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isPartOf:"Econometric reviews"
~subject:"Volatilität"
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Volatilität
Nichtparametrisches Verfahren
126
Nonparametric statistics
126
Estimation theory
81
Schätztheorie
81
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40
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40
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31
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Ausín, M. Concepción
1
Bennedsen, Mikkel
1
Brownlees, Christian
1
Cai, Zongwu
1
Chen, Qiang
1
Fernandes, Marcelo
1
Galeano, Pedro
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Econometric reviews
Journal of econometrics
40
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
14
Journal of financial econometrics : official journal of the Society for Financial Econometrics
9
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
8
Economics letters
7
Journal of empirical finance
7
The North American journal of economics and finance : a journal of financial economics studies
7
Econometric theory
6
Economic modelling
6
Energy economics
6
Econometrics : open access journal
5
International journal of forecasting
5
Finance research letters
4
Journal of risk and financial management : JRFM
4
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
3
Finance and stochastics
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Journal of financial econometrics
3
Journal of mathematical finance
3
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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
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Tools and techniques
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Applied financial economics letters
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Asia-Pacific journal of financial studies
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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International economics : a journal published by CEPII (Center for research and expertise on the world economy)
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International journal of economics and finance
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International journal of financial engineering
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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
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:
5
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:
6
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:
7
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:
8
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
Saved in:
9
Nonparametric entropy-based tests of independence between stochastic processes
Fernandes, Marcelo
;
Néri, Breno de Andrade Pinheiro
- In:
Econometric reviews
29
(
2010
)
3
,
pp. 276-306
Persistent link: https://www.econbiz.de/10003965134
Saved in:
10
Nonparametric estimation methods of integrated multivariate volatilities
Hoshikawa, Toshiya
;
Nagai, Keiji
;
Kanatani, Taro
; …
- In:
Econometric reviews
27
(
2008
)
1/3
,
pp. 112-138
Persistent link: https://www.econbiz.de/10003761218
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