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isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
subject:"Volatility"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~subject:"Analysis of variance"
~subject:"Correlation"
~subject:"Noise Trading"
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Search: subject_exact:"Estimation theory"
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Volatility
Analysis of variance
Correlation
Noise Trading
Estimation theory
675
Schätztheorie
675
Theorie
207
Theory
207
Time series analysis
160
Zeitreihenanalyse
160
Estimation
144
Schätzung
144
Nichtparametrisches Verfahren
120
Nonparametric statistics
120
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Statistical theory
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Corsi, Fulvio
3
Ghysels, Eric
3
Lan, Wei
3
Tsai, Chih-Ling
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Bodnar, Taras
2
Fan, Jianqing
2
Francq, Christian
2
Hautsch, Nikolaus
2
Jing, Bingyi
2
Koopman, Siem Jan
2
Ling, Shiqing
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Mykland, Per A.
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Müller, Ulrich K.
2
Shephard, Neil G.
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Tjostheim, Dag
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Tsay, Ruey S.
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Wang, Hansheng
2
Yang, Xiye
2
Ahlgren, Niklas
1
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Alfelt, Gustav
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Amado, Cristina
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Andreou, Elena
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Antell, Jan
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Journal of econometrics
164
Economics letters
49
Discussion paper / Tinbergen Institute
35
Econometric reviews
29
Econometric theory
27
Journal of empirical finance
27
Journal of the American Statistical Association : JASA
24
Finance research letters
22
CREATES research paper
20
Cambridge working papers in economics
20
Journal of banking & finance
20
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
20
The econometrics journal
20
Economic modelling
19
Journal of financial econometrics
19
Quantitative finance
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SFB 649 discussion paper
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
19
International journal of forecasting
17
NBER Working Paper
17
Econometrics : open access journal
16
Journal of forecasting
16
Applied economics letters
14
International journal of theoretical and applied finance
14
Working paper / National Bureau of Economic Research, Inc.
13
Computational economics
12
The North American journal of economics and finance : a journal of financial economics studies
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
11
Journal of risk and financial management : JRFM
11
NBER working paper series
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Working paper
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Applied economics
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CEMMAP working papers / Centre for Microdata Methods and Practice
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European journal of operational research : EJOR
10
Working paper / Department of Econometrics and Business Statistics, Monash University
10
CESifo working papers
9
CORE discussion papers : DP
9
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1
Singular conditional autoregressive Wishart model for realized covariance matrices
Alfelt, Gustav
;
Bodnar, Taras
;
Javed, Farrukh
;
Tyrcha, …
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
3
,
pp. 833-845
Persistent link: https://www.econbiz.de/10014448443
Saved in:
2
A robust approach to heteroscedasticity, error serial correlation and slope heterogeneity in linear models with interactive effects for large panel data
Cui, Guowei
;
Hayakawa, Kazuhiko
;
Nagata, Shuichi
; …
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
3
,
pp. 862-875
Persistent link: https://www.econbiz.de/10014448451
Saved in:
3
Optimal shrinkage-based portfolio selection in high dimensions
Bodnar, Taras
;
Okhrin, Yarema
;
Parolya, Nestor
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
1
,
pp. 140-156
Persistent link: https://www.econbiz.de/10013540653
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4
Adaptive testing for cointegration with nonstationary volatility
Boswijk, Herman Peter
;
Zu, Yang
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
2
,
pp. 744-755
Persistent link: https://www.econbiz.de/10013534484
Saved in:
5
The incidental parameters problem in testing for remaining cross-section correlation
Juodis, Artūras
;
Reese, Simon
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
3
,
pp. 1191-1203
Persistent link: https://www.econbiz.de/10013539484
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6
Covariance model with general linear structure and divergent parameters
Fan, Xinyan
;
Lan, Wei
;
Zou, Tao
;
Tsai, Chih-Ling
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
1
,
pp. 36-48
Persistent link: https://www.econbiz.de/10014448670
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7
Inference for nonparametric high-frequency estimators with an application to time variation in betas
Kalnina, Ilze
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
2
,
pp. 538-549
Persistent link: https://www.econbiz.de/10014448338
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8
Estimation of leverage effect : kernel function and efficiency
Yang, Xiye
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
3
,
pp. 939-956
Persistent link: https://www.econbiz.de/10014448463
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9
Spatial correlation robust inference in linear regression and panel models
Müller, Ulrich K.
;
Watson, Mark W.
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
4
,
pp. 1050-1064
Persistent link: https://www.econbiz.de/10014448548
Saved in:
10
Robust covariance matrix estimation for high-dimensional compositional data with application to sales data analysis
Li, Danning
;
Srinivasan, Arun
;
Chen, Qian
;
Xue, Lingzhou
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
4
,
pp. 1090-1100
Persistent link: https://www.econbiz.de/10014448566
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