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subject:"Volatility"
type_genre:"Article in journal"
~isPartOf:"Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics"
~isPartOf:"International journal of theoretical and applied finance"
~subject:"Bootstrap-Verfahren"
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Volatility
Bootstrap-Verfahren
Estimation theory
351
Schätztheorie
351
Theorie
246
Theory
246
Statistical theory
45
Statistische Methodenlehre
45
Time series analysis
40
Zeitreihenanalyse
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Nonparametric statistics
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Volatilität
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Article in journal
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27
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Gatheral, Jim
2
Li, Jia
2
Abrevaya, Jason
1
Albani, Vinícius
1
Ammou, Samir Ben
1
Andrews, Donald W. K.
1
Baldeaux, jan
1
Bohn Nielsen, Heino
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Buescu, Cristin
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Cavaliere, Giuseppe
1
Cezaro, Adriano de
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Chernozhukov, Victor
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El Qalli, Yassine
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
Hansen, Bruce E.
1
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1
How, Desmond
1
Hu, Luojia
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Huang, Jian
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Jacod, Jean
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Münnix, Michael C.
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Pelsser, Antoon André Jean
1
Pouzo, Demian
1
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
International journal of theoretical and applied finance
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
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Journal of financial econometrics
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Computational economics
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Finance research letters
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12
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Journal of risk and financial management : JRFM
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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
Applied economics letters
7
International journal of financial engineering
7
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7
Journal of mathematical finance
7
Journal of quantitative economics
7
Journal of time series econometrics
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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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1
Moment approximations of displaced forward-LIBOR rates with application to swaptions
Van Appel, Jacques
;
McWalter, Thomas A.
- In:
International journal of theoretical and applied finance
23
(
2020
)
7
,
pp. 1-29
Persistent link: https://www.econbiz.de/10012496904
Saved in:
2
Convex regularization of local volatility estimation
Albani, Vinícius
;
Cezaro, Adriano de
;
Zubelli, Jorge P.
- In:
International journal of theoretical and applied finance
20
(
2017
)
1
,
pp. 1-37
Persistent link: https://www.econbiz.de/10011686808
Saved in:
3
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:
4
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:
5
Tighter bounds for implied volatility
Gatheral, Jim
;
Matić, Ivan
;
Radoičić, Radoš
; …
- In:
International journal of theoretical and applied finance
20
(
2017
)
5
,
pp. 1-14
Persistent link: https://www.econbiz.de/10011733970
Saved in:
6
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:
7
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:
8
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:
9
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:
10
VaR/CVaR estimation under stochastic volatility models
Han, Chuan-Hsiang
;
Liu, Wei-han
;
Chen, Tzu-ying
- In:
International journal of theoretical and applied finance
17
(
2014
)
2
,
pp. 1-35
Persistent link: https://www.econbiz.de/10010363922
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