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subject:"Schätzung"
~isPartOf:"Journal of financial econometrics"
~isPartOf:"SFB 649 discussion paper"
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Search: subject_exact:"Estimation theory"
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Schätzung
Estimation theory
135
Schätztheorie
135
Time series analysis
41
Zeitreihenanalyse
41
Estimation
39
Theorie
38
Theory
38
Nichtparametrisches Verfahren
35
Nonparametric statistics
35
Regression analysis
23
Regressionsanalyse
23
Volatility
22
Volatilität
22
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19
Korrelation
19
Statistical test
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VAR-Modell
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Portfolio selection
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Portfolio-Management
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Share price
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Analysis of variance
8
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23
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English
39
Author
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Härdle, Wolfgang
8
Hautsch, Nikolaus
4
Bibinger, Markus
2
Breunig, Christoph
2
Malec, Peter
2
Okhrin, Ostap
2
Okhrin, Yarema
2
Sancetta, Alessio
2
Yang, Fuyu
2
Babii, Andrii
1
Belomestny, Denis
1
Bocart, Fabian Y. R. P.
1
Buccheri, Giuseppe
1
Casas, Isabel
1
Chao, Shih-kang
1
Chen, Wenjuan
1
Dette, Holger
1
Fang, Lei
1
Ferreira, Eva
1
Ghysels, Eric
1
Golinski, Adam
1
Grassi, Stefano
1
Grønneberg, Steffen
1
Gu, Zhutong
1
Gungor, Sermin
1
Guo, Mengmeng
1
Hafner, Christian M.
1
Han, Heejoon
1
Hong, Seok Young
1
Hung, Mao-Wei
1
Inoue, Atsushi
1
Jach, Agnieszka
1
Jiang, Binyan
1
Jiang, Yixiao
1
Jung, Whayoung
1
Karabiyik, Hande
1
Ko, Yi-Chen
1
Kyj, Lada M.
1
Lee, Ji Hyung
1
Leon-Gonzalez, Roberto
1
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Journal of financial econometrics
SFB 649 discussion paper
Journal of econometrics
213
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
136
Economics letters
108
Discussion paper series / IZA
60
Econometric reviews
57
Applied economics letters
55
Economic modelling
55
NBER Working Paper
50
CEMMAP working papers / Centre for Microdata Methods and Practice
49
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
48
NBER working paper series
46
Applied economics
43
Journal of applied econometrics
40
Discussion paper / Tinbergen Institute
38
Working paper / Department of Econometrics and Business Statistics, Monash University
38
Working paper
35
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
33
IZA Discussion Paper
32
Working paper / National Bureau of Economic Research, Inc.
32
CESifo working papers
31
Discussion paper
29
Quantitative economics : QE ; journal of the Econometric Society
29
The econometrics journal
29
Econometric theory
28
Empirical economics : a quarterly journal of the Institute for Advanced Studies
27
Journal of banking & finance
27
Discussion papers / CEPR
26
Econometrics : open access journal
25
Journal of the American Statistical Association : JASA
24
Journal of empirical finance
23
International journal of forecasting
22
The review of economics and statistics
22
Discussion paper / Centre for Economic Policy Research
19
Finance research letters
19
International journal of economics and financial issues : IJEFI
19
Working papers series in theoretical and applied economics
19
CREATES research paper
18
Computational economics
18
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ECONIS (ZBW)
39
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1
Intraday trades profile estimation : an intensity approach
Sancetta, Alessio
- In:
Journal of financial econometrics
21
(
2023
)
3
,
pp. 651-677
Persistent link: https://www.econbiz.de/10014314773
Saved in:
2
Empirical asset pricing with functional factors
Nadler, Philip
;
Sancetta, Alessio
- In:
Journal of financial econometrics
21
(
2023
)
4
,
pp. 1258-1281
Persistent link: https://www.econbiz.de/10014391457
Saved in:
3
Maximum-Likelihood estimation using the zig-zag algorithm
Hautsch, Nikolaus
;
Okhrin, Ostap
;
Ristig, Alexander
- In:
Journal of financial econometrics
21
(
2023
)
4
,
pp. 1346-1375
Persistent link: https://www.econbiz.de/10014391462
Saved in:
4
Estimation and inference of quantile impulse response functions by local projections : with applications to VaR dynamics
Han, Heejoon
;
Jung, Whayoung
;
Lee, Ji Hyung
- In:
Journal of financial econometrics
22
(
2024
)
1
,
pp. 1-29
Persistent link: https://www.econbiz.de/10014526299
Saved in:
5
Volatility of volatility estimation : central limit theorems for the fourier transform estimator and empirical study of the daily time series stylized facts
Toscano, Giacomo
;
Livieri, Giulia
;
Mancino, Maria Elvira
; …
- In:
Journal of financial econometrics
22
(
2024
)
1
,
pp. 252-296
Persistent link: https://www.econbiz.de/10014526318
Saved in:
6
Dynamic covariance matrix estimation and portfolio analysis with high-frequency data
Jiang, Binyan
;
Liu, Cheng
;
Tang, Cheng Yong
- In:
Journal of financial econometrics
22
(
2024
)
2
,
pp. 461-491
Persistent link: https://www.econbiz.de/10014526333
Saved in:
7
Estimating risk in illiquid markets : a model of market friction with stochastic volatility
Buccheri, Giuseppe
;
Grassi, Stefano
;
Vocalelli, Giorgio
- In:
Journal of financial econometrics
22
(
2024
)
2
,
pp. 531-574
Persistent link: https://www.econbiz.de/10014526336
Saved in:
8
High-dimensional granger causality tests with an application to VIX and news
Babii, Andrii
;
Ghysels, Eric
;
Striaukas, Jonas
- In:
Journal of financial econometrics
22
(
2024
)
3
,
pp. 605-635
Persistent link: https://www.econbiz.de/10015045166
Saved in:
9
Exact inference in long-horizon predictive quantile regressions with an application to stock returns
Gungor, Sermin
;
Luger, Richard
- In:
Journal of financial econometrics
19
(
2021
)
4
,
pp. 746-788
Persistent link: https://www.econbiz.de/10012654991
Saved in:
10
Volatility estimation and forecasts based on price durations
Hong, Seok Young
;
Nolte, Ingmar
;
Taylor, Stephen
;
Zhao, …
- In:
Journal of financial econometrics
21
(
2023
)
1
,
pp. 106-144
Persistent link: https://www.econbiz.de/10013542852
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