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isPartOf:"Advances in quantitative analysis of finance and accounting : a research annual"
subject:"Börsenkurs"
~isPartOf:"Journal of financial econometrics"
~subject:"1964-1996"
~subject:"Schätztheorie"
~type_genre:"Article in journal"
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Search: subject_exact:"Estimation theory"
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Börsenkurs
1964-1996
Schätztheorie
Estimation theory
56
Estimation
21
Schätzung
21
Time series analysis
15
Zeitreihenanalyse
15
Volatility
13
Volatilität
13
Statistical test
10
Statistischer Test
10
Correlation
9
Korrelation
9
ARCH model
8
ARCH-Modell
8
Capital income
8
Forecasting model
8
Kapitaleinkommen
8
Portfolio selection
8
Portfolio-Management
8
Prognoseverfahren
8
Statistical distribution
8
Statistische Verteilung
8
Risikomaß
7
Risikoprämie
7
Risk measure
7
Risk premium
7
Share price
7
Analysis of variance
6
CAPM
6
Induktive Statistik
6
Robust statistics
6
Robustes Verfahren
6
Sampling
6
Statistical inference
6
Stichprobenerhebung
6
Stochastic process
6
Stochastischer Prozess
6
Varianzanalyse
6
Option pricing theory
4
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Undetermined
41
Free
8
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Article
56
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Article in journal
Aufsatz in Zeitschrift
56
Language
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English
56
Author
All
Kleibergen, Frank
5
Kong, Lingwei
5
Zhan, Zhaoguo
5
Sancetta, Alessio
3
Khalaf, Lynda
2
Peñaranda, Francisco
2
Zaffaroni, Paolo
2
Agrawal, Raj
1
Babii, Andrii
1
Bauwens, Luc
1
Berry, Michael A.
1
Boudt, Kris
1
Buccheri, Giuseppe
1
Cai, Charlie X.
1
Cai, Yuzhi
1
Callen, Jeffrey L.
1
Casas, Isabel
1
Chen, Feng
1
Cipollini, Fabrizio
1
Coggin, T. Daniel
1
Cornilly, Dries
1
Dahl, Christian M.
1
De Nard, Gianluca
1
Ding, Hao
1
Dunsmuir, William T.M.
1
Emery, Douglas R.
1
Ferreira, Eva
1
Gagliardini, Patrick
1
Gallinger, George W.
1
Gallo, Giampiero M.
1
Ghysels, Eric
1
Golinski, Adam
1
Grassi, Stefano
1
Grønneberg, Steffen
1
Gu, Zhutong
1
Gungor, Sermin
1
Guo, Junjie
1
Han, Heejoon
1
Hautsch, Nikolaus
1
Hecq, Alain W. J.
1
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Advances in quantitative analysis of finance and accounting : a research annual
Journal of financial econometrics
Journal of econometrics
1,600
Economics letters
963
Econometric theory
727
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
610
Econometric reviews
449
Journal of the American Statistical Association : JASA
324
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
312
The econometrics journal
272
Journal of applied econometrics
220
Applied economics letters
198
Oxford bulletin of economics and statistics
187
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
186
European journal of operational research : EJOR
179
Applied economics
169
Journal of quantitative economics : official journal of the Indian Econometric Society
166
Econometrics : open access journal
152
International journal of forecasting
152
The review of economics and statistics
148
Economic modelling
139
Quantitative economics : QE ; journal of the Econometric Society
132
Journal of forecasting
125
Insurance / Mathematics & economics
117
Computational economics
111
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
107
Statistical papers
102
Statistics in transition : an international journal of the Polish Statistical Association
100
Journal of economic dynamics & control
91
The review of economic studies
86
American journal of agricultural economics
77
Journal of empirical finance
75
Journal of banking & finance
74
Finance research letters
73
Journal of financial econometrics : official journal of the Society for Financial Econometrics
73
International economic review
70
Annales d'économie et de statistique
69
Metrika : international journal for theoretical and applied statistics
68
Operations research
63
Empirical economics : a quarterly journal of the Institute for Advanced Studies
61
Journal of productivity analysis
61
Journal of risk and financial management : JRFM
60
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ECONIS (ZBW)
56
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1
Identification robust testing of risk premia in finite samples
Kleibergen, Frank
;
Kong, Lingwei
;
Zhan, Zhaoguo
- In:
Journal of financial econometrics
21
(
2023
)
2
,
pp. 263-297
Persistent link: https://www.econbiz.de/10014314742
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
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:
7
Maximum-Likelihood estimation using the zig-zag algorithm
Hautsch, Nikolaus
;
Okhrin, Ostap
;
Ristig, Alexander
- In:
Journal of financial econometrics
21
(
2023
)
4
,
pp. 1346-1375
Persistent link: https://www.econbiz.de/10014391462
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
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:
10
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
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