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subject:"Volatility"
type_genre:"Article in journal"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~subject:"Korrelation"
~type_genre:"Government document"
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Search: subject_exact:"Estimation theory"
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Volatility
Korrelation
Estimation theory
590
Schätztheorie
590
Theorie
195
Theory
195
Time series analysis
138
Zeitreihenanalyse
138
Estimation
127
Schätzung
127
Nichtparametrisches Verfahren
109
Nonparametric statistics
109
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93
United States
93
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Statistical theory
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26
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26
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25
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Lan, Wei
3
Tsai, Chih-Ling
3
Bodnar, Taras
2
Ghysels, Eric
2
Hautsch, Nikolaus
2
Jing, Bingyi
2
Ling, Shiqing
2
Müller, Ulrich K.
2
Shephard, Neil G.
2
Tjostheim, Dag
2
Tsay, Ruey S.
2
Wang, Hansheng
2
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2
Aielli, Gian Piero
1
Alfelt, Gustav
1
Amado, Cristina
1
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1
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1
Ausín, M. Concepción
1
Bandi, Federico M.
1
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1
Bibinger, Markus
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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Dueker, Michael
1
Engle, Robert F.
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 econometrics
159
Economics letters
48
Econometric reviews
29
Econometric theory
26
Journal of empirical finance
26
Journal of financial econometrics : official journal of the Society for Financial Econometrics
22
Finance research letters
20
Journal of banking & finance
19
Journal of financial econometrics
19
Journal of the American Statistical Association : JASA
19
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
19
The econometrics journal
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Quantitative finance
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Economic modelling
17
International journal of forecasting
17
Econometrics : open access journal
16
Journal of forecasting
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Applied economics letters
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International journal of theoretical and applied finance
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The North American journal of economics and finance : a journal of financial economics studies
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11
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10
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
10
Journal of risk and financial management : JRFM
10
Cambridge working papers in economics
9
Journal of mathematical finance
9
Finance and stochastics
8
International journal of economics and financial issues : IJEFI
8
The European journal of finance
8
CBN journal of applied statistics
7
Decisions in economics and finance : DEF ; a journal of applied mathematics
7
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
7
Empirical economics : a quarterly journal of the Institute for Advanced Studies
7
International journal of financial engineering
7
Journal of quantitative economics
7
Risks : open access journal
7
Theoretical economics letters
7
Asia-Pacific financial markets
6
European journal of operational research : EJOR
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1
Singular conditional autoregressive Wishart model for realized covariance matrices
Alfelt, Gustav
;
Bodnar, Taras
;
Javed, Farrukh
;
Tyrcha, …
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
3
,
pp. 833-845
Persistent link: https://www.econbiz.de/10014448443
Saved in:
2
A robust approach to heteroscedasticity, error serial correlation and slope heterogeneity in linear models with interactive effects for large panel data
Cui, Guowei
;
Hayakawa, Kazuhiko
;
Nagata, Shuichi
; …
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
3
,
pp. 862-875
Persistent link: https://www.econbiz.de/10014448451
Saved in:
3
Optimal shrinkage-based portfolio selection in high dimensions
Bodnar, Taras
;
Okhrin, Yarema
;
Parolya, Nestor
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
1
,
pp. 140-156
Persistent link: https://www.econbiz.de/10013540653
Saved in:
4
Adaptive testing for cointegration with nonstationary volatility
Boswijk, Herman Peter
;
Zu, Yang
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
2
,
pp. 744-755
Persistent link: https://www.econbiz.de/10013534484
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
Covariance model with general linear structure and divergent parameters
Fan, Xinyan
;
Lan, Wei
;
Zou, Tao
;
Tsai, Chih-Ling
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
1
,
pp. 36-48
Persistent link: https://www.econbiz.de/10014448670
Saved in:
7
Inference for nonparametric high-frequency estimators with an application to time variation in betas
Kalnina, Ilze
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
2
,
pp. 538-549
Persistent link: https://www.econbiz.de/10014448338
Saved in:
8
Estimation of leverage effect : kernel function and efficiency
Yang, Xiye
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
3
,
pp. 939-956
Persistent link: https://www.econbiz.de/10014448463
Saved in:
9
Spatial correlation robust inference in linear regression and panel models
Müller, Ulrich K.
;
Watson, Mark W.
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
4
,
pp. 1050-1064
Persistent link: https://www.econbiz.de/10014448548
Saved in:
10
Robust covariance matrix estimation for high-dimensional compositional data with application to sales data analysis
Li, Danning
;
Srinivasan, Arun
;
Chen, Qian
;
Xue, Lingzhou
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
4
,
pp. 1090-1100
Persistent link: https://www.econbiz.de/10014448566
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