Peter C. B.
7
Chan, Ngai Hang
4
Johansen, Søren
4
Leybourne, Stephen James
4
Cavaliere, Giuseppe
3
Chambers, Marcus J.
3
Gao, Jiti
3
Grégoir, Stéphane
3
Kanaya, Shin
3
Linton, Oliver
3
Nielsen, Morten Ørregaard
3
Peng, Liang
3
Politis, Dimitris N.
3
Saikkonen, Pentti
3
Seo, Won-Ki
3
Taylor, Robert
3
Zhang, Rongmao
3
Breitung, Jörg
2
Chen, Xiaohong
2
Francq, Christian
2
Georgiev, Iliyan
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Ghysels, Eric
2
Harris, David
2
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2
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2
Li, Deyuan
2
Li, Jia
2
Lieberman, Offer
2
Lütkepohl, Helmut
2
McCabe, Brendan Peter Martin
2
Park, Joon Y.
2
Perron, Pierre
2
Poskitt, Donald Stephen
2
Robinson, Peter M.
2
Singer, Hermann
2
Sun, Yiguo
2
Sun, Yixiao
2
Tjostheim, Dag
2
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Granger Centre for Time Series Econometrics
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Econometric theory
Journal of econometrics
379
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
165
Economics letters
158
Econometric reviews
99
International journal of forecasting
70
Journal of forecasting
64
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
56
Applied economics letters
54
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51
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46
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41
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40
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40
Journal of empirical finance
39
Applied economics
38
Computational economics
37
Journal of applied econometrics
36
Journal of financial econometrics : official journal of the Society for Financial Econometrics
33
Finance research letters
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Journal of risk and financial management : JRFM
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Oxford bulletin of economics and statistics
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European journal of operational research : EJOR
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Quantitative economics : QE ; journal of the Econometric Society
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The North American journal of economics and finance : a journal of financial economics studies
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Insurance / Mathematics & economics
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International journal of economics and financial issues : IJEFI
16
International journal of theoretical and applied finance
16
The review of economics and statistics
16
Journal of economic dynamics & control
15
Journal of macroeconomics
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
13
Journal of quantitative economics
13
The review of economic studies
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ECONIS (ZBW)
173
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1
Limit theory for locally flat functional coefficient regression
Phillips, Peter C. B.
;
Wang, Ying
- In:
Econometric theory
39
(
2023
)
5
,
pp. 900-949
Persistent link: https://www.econbiz.de/10014436589
Saved in:
2
Adaptation for nonparametric estimators of locally stationary processes
Dahlhaus, Rainer
;
Richter, Stefan
- In:
Econometric theory
39
(
2023
)
6
,
pp. 1123-1153
Persistent link: https://www.econbiz.de/10014465367
Saved in:
3
Cointegration and representation of cointegrated autoregressive processes in Banach spaces
Seo, Won-Ki
- In:
Econometric theory
39
(
2023
)
4
,
pp. 737-788
Persistent link: https://www.econbiz.de/10014342259
Saved in:
4
Estimation and inference with near unit roots
Phillips, Peter C. B.
- In:
Econometric theory
39
(
2023
)
2
,
pp. 221-263
Persistent link: https://www.econbiz.de/10014306253
Saved in:
5
Local asymptotic normality of general conditionally heteroskedastic and score-driven time-series models
Francq, Christian
;
Zakoïan, Jean-Michel
- In:
Econometric theory
39
(
2023
)
5
,
pp. 1067-1092
Persistent link: https://www.econbiz.de/10014436596
Saved in:
6
Backward CUSUM for testing and monitoring structural change with an application to COVID-19 pandemic data
Otto, Sven
;
Breitung, Jörg
- In:
Econometric theory
39
(
2023
)
4
,
pp. 659-692
Persistent link: https://www.econbiz.de/10014342231
Saved in:
7
Inference on the dimension of the nonstationary subspace in functional time series
Nielsen, Morten Ørregaard
;
Seo, Won-Ki
;
Seong, Dakyung
- In:
Econometric theory
39
(
2023
)
3
,
pp. 443-480
Persistent link: https://www.econbiz.de/10014306644
Saved in:
8
Quantile double autoregression
Zhu, Qianqian
;
Li, Guodong
- In:
Econometric theory
38
(
2022
)
4
,
pp. 793-839
Persistent link: https://www.econbiz.de/10013366929
Saved in:
9
Joint time-series and cross-section limit theory under mixingale assumptions
Hahn, Jinyong
;
Kuersteiner, Guido M.
;
Mazzocco, Maurizio
- In:
Econometric theory
38
(
2022
)
5
,
pp. 942-958
Persistent link: https://www.econbiz.de/10013469685
Saved in:
10
Test for zero median of errors in an ARMA-GARCH model
Ma, Yaolan
;
Zhou, Mohan
;
Peng, Liang
;
Zhang, Rongmao
- In:
Econometric theory
38
(
2022
)
3
,
pp. 536-561
Persistent link: https://www.econbiz.de/10013269973
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