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type_genre:"Article in journal"
subject:"Nichtparametrisches Verfahren"
~subject:"Bayes-Statistik"
~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
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Search: subject_exact:"Estimation theory"
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Nichtparametrisches Verfahren
Bayes-Statistik
Estimation theory
73
Schätztheorie
73
Time series analysis
20
Zeitreihenanalyse
20
Volatility
16
Volatilität
16
Estimation
15
Schätzung
15
ARCH model
11
ARCH-Modell
11
Market microstructure
10
Marktmikrostruktur
10
Capital income
9
Kapitaleinkommen
9
Nonparametric statistics
9
Risikomaß
9
Risk measure
9
Theorie
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Theory
9
Correlation
7
Forecasting model
7
Korrelation
7
Prognoseverfahren
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Regression analysis
7
Regressionsanalyse
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Stochastic process
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Stochastischer Prozess
7
Börsenkurs
6
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Analysis of variance
5
Noise Trading
5
Noise trading
5
Statistical test
5
Statistischer Test
5
Varianzanalyse
5
CAPM
4
Multivariate Analyse
4
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4
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4
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12
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Article in journal
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12
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English
12
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Gallant, A. Ronald
2
Amengual, Dante
1
Birke, Melanie
1
Boudt, Kris
1
Carrasco, Marine
1
Corsi, Fulvio
1
Croux, Christophe
1
Denuit, Michel
1
Di, Jianing
1
Fan, Jianqing
1
Fan, Yingying
1
Ferreira, Eva
1
Gangopadhyay, Ashis
1
Geweke, John
1
Gil-Bazo, Javier
1
Härdle, Wolfgang
1
Ikeda, Shin S.
1
Kim, Chae-yŏng
1
Kotchoni, Rachidi
1
Laurent, Sébastien
1
Linton, Oliver
1
Lunde, Asger
1
Lv, Jinchi
1
Mira, Antonietta
1
Okhrin, Yarema
1
Peluso, Stefano
1
Pilz, Kay Frederik
1
Robert, Christian P.
1
Scaillet, Olivier
1
Sentana, Enrique
1
Sims, Christopher A.
1
Wang, Weining
1
Wei, Wei
1
Wu, Ruochen
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
Journal of econometrics
362
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
129
Econometric theory
106
Economics letters
97
Econometric reviews
90
Journal of the American Statistical Association : JASA
82
The econometrics journal
67
Quantitative economics : QE ; journal of the Econometric Society
45
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
39
European journal of operational research : EJOR
31
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
30
Econometrics : open access journal
26
Economic modelling
26
Journal of applied econometrics
26
International journal of forecasting
24
Computational economics
22
Insurance / Mathematics & economics
22
Applied economics letters
18
Journal of productivity analysis
17
Energy economics
16
Applied economics
14
Journal of risk and financial management : JRFM
13
Operations research
13
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
13
Journal of empirical finance
11
Empirical economics : a quarterly journal of the Institute for Advanced Studies
10
Journal of economic dynamics & control
10
Cambridge working papers in economics
9
Journal of banking & finance
9
Journal of econometric methods
9
The review of economic studies
9
Annals of economics and statistics
8
Journal of forecasting
8
Journal of quantitative economics : official journal of the Indian Econometric Society
8
Marketing science : the marketing journal of the Institute for Operations Research and the Management Sciences
8
Regional science & urban economics
8
Risks : open access journal
8
Statistics in transition : an international journal of the Polish Statistical Association
8
Journal of productivity analysis : an official journal of the International Society for Efficiency and Productivity Analysis
7
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ECONIS (ZBW)
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1
Reflections on the probability space induced by moment conditions with implications for Bayesian inference
Gallant, A. Ronald
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
2
,
pp. 229-247
Persistent link: https://www.econbiz.de/10011588992
Saved in:
2
Reflections on the probability space induced by moment conditions with implications for Bayesian inference : author response to comments
Gallant, A. Ronald
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
2
,
pp. 284-294
Persistent link: https://www.econbiz.de/10011591037
Saved in:
3
Adaptive Realized Kernels
Carrasco, Marine
;
Kotchoni, Rachidi
- In:
Journal of financial econometrics : official journal of …
13
(
2015
)
4
,
pp. 757-797
Persistent link: https://www.econbiz.de/10011417704
Saved in:
4
Two-scale realized kernels : a univariate case
Ikeda, Shin S.
- In:
Journal of financial econometrics : official journal of …
13
(
2015
)
1
,
pp. 126-165
Persistent link: https://www.econbiz.de/10010519659
Saved in:
5
A Bayesian high-frequency estimator of the multivariate covariance of noisy and asynchronous returns
Peluso, Stefano
;
Corsi, Fulvio
;
Mira, Antonietta
- In:
Journal of financial econometrics : official journal of …
13
(
2015
)
3
,
pp. 665-697
Persistent link: https://www.econbiz.de/10011339256
Saved in:
6
Uniform confidence bands for pricing kernels
Härdle, Wolfgang
;
Okhrin, Yarema
;
Wang, Weining
- In:
Journal of financial econometrics : official journal of …
13
(
2015
)
2
,
pp. 376-413
Persistent link: https://www.econbiz.de/10011339301
Saved in:
7
One-step semiparametric estimation of the GARCH model
Di, Jianing
;
Gangopadhyay, Ashis
- In:
Journal of financial econometrics : official journal of …
12
(
2014
)
2
,
pp. 382-407
Persistent link: https://www.econbiz.de/10010351543
Saved in:
8
Outlyingness weighted covariation
Boudt, Kris
;
Croux, Christophe
;
Laurent, Sébastien
- In:
Journal of financial econometrics : official journal of …
9
(
2011
)
4
,
pp. 657-684
Persistent link: https://www.econbiz.de/10009407333
Saved in:
9
Nonparametric option pricing with no-arbitrage constraints
Birke, Melanie
;
Pilz, Kay Frederik
- In:
Journal of financial econometrics : official journal of …
7
(
2009
)
2
,
pp. 53-76
Persistent link: https://www.econbiz.de/10003826478
Saved in:
10
Aggregation of nonparametric estimators for volatility matrix
Fan, Jianqing
;
Fan, Yingying
;
Lv, Jinchi
- In:
Journal of financial econometrics : official journal of …
5
(
2007
)
3
,
pp. 321-357
Persistent link: https://www.econbiz.de/10003518410
Saved in:
11
Nonparametric tests for positive quadrant dependence
Denuit, Michel
;
Scaillet, Olivier
- In:
Journal of financial econometrics : official journal of …
2
(
2004
)
3
,
pp. 422-450
Persistent link: https://www.econbiz.de/10002214466
Saved in:
12
Beyond single-factor affine term structure models
Ferreira, Eva
;
Gil-Bazo, Javier
- In:
Journal of financial econometrics : official journal of …
2
(
2004
)
4
,
pp. 565-591
Persistent link: https://www.econbiz.de/10002349845
Saved in:
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