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subject:"Stochastischer Prozess"
subject:"Volatility"
~isPartOf:"Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria"
~isPartOf:"Finance research letters"
~isPartOf:"Journal of econometrics"
~type_genre:"Article in journal"
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Search: subject_exact:"Estimation theory"
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Stochastischer Prozess
Volatility
Estimation theory
1,849
Schätztheorie
1,849
Theorie
431
Theory
431
Time series analysis
348
Zeitreihenanalyse
348
Nichtparametrisches Verfahren
338
Nonparametric statistics
338
Regression analysis
290
Regressionsanalyse
290
Estimation
282
Schätzung
278
Panel
169
Panel study
169
Statistical test
159
Statistischer Test
159
Volatilität
132
Method of moments
101
Momentenmethode
100
Forecasting model
95
Prognoseverfahren
95
Autocorrelation
83
Autokorrelation
83
Induktive Statistik
83
Maximum likelihood estimation
83
Maximum-Likelihood-Schätzung
83
Statistical inference
83
Bootstrap approach
80
Bootstrap-Verfahren
80
Cointegration
75
Kointegration
74
Instrumental variables
71
Statistical distribution
70
Statistische Verteilung
70
Stochastic process
69
Bayes-Statistik
66
Bayesian inference
66
Capital income
64
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Undetermined
106
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Article
163
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Article in journal
Aufsatz in Zeitschrift
163
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English
163
Author
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Todorov, Viktor
10
Tauchen, George Eugene
7
Andersen, Torben
6
Li, Jia
6
Zakoïan, Jean-Michel
6
Francq, Christian
5
Kim, Donggyu
5
Li, Yingying
5
Mykland, Per A.
4
Park, Joon Y.
4
Aït-Sahalia, Yacine
3
Bollerslev, Tim
3
Li, Dong
3
Li, Guodong
3
Meddahi, Nour
3
Varneskov, Rasmus Tangsgaard
3
Wang, Yazhen
3
Zhang, Lan
3
Zhu, Ke
3
Chen, Song Xi
2
Clinet, Simon
2
Fan, Jianqing
2
Gallant, A. Ronald
2
Gouriéroux, Christian
2
Grynkiv, Iaryna
2
Jasiak, Joann
2
Kong, Xin-Bing
2
Koopman, Siem Jan
2
Li, Muyi
2
Li, Wai Keung
2
Lieberman, Offer
2
Patton, Andrew J.
2
Phillips, Peter C. B.
2
Potiron, Yoann
2
Sibbertsen, Philipp
2
Taylor, Robert
2
Wang, Bin
2
Wu, Xinyu
2
Xiu, Dacheng
2
Zhang, Congshan
2
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
Finance research letters
Journal of econometrics
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
48
Economics letters
35
Econometric reviews
29
Economic modelling
27
Econometric theory
24
Journal of empirical finance
22
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
20
Journal of financial econometrics : official journal of the Society for Financial Econometrics
19
International journal of forecasting
17
Quantitative finance
16
International journal of theoretical and applied finance
15
Journal of banking & finance
15
Journal of financial econometrics
15
European journal of operational research : EJOR
14
Journal of forecasting
14
Journal of risk and financial management : JRFM
14
The econometrics journal
14
Econometrics : open access journal
13
The North American journal of economics and finance : a journal of financial economics studies
12
Mathematics of operations research
11
Computational economics
10
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
10
Finance and stochastics
10
Journal of mathematical finance
10
Insurance / Mathematics & economics
9
Operations research
9
International journal of economics and financial issues : IJEFI
8
Applied economics
7
Applied economics letters
7
Asia-Pacific financial markets
7
Decisions in economics and finance : DEF ; a journal of applied mathematics
7
International journal of financial engineering
7
Journal of productivity analysis
7
Journal of the American Statistical Association : JASA
7
Quantitative economics : QE ; journal of the Econometric Society
7
Risks : open access journal
7
Empirical economics : a quarterly journal of the Institute for Advanced Studies
6
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ECONIS (ZBW)
163
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163
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1
Nonparametric statistical inference for stochastic optimal control problems and its applications for financial investment
Yang, Liu
;
Liang, Yanzi
;
Lan, Xinchen
;
Lu, Zheng
- In:
Finance research letters
64
(
2024
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014531668
Saved in:
2
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:
3
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:
4
A new generalized exponentially weighted moving average quantile model and its statistical inference
Zhu, Ke
- In:
Journal of econometrics
237
(
2023
)
1
,
pp. 1-25
Persistent link: https://www.econbiz.de/10014471471
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
Recurrent neural network based parameter estimation of Hawkes model on high-frequency financial data
Lee, Kyungsub
- In:
Finance research letters
55
(
2023
)
1
,
pp. 1-6
Persistent link: https://www.econbiz.de/10014473319
Saved in:
7
Do extreme range estimators improve realized volatility forecasts? : evidence from G7 Stock Markets
Korkusuz, Burak
;
Kambouroudis, Dimos
;
McMillan, David G.
- In:
Finance research letters
55
(
2023
)
2
,
pp. 1-7
Persistent link: https://www.econbiz.de/10014473523
Saved in:
8
The Chinese oil futures volatility : evidence from high-low estimator information
Huang, Xiaozhou
;
Wang, Yubao
;
Song, Juan
- In:
Finance research letters
56
(
2023
),
pp. 1-4
Persistent link: https://www.econbiz.de/10014473684
Saved in:
9
Challenging golden standards in EWMA smoothing parameter calibration based on realized covariance measures
Hartkopf, Jan Patrick
;
Reh, Laura
- In:
Finance research letters
56
(
2023
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014473708
Saved in:
10
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
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