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subject:"Volatility"
type_genre:"Article in journal"
~isPartOf:"Journal of financial econometrics"
~isPartOf:"The econometrics journal"
~subject:"Autocorrelation"
~subject:"Statistical test"
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Search: subject_exact:"Estimation theory"
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Volatility
Autocorrelation
Statistical test
Estimation theory
316
Schätztheorie
316
Nichtparametrisches Verfahren
61
Nonparametric statistics
61
Regression analysis
59
Regressionsanalyse
59
Time series analysis
51
Zeitreihenanalyse
51
Estimation
47
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47
Statistischer Test
45
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40
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23
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22
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20
Prognoseverfahren
20
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16
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15
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15
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Article in journal
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80
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English
80
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Kleibergen, Frank
4
Kong, Lingwei
4
Zhan, Zhaoguo
4
Sancetta, Alessio
3
Baltagi, Badi H.
2
Dufour, Jean-Marie
2
Hsu, Yu-Chin
2
Kao, Chihwa
2
Khalaf, Lynda
2
Lee, Lung-fei
2
Peñaranda, Francisco
2
Phillips, Peter C. B.
2
Sun, Yixiao
2
Taylor, Stephen
2
Wu, Ximing
2
Xiao, Zhijie
2
Xu, Ke-Li
2
Zaffaroni, Paolo
2
Abadir, Karim Maher
1
Alejo, Javier
1
Baillie, Richard
1
Bera, Anil K.
1
Berger, Yves G.
1
Buccheri, Giuseppe
1
Cai, Charlie X.
1
Camponovo, Lorenzo
1
Chang, Pao-li
1
Cheng, Xu
1
Choi, Hwan-sik
1
Chong, Terence Tai-Leung
1
Cipollini, Fabrizio
1
Corradi, Valentina
1
Coudin, Elise
1
Dahl, Christian M.
1
Davidson, Russell
1
Delgado, Miguel A.
1
Demetrescu, Matei
1
Doko Tchatoka, Firmin
1
Elliott, Robert J.
1
Feng, Qu
1
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Journal of financial econometrics
The econometrics journal
Journal of econometrics
317
Economics letters
100
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
100
Econometric reviews
99
Econometric theory
84
Economic modelling
36
Econometrics : open access journal
33
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
31
Journal of empirical finance
30
Applied economics letters
26
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
23
Quantitative economics : QE ; journal of the Econometric Society
22
International journal of forecasting
21
Journal of financial econometrics : official journal of the Society for Financial Econometrics
21
Journal of banking & finance
18
Finance research letters
17
Journal of forecasting
17
Journal of the American Statistical Association : JASA
17
Quantitative finance
17
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
16
Regional science & urban economics
16
Journal of time series econometrics
15
Computational economics
14
International journal of theoretical and applied finance
13
Journal of risk and financial management : JRFM
13
Applied economics
12
Oxford bulletin of economics and statistics
12
The North American journal of economics and finance : a journal of financial economics studies
12
Empirical economics : a quarterly journal of the Institute for Advanced Studies
11
European journal of operational research : EJOR
11
International journal of economics and financial issues : IJEFI
11
Spatial economic analysis : the journal of the Regional Studies Association
11
Journal of applied econometrics
10
Finance and stochastics
9
Journal of quantitative economics
8
The European journal of finance
8
Cambridge working papers in economics
7
Decisions in economics and finance : DEF ; a journal of applied mathematics
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ECONIS (ZBW)
80
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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
Comment on: identification robust testing of risk premia in finite samples
Zaffaroni, Paolo
- In:
Journal of financial econometrics
21
(
2023
)
2
,
pp. 303-305
Persistent link: https://www.econbiz.de/10014314744
Saved in:
3
Rejoinder on: identification robust testing of risk premia in finite samples
Kleibergen, Frank
;
Kong, Lingwei
;
Zhan, Zhaoguo
- In:
Journal of financial econometrics
21
(
2023
)
2
,
pp. 311-315
Persistent link: https://www.econbiz.de/10014314746
Saved in:
4
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:
5
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:
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
Testing conditional moment restriction models using empirical likelihood
Berger, Yves G.
- In:
The econometrics journal
25
(
2022
)
2
,
pp. 384-403
Persistent link: https://www.econbiz.de/10013253841
Saved in:
8
A new test for multiple predictive regression
Xu, Ke-Li
;
Guo, Junjie
- In:
Journal of financial econometrics
22
(
2024
)
1
,
pp. 119-156
Persistent link: https://www.econbiz.de/10014526308
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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