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subject:"Volatility"
type_genre:"Article in journal"
~isPartOf:"Journal of financial econometrics"
~isPartOf:"The econometrics journal"
~subject:"Autocorrelation"
~subject:"Nichtparametrisches Verfahren"
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Search: subject_exact:"Estimation theory"
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Volatility
Autocorrelation
Nichtparametrisches Verfahren
Estimation theory
316
Schätztheorie
316
Nonparametric statistics
61
Regression analysis
59
Regressionsanalyse
59
Time series analysis
51
Zeitreihenanalyse
51
Estimation
47
Schätzung
47
Statistical test
45
Statistischer Test
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40
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40
Theorie
31
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24
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23
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20
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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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Article in journal
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100
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1
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100
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Gørgens, Tue
2
Kristensen, Dennis
2
Lee, Lung-fei
2
Mammen, Enno
2
Phillips, Peter C. B.
2
Robinson, Peter M.
2
Rodríguez Poo, Juan Manuel
2
Sancetta, Alessio
2
Soberon, Alexandra
2
Sun, Yixiao
2
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2
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2
Xiao, Zhijie
2
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2
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1
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1
Ai, Chunrong
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
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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
Chong, Terence Tai-Leung
1
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1
Corradi, Valentina
1
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1
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Journal of financial econometrics
The econometrics journal
Journal of econometrics
474
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
158
Econometric theory
142
Economics letters
137
Econometric reviews
123
Journal of the American Statistical Association : JASA
81
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
44
Quantitative economics : QE ; journal of the Econometric Society
39
Economic modelling
34
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
33
Econometrics : open access journal
32
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
32
European journal of operational research : EJOR
31
Journal of empirical finance
29
International journal of forecasting
28
Applied economics letters
26
Journal of financial econometrics : official journal of the Society for Financial Econometrics
24
Journal of risk and financial management : JRFM
22
Journal of banking & finance
21
Computational economics
20
Journal of applied econometrics
19
Energy economics
18
Applied economics
17
Quantitative finance
17
Regional science & urban economics
17
Finance research letters
16
Journal of forecasting
16
Insurance / Mathematics & economics
15
International journal of theoretical and applied finance
14
Journal of productivity analysis
14
International journal of economics and financial issues : IJEFI
12
The North American journal of economics and finance : a journal of financial economics studies
12
Cambridge working papers in economics
11
Empirical economics : a quarterly journal of the Institute for Advanced Studies
11
Journal of econometric methods
11
Finance and stochastics
9
Journal of time series econometrics
9
Operations research
9
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ECONIS (ZBW)
100
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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
Choosing exogeneity assumptions in potential outcome models
Masten, Matthew A
;
Poirier, Alexandre
- In:
The econometrics journal
26
(
2023
)
3
,
pp. 327-349
Persistent link: https://www.econbiz.de/10014391678
Saved in:
3
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:
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
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:
6
Misclassification-robust semiparametric estimation of single-index binary-choice models
Čížek, Pavel
;
Sadıkoğlu, S.
- In:
The econometrics journal
25
(
2022
)
2
,
pp. 433-454
Persistent link: https://www.econbiz.de/10013253843
Saved in:
7
Augmented two-step estimating equations with nuisance functionals and complex survey data
Zhao, Puying
;
Wu, Changbao
- In:
The econometrics journal
27
(
2024
)
1
,
pp. 37-61
Persistent link: https://www.econbiz.de/10014528089
Saved in:
8
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:
9
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
Saved in:
10
Estimating risk in illiquid markets : a model of market friction with stochastic volatility
Buccheri, Giuseppe
;
Grassi, Stefano
;
Vocalelli, Giorgio
- In:
Journal of financial econometrics
22
(
2024
)
2
,
pp. 531-574
Persistent link: https://www.econbiz.de/10014526336
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