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subject:"Volatility"
type_genre:"Article in journal"
~isPartOf:"Asia-Pacific financial markets"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~isPartOf:"Journal of forecasting"
~subject:"Monte Carlo simulation"
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Search: subject_exact:"Estimation theory"
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Volatility
Monte Carlo simulation
Estimation theory
729
Schätztheorie
729
Theorie
242
Theory
242
Time series analysis
195
Zeitreihenanalyse
195
Estimation
147
Schätzung
147
Forecasting model
114
Prognoseverfahren
114
Nichtparametrisches Verfahren
112
Nonparametric statistics
112
Regression analysis
106
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106
USA
101
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101
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57
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47
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47
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42
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42
Panel study
42
Statistical inference
42
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41
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41
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38
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33
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33
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Bootstrap-Verfahren
30
Statistical theory
30
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30
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29
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Article in journal
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English
80
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Gao, Jiti
2
Ghysels, Eric
2
Hansen, Christian Bailey
2
Hautsch, Nikolaus
2
Huber, Martin
2
Jing, Bingyi
2
Lechner, Michael
2
Shephard, Neil G.
2
Taylor, James W.
2
Tsay, Ruey S.
2
Yang, Xiye
2
Abraham, Bovas
1
Abramov, Vyacheslav M.
1
Alfelt, Gustav
1
Amado, Cristina
1
Andersen, Torben
1
Andreou, Elena
1
Balakrishna, N.
1
Bandi, Federico M.
1
Bauwens, Luc
1
Ben-Zion, Uri
1
Bester, C. Alan
1
Bibinger, Markus
1
Biscay, R. J.
1
Blanco-Fernández, Ángela
1
Bodnar, Taras
1
Bodory, Hugo
1
Bollerslev, Tim
1
Bormetti, Giacomo
1
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1
Buccheri, Giuseppe
1
Camponovo, Lorenzo
1
Card, David E.
1
Cecchetti, Stephen G.
1
Chan, Joshua
1
Chaves, Leonardo Salim Saker
1
Chen, Bei
1
Chen, Willa W.
1
Chen, Wilson Ye
1
Chen, Xiangjin B.
1
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Asia-Pacific financial markets
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Journal of forecasting
Journal of econometrics
148
Economics letters
45
Econometric reviews
39
Economic modelling
27
Computational economics
23
Econometric theory
22
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
22
The econometrics journal
21
Journal of empirical finance
20
Journal of financial econometrics : official journal of the Society for Financial Econometrics
19
Applied economics
18
International journal of forecasting
18
Quantitative finance
17
Econometrics : open access journal
16
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
16
Finance research letters
16
International journal of theoretical and applied finance
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Applied economics letters
15
European journal of operational research : EJOR
15
Journal of financial econometrics
15
Journal of banking & finance
13
Journal of risk and financial management : JRFM
13
The North American journal of economics and finance : a journal of financial economics studies
12
Finance and stochastics
10
Journal of economic dynamics & control
10
Journal of the American Statistical Association : JASA
10
Risks : open access journal
10
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
9
International journal of economics and financial issues : IJEFI
8
Journal of mathematical finance
8
Journal of quantitative economics
8
Journal of risk
7
Quantitative economics : QE ; journal of the Econometric Society
7
Decisions in economics and finance : DEF ; a journal of applied mathematics
6
Empirical economics : a quarterly journal of the Institute for Advanced Studies
6
Energy economics
6
International journal of financial engineering
6
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ECONIS (ZBW)
80
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1
Singular conditional autoregressive Wishart model for realized covariance matrices
Alfelt, Gustav
;
Bodnar, Taras
;
Javed, Farrukh
;
Tyrcha, …
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
3
,
pp. 833-845
Persistent link: https://www.econbiz.de/10014448443
Saved in:
2
Adaptive testing for cointegration with nonstationary volatility
Boswijk, Herman Peter
;
Zu, Yang
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
2
,
pp. 744-755
Persistent link: https://www.econbiz.de/10013534484
Saved in:
3
Local polynomial order in regression discontinuity designs
Pei, Zhuan
;
Lee, David S.
;
Card, David E.
;
Weber, Andrea
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
3
,
pp. 1259-1267
Persistent link: https://www.econbiz.de/10013539508
Saved in:
4
Dynamic forecasting for nonstationary high-frequency financial data with jumps based on series decomposition and reconstruction
Song, Yuping
;
Li, Zhenwei
;
Ma, Zhiren
;
Sun, Xiaoyu
- In:
Journal of forecasting
42
(
2023
)
5
,
pp. 1055-1068
Persistent link: https://www.econbiz.de/10014338810
Saved in:
5
Forecasting stock return volatility : realized volatility-type or duration-based estimators
Fei, Tianlun
;
Liu, Xiaoquan
;
Wen, Conghua
- In:
Journal of forecasting
42
(
2023
)
7
,
pp. 1594-1621
Persistent link: https://www.econbiz.de/10014432725
Saved in:
6
Inference for nonparametric high-frequency estimators with an application to time variation in betas
Kalnina, Ilze
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
2
,
pp. 538-549
Persistent link: https://www.econbiz.de/10014448338
Saved in:
7
Inference in a class of optimization problems : confidence regions and finite sample bounds on errors in coverage probabilities
Horowitz, Joel
;
Lee, Sokbae
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
3
,
pp. 927-938
Persistent link: https://www.econbiz.de/10014448462
Saved in:
8
Estimation of leverage effect : kernel function and efficiency
Yang, Xiye
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
3
,
pp. 939-956
Persistent link: https://www.econbiz.de/10014448463
Saved in:
9
Overnight GARCH-Itô volatility models
Kim, Donggyu
;
Shin, Minseok
;
Wang, Yazhen
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
4
,
pp. 1215-1227
Persistent link: https://www.econbiz.de/10014448607
Saved in:
10
Volatility estimation when the zero-process is nonstationary
Francq, Christian
;
Sucarrat, Genaro
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
1
,
pp. 53-66
Persistent link: https://www.econbiz.de/10013540630
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