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subject:"Volatility"
type_genre:"Article in journal"
~isPartOf:"Journal of econometrics"
~subject:"Statistical distribution"
~type_genre:"Amtsdruckschrift"
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Search: subject_exact:"Estimation theory"
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Volatility
Statistical distribution
Estimation theory
1,601
Schätztheorie
1,601
Theorie
366
Theory
366
Nichtparametrisches Verfahren
312
Nonparametric statistics
312
Time series analysis
304
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264
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Estimation
216
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156
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148
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98
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97
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82
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82
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78
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78
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76
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76
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73
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73
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71
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71
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68
Cointegration
63
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62
Stochastic process
61
Stochastischer Prozess
61
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59
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59
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165
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Todorov, Viktor
10
Tauchen, George Eugene
7
Andersen, Torben
6
Li, Jia
6
Kim, Donggyu
5
Li, Yingying
5
Park, Joon Y.
5
Aït-Sahalia, Yacine
4
Francq, Christian
4
Mykland, Per A.
4
Zakoïan, Jean-Michel
4
Bollerslev, Tim
3
Koopman, Siem Jan
3
Linton, Oliver
3
Meddahi, Nour
3
Varneskov, Rasmus Tangsgaard
3
Veredas, David
3
Wang, Yazhen
3
White, Halbert
3
Zhang, Lan
3
Zheng, Xinghua
3
Zhu, Ke
3
Amengual, Dante
2
Bandi, Federico M.
2
Chen, Dachuan
2
Clinet, Simon
2
Dufour, Jean-Marie
2
Fan, Jianqing
2
Fiorentini, Gabriele
2
Gallant, A. Ronald
2
Gouriéroux, Christian
2
Grynkiv, Iaryna
2
Harvey, Andrew C.
2
Jasiak, Joann
2
Kohn, Robert
2
Kong, Xin-Bing
2
Li, Guodong
2
Li, Wai Keung
2
Liu, Cheng
2
Patton, Andrew J.
2
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Journal of econometrics
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
64
Economics letters
46
Insurance / Mathematics & economics
44
Econometric reviews
41
Econometric theory
38
The econometrics journal
26
Journal of empirical finance
25
Statistics in transition : an international journal of the Polish Statistical Association
24
International journal of forecasting
23
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
22
Econometrics : open access journal
19
Economic modelling
19
Journal of financial econometrics
19
Journal of the American Statistical Association : JASA
19
Journal of banking & finance
18
Journal of financial econometrics : official journal of the Society for Financial Econometrics
18
Finance research letters
17
Journal of risk and financial management : JRFM
17
Quantitative finance
17
European journal of operational research : EJOR
15
International journal of theoretical and applied finance
15
Journal of forecasting
15
Applied economics
13
Computational economics
13
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
13
Journal of mathematical finance
13
Risks : open access journal
13
Journal of risk
12
Statistical papers
12
The North American journal of economics and finance : a journal of financial economics studies
12
Applied economics letters
10
Finance and stochastics
9
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
8
International journal of economics and financial issues : IJEFI
8
The European journal of finance
8
The journal of risk model validation
8
Astin bulletin : the journal of the International Actuarial Association
7
Empirical economics : a quarterly journal of the Institute for Advanced Studies
7
International journal of financial engineering
7
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ECONIS (ZBW)
165
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1
Asymptotic F test in regressions with observations collected at high frequency over long span
Pellatt, Daniel F.
;
Sun, Yixiao
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1281-1309
Persistent link: https://www.econbiz.de/10014471377
Saved in:
2
Parametric estimation of long memory in factor models
Ergemen, Yunus Emre
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1483-1499
Persistent link: https://www.econbiz.de/10014471404
Saved in:
3
Tail index estimation in the presence of covariates : stock returns' tail risk dynamics
Nicolau, João
;
Rodrigues, Paulo M. M.
;
Stoykov, Marian Z.
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 2266-2284
Persistent link: https://www.econbiz.de/10014471455
Saved in:
4
Volatility measurement with pockets of extreme return persistence
Andersen, Torben
;
Li, Yingying
;
Todorov, Viktor
;
Zhou, Bo
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014471793
Saved in:
5
Semiparametric estimation of latent variable asset pricing models
Dalderop, Jeroen
- In:
Journal of econometrics
236
(
2023
)
1
,
pp. 1-30
Persistent link: https://www.econbiz.de/10014332225
Saved in:
6
Bias reduction in spot volatility estimation from options
Todorov, Viktor
;
Zhang, Yang
- In:
Journal of econometrics
234
(
2023
)
1
,
pp. 53-81
Persistent link: https://www.econbiz.de/10014364661
Saved in:
7
Multi-dimensional latent group structures with heterogeneous distributions
Leng, Xuan
;
Chen, Heng
;
Wang, Wendun
- In:
Journal of econometrics
233
(
2023
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014340642
Saved in:
8
Nonparametric jump variation measures from options
Todorov, Viktor
- In:
Journal of econometrics
230
(
2022
)
2
,
pp. 255-280
Persistent link: https://www.econbiz.de/10013463804
Saved in:
9
Estimation and inference about tail features with tail censored data
Wang, Yulong
;
Xiao, Zhijie
- In:
Journal of econometrics
230
(
2022
)
2
,
pp. 363-387
Persistent link: https://www.econbiz.de/10013463894
Saved in:
10
Testing for the presence of jump components in jump diffusion models
Wang, Bin
;
Zheng, Xu
- In:
Journal of econometrics
230
(
2022
)
2
,
pp. 483-509
Persistent link: https://www.econbiz.de/10013464085
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