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subject:"United States"
subject:"Volatility"
~isPartOf:"Econometric theory"
~isPartOf:"Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria"
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United States
Volatility
Estimation theory
915
Schätztheorie
915
Theorie
348
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348
Time series analysis
193
Zeitreihenanalyse
193
Nichtparametrisches Verfahren
129
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Li, Jia
2
Park, Joon Y.
2
Andini, Corrado
1
Arias, Omar
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Camponovo, Lorenzo
1
Cavaliere, Giuseppe
1
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1
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1
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1
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Econometric theory
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
Journal of econometrics
143
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
132
The review of economics and statistics
45
Economics letters
42
Working paper / National Bureau of Economic Research, Inc.
39
Discussion paper / Tinbergen Institute
31
Econometric reviews
28
Journal of applied econometrics
26
CREATES research paper
25
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
24
International journal of forecasting
24
Journal of empirical finance
24
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
22
American journal of agricultural economics
20
Journal of financial econometrics : official journal of the Society for Financial Econometrics
19
Applied economics
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Economic modelling
18
Journal of banking & finance
18
The journal of futures markets
18
Journal of forecasting
17
NBER working paper series
17
Journal of financial and quantitative analysis : JFQA
16
Quantitative finance
16
The econometrics journal
16
The journal of finance : the journal of the American Finance Association
16
Finance research letters
15
The review of financial studies
15
International journal of theoretical and applied finance
14
Discussion paper / Centre for Economic Policy Research
13
Journal of financial econometrics
13
Technical working paper / National Bureau of Economic Research
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Discussion paper series / IZA
12
Journal of macroeconomics
12
CEMMAP working papers / Centre for Microdata Methods and Practice
11
The North American journal of economics and finance : a journal of financial economics studies
11
Working paper
11
Econometrics : open access journal
10
Journal of money, credit and banking : JMCB
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ECONIS (ZBW)
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1
Kernel estimation of spot volatility with microstructure noise using pre-averaging
Figueroa-López, José E.
;
Wu, Bei
- In:
Econometric theory
40
(
2024
)
3
,
pp. 558-607
Persistent link: https://www.econbiz.de/10015055107
Saved in:
2
Estimation of volatility functions in jump diffusions using truncated bipower increments
Kim, Jihyun
;
Park, Joon Y.
;
Wang, Bin
- In:
Econometric theory
37
(
2021
)
5
,
pp. 926-958
Persistent link: https://www.econbiz.de/10012656389
Saved in:
3
Efficient estimation of integrated volatility functionals under general volatility dynamics
Li, Jia
;
Liu, Yunxiao
- In:
Econometric theory
37
(
2021
)
4
,
pp. 664-707
Persistent link: https://www.econbiz.de/10012618196
Saved in:
4
Demand systems with heteroscedastic disturbances
Serletis, Apostolos
;
Xu, Libo
- In:
Empirical economics : a journal of the Institute for …
58
(
2020
)
4
,
pp. 1913-1921
Persistent link: https://www.econbiz.de/10012219723
Saved in:
5
QML inference for volatility models with covariates
Francq, Christian
;
Le Quyen Thieu
- In:
Econometric theory
35
(
2019
)
1
,
pp. 37-72
Persistent link: https://www.econbiz.de/10012146117
Saved in:
6
Estimating volatility functionals with multiple transactions
Jing, Bingyi
;
Liu, Zhi
;
Kong, Xinbing
- In:
Econometric theory
33
(
2017
)
2
,
pp. 331-365
Persistent link: https://www.econbiz.de/10011665349
Saved in:
7
Efficient estimation of integrated volatility and related processes
Renault, Eric
;
Sarisoy, Cisil
;
Werker, Bas J. M.
- In:
Econometric theory
33
(
2017
)
2
,
pp. 439-478
Persistent link: https://www.econbiz.de/10011665439
Saved in:
8
Estimating the volatility occupation time via regularized Laplace inversion
Li, Jia
;
Todorov, Viktor
;
Tauchen, George Eugene
- In:
Econometric theory
32
(
2016
)
5
,
pp. 1253-1288
Persistent link: https://www.econbiz.de/10011661745
Saved in:
9
Estimation of stochastic volatility models by nonparametric filtering
Kanaya, Shin
;
Kristensen, Dennis
- In:
Econometric theory
32
(
2016
)
4
,
pp. 861-916
Persistent link: https://www.econbiz.de/10011644214
Saved in:
10
Econometric analysis of volatility component models
Wang, Fangfang
;
Ghysels, Eric
- In:
Econometric theory
31
(
2015
)
2
,
pp. 362-393
Persistent link: https://www.econbiz.de/10010532059
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