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isPartOf:"International journal of theoretical and applied finance"
subject:"Volatility"
~isPartOf:"Journal of econometrics"
~subject:"Experiment"
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Search: subject_exact:"Estimation theory"
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Volatility
Experiment
Estimation theory
1,677
Schätztheorie
1,677
Theorie
375
Theory
375
Nichtparametrisches Verfahren
314
Nonparametric statistics
314
Zeitreihenanalyse
310
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309
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268
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268
Estimation
219
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215
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156
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156
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150
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150
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129
Method of moments
101
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100
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82
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82
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81
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81
Autocorrelation
77
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77
Forecasting model
73
Prognoseverfahren
73
Bootstrap approach
71
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71
Instrumental variables
69
Stochastic process
67
Stochastischer Prozess
67
Cointegration
63
Kointegration
62
Statistical distribution
62
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62
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59
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59
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Todorov, Viktor
10
Tauchen, George Eugene
7
Andersen, Torben
6
Li, Jia
6
Francq, Christian
5
Kim, Donggyu
5
Li, Yingying
5
Zakoïan, Jean-Michel
5
Mykland, Per A.
4
Aït-Sahalia, Yacine
3
Bollerslev, Tim
3
Meddahi, Nour
3
Park, Joon Y.
3
Varneskov, Rasmus Tangsgaard
3
Wang, Yazhen
3
Zhang, Lan
3
Clinet, Simon
2
Fan, Jianqing
2
Gallant, A. Ronald
2
Gatheral, Jim
2
Gouriéroux, Christian
2
Grynkiv, Iaryna
2
Jasiak, Joann
2
Kong, Xin-Bing
2
Koopman, Siem Jan
2
Li, Guodong
2
Li, Wai Keung
2
Patton, Andrew J.
2
Potiron, Yoann
2
Wang, Bin
2
Xiu, Dacheng
2
Zhang, Congshan
2
Zhang, Zhiyuan
2
Zheng, Xinghua
2
Zheng, Xu
2
Zhu, Ke
2
Zu, Yang
2
Ahn, Dong-Hyun
1
Ahsan, Nazmul
1
Albani, Vinícius
1
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International journal of theoretical and applied finance
Journal of econometrics
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
44
Discussion paper / Tinbergen Institute
31
Econometric reviews
24
Economics letters
24
Journal of empirical finance
20
Economic modelling
18
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
17
Econometric theory
16
Journal of financial econometrics : official journal of the Society for Financial Econometrics
16
CREATES research paper
15
NBER Working Paper
15
NBER working paper series
15
Quantitative finance
15
International journal of forecasting
14
Journal of banking & finance
13
Journal of financial econometrics
13
Finance research letters
12
Working paper / National Bureau of Economic Research, Inc.
12
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
11
The North American journal of economics and finance : a journal of financial economics studies
11
The econometrics journal
11
Econometrics : open access journal
10
Journal of forecasting
10
Journal of risk and financial management : JRFM
10
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
10
SFB 649 discussion paper
9
Finance and stochastics
8
International journal of economics and financial issues : IJEFI
8
Journal of mathematical finance
8
Applied economics
7
CEMMAP working papers / Centre for Microdata Methods and Practice
7
Discussion paper / Center for Economic Research, Tilburg University
7
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
7
Journal of risk
7
Working papers
7
Computational economics
6
Decisions in economics and finance : DEF ; a journal of applied mathematics
6
Discussion paper / Tinbergen Institute / Tinbergen Institute
6
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ECONIS (ZBW)
147
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1
Asymptotic F test in regressions with observations collected at high frequency over long span
Pellatt, Daniel F.
;
Sun, Yixiao
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1281-1309
Persistent link: https://www.econbiz.de/10014471377
Saved in:
2
Parametric estimation of long memory in factor models
Ergemen, Yunus Emre
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1483-1499
Persistent link: https://www.econbiz.de/10014471404
Saved in:
3
Identification and estimation of spillover effects in randomized experiments
Vazquez-Bare, Gonzalo
- In:
Journal of econometrics
237
(
2023
)
1
,
pp. 1-26
Persistent link: https://www.econbiz.de/10014471486
Saved in:
4
Semiparametric estimation of long-term treatment effects
Chen, Jiafeng
;
Ritzwoller, David M.
- In:
Journal of econometrics
237
(
2023
)
2,1
,
pp. 1-18
Persistent link: https://www.econbiz.de/10014471513
Saved in:
5
Volatility measurement with pockets of extreme return persistence
Andersen, Torben
;
Li, Yingying
;
Todorov, Viktor
;
Zhou, Bo
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014471793
Saved in:
6
Semiparametric estimation of latent variable asset pricing models
Dalderop, Jeroen
- In:
Journal of econometrics
236
(
2023
)
1
,
pp. 1-30
Persistent link: https://www.econbiz.de/10014332225
Saved in:
7
Bias reduction in spot volatility estimation from options
Todorov, Viktor
;
Zhang, Yang
- In:
Journal of econometrics
234
(
2023
)
1
,
pp. 53-81
Persistent link: https://www.econbiz.de/10014364661
Saved in:
8
A higher-order correct fast moving-average bootstrap for dependent data
La Vecchia, Davide
;
Moor, Alban
;
Scaillet, Olivier
- In:
Journal of econometrics
235
(
2023
)
1
,
pp. 65-81
Persistent link: https://www.econbiz.de/10014434380
Saved in:
9
Nonparametric jump variation measures from options
Todorov, Viktor
- In:
Journal of econometrics
230
(
2022
)
2
,
pp. 255-280
Persistent link: https://www.econbiz.de/10013463804
Saved in:
10
Testing for the presence of jump components in jump diffusion models
Wang, Bin
;
Zheng, Xu
- In:
Journal of econometrics
230
(
2022
)
2
,
pp. 483-509
Persistent link: https://www.econbiz.de/10013464085
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