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subject:"Volatility"
type_genre:"Article in journal"
~accessRights:"restricted"
~isPartOf:"Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics"
~subject:"Time series analysis"
~subject:"Volatilität"
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Search: subject_exact:"Estimation theory"
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Volatility
Time series analysis
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Estimation theory
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Schätztheorie
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Nichtparametrisches Verfahren
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Nonparametric statistics
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Causality analysis
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Estimation
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Jacod, Jean
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Li, Jia
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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
Journal of econometrics
189
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
68
Econometric reviews
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
54
Economics letters
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International journal of forecasting
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Econometric theory
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Journal of time series econometrics
38
Computational economics
28
Economic modelling
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Finance research letters
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The econometrics journal
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Applied economics letters
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Journal of empirical finance
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Journal of financial econometrics
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Journal of forecasting
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The North American journal of economics and finance : a journal of financial economics studies
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Journal of quantitative economics
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Applied economics
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Energy economics
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Journal of banking & finance
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Decisions in economics and finance : DEF ; a journal of applied mathematics
7
European journal of operational research : EJOR
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Journal of mathematical finance
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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International journal of economics and finance
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Journal of international financial markets, institutions & money
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Journal of risk
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Research in international business and finance
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Theoretical economics letters
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Finance and stochastics
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Insurance / Mathematics & economics
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International journal of computational economics and econometrics : IJCEE
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International journal of financial engineering
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International journal of production economics
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International journal of production research
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Statistical properties of microstructure noise
Jacod, Jean
;
Li, Yingying
;
Zheng, Xinghua
- In:
Econometrica : journal of the Econometric Society, an …
85
(
2017
)
4
,
pp. 1133-1174
Persistent link: https://www.econbiz.de/10011791234
Saved in:
2
Jump regressions
Li, Jia
;
Todorov, Viktor
;
Tauchen, George Eugene
- In:
Econometrica : journal of the Econometric Society, an …
85
(
2017
)
1
,
pp. 173-195
Persistent link: https://www.econbiz.de/10011738476
Saved in:
3
Assessment of uncertainty in high frequency data : the observed asymptotic variance
Mykland, Per A.
;
Zhang, Lan
- In:
Econometrica : journal of the Econometric Society, an …
85
(
2017
)
1
,
pp. 197-231
Persistent link: https://www.econbiz.de/10011738478
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