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subject:"Volatility"
type_genre:"Article in journal"
~isPartOf:"Journal of financial econometrics"
~isPartOf:"The econometrics journal"
~subject:"Autocorrelation"
~subject:"Induktive Statistik"
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Search: subject_exact:"Estimation theory"
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Volatility
Autocorrelation
Induktive Statistik
Estimation theory
316
Schätztheorie
316
Nichtparametrisches Verfahren
61
Nonparametric statistics
61
Regression analysis
59
Regressionsanalyse
59
Time series analysis
51
Zeitreihenanalyse
51
Estimation
47
Schätzung
47
Statistical test
45
Statistischer Test
45
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40
Panel study
40
Theorie
31
Theory
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24
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24
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23
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23
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22
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20
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20
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18
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18
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17
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17
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16
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16
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16
Instrumental variables
15
Method of moments
15
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15
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15
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62
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62
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Xiao, Zhijie
3
Dufour, Jean-Marie
2
Lee, Lung-fei
2
Sancetta, Alessio
2
Sun, Yixiao
2
Taylor, Stephen
2
Abadir, Karim Maher
1
Aguirre, Víctor M.
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
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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
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1
Coudin, Elise
1
Dahl, Christian M.
1
Davidson, Russell
1
Davydov, Youri
1
Doko Tchatoka, Firmin
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
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1
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1
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1
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1
Götz, Thomas B.
1
Han, Heejoon
1
Han, Sukjin
1
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1
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1
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Royal Economic Society / Annual Conference <2016, Brighton>
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Journal of financial econometrics
The econometrics journal
Journal of econometrics
266
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
99
Economics letters
71
Econometric theory
65
Econometric reviews
62
Journal of empirical finance
27
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
24
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24
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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21
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21
Journal of financial econometrics : official journal of the Society for Financial Econometrics
18
International journal of forecasting
17
Applied economics letters
16
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Finance research letters
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Journal of banking & finance
14
Journal of forecasting
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Regional science & urban economics
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International journal of theoretical and applied finance
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Journal of risk and financial management : JRFM
12
The North American journal of economics and finance : a journal of financial economics studies
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International journal of economics and financial issues : IJEFI
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9
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8
European journal of operational research : EJOR
8
Finance and stochastics
8
The European journal of finance
8
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7
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7
Journal of mathematical finance
7
Journal of quantitative economics
7
Spatial economic analysis : the journal of the Regional Studies Association
7
Decisions in economics and finance : DEF ; a journal of applied mathematics
6
International journal of financial engineering
6
International review of financial analysis
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ECONIS (ZBW)
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1
Empirical asset pricing with functional factors
Nadler, Philip
;
Sancetta, Alessio
- In:
Journal of financial econometrics
21
(
2023
)
4
,
pp. 1258-1281
Persistent link: https://www.econbiz.de/10014391457
Saved in:
2
Intraday trades profile estimation : an intensity approach
Sancetta, Alessio
- In:
Journal of financial econometrics
21
(
2023
)
3
,
pp. 651-677
Persistent link: https://www.econbiz.de/10014314773
Saved in:
3
Granger causality testing in high-dimensional VARs : a post-double-selection procedure
Hecq, Alain W. J.
;
Margaritella, Luca
;
Smeekes, Stephan
- In:
Journal of financial econometrics
21
(
2023
)
3
,
pp. 915-958
Persistent link: https://www.econbiz.de/10014314841
Saved in:
4
Inference in regression discontinuity designs with high-dimensional covariates
Kreiss, Alexander
;
Rothe, Christoph
- In:
The econometrics journal
26
(
2023
)
2
,
pp. 105-123
Persistent link: https://www.econbiz.de/10014319272
Saved in:
5
Equilibrium multiplicity in dynamic games : testing and estimation
Otsu, Taisuke
;
Pesendorfer, Martin
- In:
The econometrics journal
26
(
2023
)
1
,
pp. C26-C42
Persistent link: https://www.econbiz.de/10013543266
Saved in:
6
Explicit minimal representation of variance matrices, and its implication for dynamic volatility models
Abadir, Karim Maher
- In:
The econometrics journal
26
(
2023
)
1
,
pp. 88-104
Persistent link: https://www.econbiz.de/10013543279
Saved in:
7
Synthetic control method with convex hull restrictions : a Bayesian maximum a posteriori approach
Goh, Gyuhyeong
;
Yu, Jisang
- In:
The econometrics journal
25
(
2022
)
1
,
pp. 215-232
Persistent link: https://www.econbiz.de/10012878909
Saved in:
8
Estimation and inference of quantile impulse response functions by local projections : with applications to VaR dynamics
Han, Heejoon
;
Jung, Whayoung
;
Lee, Ji Hyung
- In:
Journal of financial econometrics
22
(
2024
)
1
,
pp. 1-29
Persistent link: https://www.econbiz.de/10014526299
Saved in:
9
Volatility of volatility estimation : central limit theorems for the fourier transform estimator and empirical study of the daily time series stylized facts
Toscano, Giacomo
;
Livieri, Giulia
;
Mancino, Maria Elvira
; …
- In:
Journal of financial econometrics
22
(
2024
)
1
,
pp. 252-296
Persistent link: https://www.econbiz.de/10014526318
Saved in:
10
Dynamic covariance matrix estimation and portfolio analysis with high-frequency data
Jiang, Binyan
;
Liu, Cheng
;
Tang, Cheng Yong
- In:
Journal of financial econometrics
22
(
2024
)
2
,
pp. 461-491
Persistent link: https://www.econbiz.de/10014526333
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