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subject:"Volatility"
type_genre:"Article in journal"
~accessRights:"restricted"
~isPartOf:"Economics letters"
~isPartOf:"Research in international business and finance"
~subject:"Time series analysis"
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Search: subject_exact:"Estimation theory"
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Volatility
Time series analysis
Estimation theory
285
Schätztheorie
285
Estimation
73
Schätzung
72
Regression analysis
53
Regressionsanalyse
53
Panel
49
Panel study
49
Zeitreihenanalyse
49
Nichtparametrisches Verfahren
46
Nonparametric statistics
46
Statistical test
26
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26
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23
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20
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20
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19
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19
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17
Autokorrelation
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17
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15
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57
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Hassler, Uwe
2
Kurita, Takamitsu
2
Li, Chen
2
Li, Luyang
2
Shin, Dong-wan
2
Wang, Qiao
2
Yu, Deshui
2
Altıntaş, Halil
1
Anatolyev, Stanislav
1
Andrle, Michal
1
Annaert, Jan
1
Baillie, Richard
1
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1
Chang, Seong Yeon
1
Chen, Wenjuan
1
Chevallier, Julien
1
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1
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1
Chudik, Alexander
1
Claes, Anouk G. P.
1
De Ceuster, Marc J.
1
Degiannakis, Stavros
1
Deistler, Manfred
1
Dias, Gustavo Fruet
1
Dong, Yingjie
1
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Economics letters
Research in international business and finance
Journal of econometrics
189
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
68
Econometric reviews
56
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
54
International journal of forecasting
43
Econometric theory
41
Journal of time series econometrics
38
Computational economics
28
Economic modelling
23
Finance research letters
21
The econometrics journal
18
Applied economics letters
17
Journal of empirical finance
15
Journal of financial econometrics
15
Journal of forecasting
14
Quantitative finance
13
The North American journal of economics and finance : a journal of financial economics studies
13
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
12
Journal of quantitative economics
12
Applied economics
11
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10
Journal of banking & finance
8
Decisions in economics and finance : DEF ; a journal of applied mathematics
7
European journal of operational research : EJOR
7
Journal of mathematical finance
7
Empirical economics : a quarterly journal of the Institute for Advanced Studies
6
International journal of economics and finance
6
Journal of financial econometrics : official journal of the Society for Financial Econometrics
6
Journal of international financial markets, institutions & money
6
Journal of risk
6
Theoretical economics letters
6
Finance and stochastics
5
Insurance / Mathematics & economics
5
International journal of computational economics and econometrics : IJCEE
4
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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ECONIS (ZBW)
57
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1
A simple nonparametric conditional quantile estimator for time series with thin tails
Wang, Qiao
- In:
Economics letters
232
(
2023
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014464377
Saved in:
2
Impulse response function analysis for Markov switching VAR models
Cavicchioli, Maddalena
- In:
Economics letters
232
(
2023
),
pp. 1-4
Persistent link: https://www.econbiz.de/10014464479
Saved in:
3
Time-varying predictability of the long horizon equity premium based on semiparametric regressions
Yu, Deshui
;
Li, Chen
;
Li, Luyang
- In:
Economics letters
224
(
2023
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014307887
Saved in:
4
Nonparametric modeling for the time-varying persistence of inflation
Yu, Deshui
;
Li, Chen
;
Li, Luyang
- In:
Economics letters
225
(
2023
),
pp. 1-7
Persistent link: https://www.econbiz.de/10014308465
Saved in:
5
Consistent estimation of drift parameter in diffusion model with misspecified volatility function
Jeong, Minsoo
- In:
Economics letters
211
(
2022
),
pp. 1-4
Persistent link: https://www.econbiz.de/10013172040
Saved in:
6
A new estimator of a jump discontinuity in regression
Martins-Filho, Carlos
;
Xie, Sihong
;
Yao, Feng
- In:
Economics letters
218
(
2022
),
pp. 1-6
Persistent link: https://www.econbiz.de/10013466389
Saved in:
7
On robust testing for trend
Skrobotov, Anton
- In:
Economics letters
212
(
2022
),
pp. 1-4
Persistent link: https://www.econbiz.de/10013442001
Saved in:
8
A score statistic for testing the presence of a stochastic trend in conditional variances
Hong, Yongmiao
;
Linton, Oliver
;
McCabe, Brendan Peter Martin
- In:
Economics letters
213
(
2022
),
pp. 1-6
Persistent link: https://www.econbiz.de/10013442141
Saved in:
9
On transformed linear cointegration models
Lin, Yingqian
;
Tu, Yundong
- In:
Economics letters
198
(
2021
),
pp. 1-6
Persistent link: https://www.econbiz.de/10012605792
Saved in:
10
A residual-based test for multivariate GARCH models using transformed quadratic residuals
Ke, Rui
;
Jia, Jing
;
Tan, Changchun
- In:
Economics letters
206
(
2021
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012886565
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