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isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
subject:"Volatility"
~isPartOf:"Cambridge working papers in economics"
~isPartOf:"Journal of econometrics"
~subject:"Share price"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Estimation theory"
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Volatility
Share price
Estimation theory
1,698
Schätztheorie
1,698
Theorie
375
Theory
375
Nichtparametrisches Verfahren
329
Nonparametric statistics
329
Time series analysis
329
Zeitreihenanalyse
329
Regression analysis
278
Regressionsanalyse
278
Estimation
236
Schätzung
232
Panel
163
Panel study
163
Statistical test
159
Statistischer Test
159
Volatilität
133
Method of moments
101
Momentenmethode
100
Induktive Statistik
84
Statistical inference
84
Forecasting model
82
Prognoseverfahren
82
Maximum likelihood estimation
81
Maximum-Likelihood-Schätzung
81
Autocorrelation
80
Autokorrelation
80
Bootstrap approach
73
Bootstrap-Verfahren
73
Instrumental variables
68
Stochastic process
68
Stochastischer Prozess
68
Cointegration
66
Correlation
66
Korrelation
66
Kointegration
65
Statistical distribution
62
Statistische Verteilung
62
ARCH model
61
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2
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Article
150
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2
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Aufsatz in Zeitschrift
Article in journal
152
Graue Literatur
9
Non-commercial literature
9
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4
Working Paper
4
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1
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English
152
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Todorov, Viktor
10
Tauchen, George Eugene
7
Andersen, Torben
6
Francq, Christian
6
Li, Jia
6
Li, Yingying
6
Kim, Donggyu
5
Mykland, Per A.
5
Zakoïan, Jean-Michel
5
Koopman, Siem Jan
4
Zhang, Lan
4
Aït-Sahalia, Yacine
3
Bollerslev, Tim
3
Fan, Jianqing
3
Meddahi, Nour
3
Park, Joon Y.
3
Rodrigues, Paulo M. M.
3
Shephard, Neil G.
3
Varneskov, Rasmus Tangsgaard
3
Wang, Yazhen
3
Xiu, Dacheng
3
Clinet, Simon
2
Engle, Robert F.
2
Gallant, A. Ronald
2
Ghysels, Eric
2
Gouriéroux, Christian
2
Grynkiv, Iaryna
2
Härdle, Wolfgang
2
Ikeda, Shin S.
2
Jasiak, Joann
2
Kong, Xin-Bing
2
Laeven, Roger J. A.
2
Li, Guodong
2
Li, Wai Keung
2
Li, Z. Merrick
2
Linton, Oliver
2
Patton, Andrew J.
2
Potiron, Yoann
2
Taylor, Robert
2
Wang, Bin
2
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
Cambridge working papers in economics
Journal of econometrics
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
49
Economics letters
29
Journal of empirical finance
27
Econometric reviews
22
Economic modelling
20
Journal of banking & finance
20
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
20
Quantitative finance
18
Econometric theory
16
Finance research letters
16
Journal of financial econometrics
15
International journal of forecasting
14
International journal of theoretical and applied finance
14
The North American journal of economics and finance : a journal of financial economics studies
14
International journal of economics and financial issues : IJEFI
13
Journal of forecasting
13
Journal of risk and financial management : JRFM
13
The econometrics journal
11
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
10
Journal of mathematical finance
10
Econometrics : open access journal
9
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
9
International review of financial analysis
9
Journal of financial economics
9
The journal of finance : the journal of the American Finance Association
9
Applied economics
8
Finance and stochastics
8
Journal of financial and quantitative analysis : JFQA
8
The review of financial studies
8
Applied financial economics
7
Computational economics
7
International journal of financial engineering
7
Journal of applied econometrics
7
The European journal of finance
7
Annals of finance
6
Decisions in economics and finance : DEF ; a journal of applied mathematics
6
European journal of operational research : EJOR
6
International journal of economics and finance
6
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ECONIS (ZBW)
152
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1
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10
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152
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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
Tail index estimation in the presence of covariates : stock returns' tail risk dynamics
Nicolau, João
;
Rodrigues, Paulo M. M.
;
Stoykov, Marian Z.
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 2266-2284
Persistent link: https://www.econbiz.de/10014471455
Saved in:
4
Two-stage weighted least squares estimator of the conditional mean of observation-driven time series models
Aknouche, Abdelhakim
;
Francq, Christian
- In:
Journal of econometrics
237
(
2023
)
2,2
,
pp. 1-22
Persistent link: https://www.econbiz.de/10014471524
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
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:
9
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
Saved in:
10
Local mispricing and microstructural noise : a parametric perspective
Andersen, Torben
;
Archakov, Ilya
;
Cebiroglu, Gökhan
; …
- In:
Journal of econometrics
230
(
2022
)
2
,
pp. 510-534
Persistent link: https://www.econbiz.de/10013464102
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