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isPartOf:"Econometric reviews"
~subject:"Entropie"
~subject:"Volatilität"
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Search: subject_exact:"Semiparametrische Statistik"
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Entropie
Volatilität
Nichtparametrisches Verfahren
126
Nonparametric statistics
126
Estimation theory
81
Schätztheorie
81
Theorie
40
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40
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31
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Racine, Jeffrey
2
Soofi, Ehsan S.
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Ausín, M. Concepción
1
Beheshti, Neshat
1
Bennedsen, Mikkel
1
Brownlees, Christian
1
Cai, Zongwu
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Chen, Qiang
1
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1
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Gu, Wentao
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1
Li, Qi
1
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1
Maasoumi, Esfandiar
1
Mazzuchi, Thomas A,
1
Nagai, Keiji
1
Nishiyama, Yoshihiko
1
Nualart, Eulalia
1
Néri, Breno de Andrade Pinheiro
1
Rossi, Eduardo
1
Santucci de Magistris, Paolo
1
Song, Xiaojun
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Soyer, Refik
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Sun, Yiguo
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Trede, Mark
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Virbickaitė, Audronė
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Wright, Jonathan H.
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Econometric reviews
Journal of econometrics
43
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
15
SFB 649 discussion paper
12
Discussion paper / Tinbergen Institute
11
Journal of financial econometrics : official journal of the Society for Financial Econometrics
9
Economic modelling
8
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
8
Econometrics : open access journal
7
Economics letters
7
Journal of empirical finance
7
The North American journal of economics and finance : a journal of financial economics studies
7
CEMMAP working papers / Centre for Microdata Methods and Practice
6
CREATES research paper
6
Econometric theory
6
Energy economics
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International journal of forecasting
5
Journal of risk and financial management : JRFM
5
Working paper / Department of Econometrics and Business Statistics, Monash University
5
Cambridge working papers in economics
4
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
4
Finance research letters
4
Tinbergen Institute research series
4
Working papers / Rutgers University, Department of Economics
4
Applied economics
3
CIE working paper series
3
Cambridge-INET working papers
3
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
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Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics
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ERID working paper
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Economic Research Initiatives at Duke (ERID) Working Paper
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Finance and stochastics
3
Journal of economic dynamics & control
3
Journal of financial econometrics
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Journal of mathematical finance
3
NBER Working Paper
3
Quantitative finance
3
The econometrics journal
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
3
The review of financial studies
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On the estimation of integrated volatility in the presence of jumps and microstructure noise
Brownlees, Christian
;
Nualart, Eulalia
;
Sun, Yucheng
- In:
Econometric reviews
39
(
2020
)
10
,
pp. 991-1013
Persistent link: https://www.econbiz.de/10012406198
Saved in:
2
Semiparametric estimation and inference on the fractal index of Gaussian and conditionally Gaussian time series data
Bennedsen, Mikkel
- In:
Econometric reviews
39
(
2020
)
9
,
pp. 875-903
Persistent link: https://www.econbiz.de/10012295586
Saved in:
3
Bayesian semiparametric multivariate stochastic volatility with application
Zaharieva, Martina Danielova
;
Trede, Mark
;
Wilfling, Bernd
- In:
Econometric reviews
39
(
2020
)
9
,
pp. 947-970
Persistent link: https://www.econbiz.de/10012295590
Saved in:
4
Information measures of kernel estimation
Beheshti, Neshat
;
Racine, Jeffrey
;
Soofi, Ehsan S.
- In:
Econometric reviews
38
(
2019
)
1
,
pp. 47-68
Persistent link: https://www.econbiz.de/10012180697
Saved in:
5
A nonparametric specification test for the volatility functions of diffusion processes
Chen, Qiang
;
Hu, Meidi
;
Song, Xiaojun
- In:
Econometric reviews
38
(
2019
)
5
,
pp. 557-576
Persistent link: https://www.econbiz.de/10012181335
Saved in:
6
Particle learning for Bayesian semi-parametric stochastic volatility model
Virbickaitė, Audronė
;
Lopes, Hedibert Freitas
; …
- In:
Econometric reviews
38
(
2019
)
9
,
pp. 1007-1023
Persistent link: https://www.econbiz.de/10012181379
Saved in:
7
The estimation for Lévy processes in high frequency data
Zheng, Jing
;
Gu, Wentao
;
Xu, Baolin
;
Cai, Zongwu
- In:
Econometric reviews
37
(
2018
)
6/10
,
pp. 1051-1066
Persistent link: https://www.econbiz.de/10012040536
Saved in:
8
An efficient integrated nonparametric entropy estimator of serial dependence
Hong, Yongmiao
;
Wang, Xia
;
Zhang, Wenjie
;
Wang, Shouyang
- In:
Econometric reviews
36
(
2017
)
6/9
,
pp. 728-780
Persistent link: https://www.econbiz.de/10011795488
Saved in:
9
Volatility spillover effect : a semiparametric analysis of non-cointegrated process
Sun, Yiguo
;
Hsiao, Cheng
;
Li, Qi
- In:
Econometric reviews
34
(
2015
)
1/5
,
pp. 127-145
Persistent link: https://www.econbiz.de/10011373301
Saved in:
10
Estimation of long memory in integrated variance
Rossi, Eduardo
;
Santucci de Magistris, Paolo
- In:
Econometric reviews
33
(
2014
)
7
,
pp. 785-814
Persistent link: https://www.econbiz.de/10010363876
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