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subject:"Volatility"
type_genre:"Article in journal"
~isPartOf:"Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics"
~isPartOf:"Economic modelling"
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Search: subject_exact:"Estimation theory"
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Volatility
Estimation theory
448
Schätztheorie
448
Theorie
254
Theory
254
Time series analysis
73
Zeitreihenanalyse
73
Estimation
69
Schätzung
68
Nichtparametrisches Verfahren
48
Nonparametric statistics
48
Statistical theory
45
Statistische Methodenlehre
45
Regression analysis
34
Regressionsanalyse
34
Statistical test
27
Statistischer Test
27
Volatilität
25
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24
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19
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Article in journal
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English
25
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Kumar, Dilip
4
Maheswaran, S.
3
Li, Jia
2
Boughrara, Adel
1
Castillo B., Paul
1
Dridi, Ichrak
1
Feng, Yuanhua
1
Foster, Dean P.
1
Han, Jeong sug
1
Hansen, Bruce E.
1
Hatemi-J, Abdulnasser
1
Haugom, Erik
1
Hu, Shuowen
1
Hur, Joonyoung
1
Jacod, Jean
1
Li, Chang-shuai
1
Li, Hongyi
1
Li, Yingying
1
Lien, Gudbrand
1
Liu, Guifang
1
Malliaropulos, Dimitrios
1
McNeil, Alexander J.
1
Mykland, Per A.
1
Nelson, Daniel B.
1
Nonejad, Nima
1
Papantonis, Ioannis
1
Poskitt, Donald Stephen
1
Pym Manopimoke
1
Rodriguez, Gabriel
1
Sakata, Shinichi
1
Tauchen, George Eugene
1
Todorov, Viktor
1
Uhlig, Harald
1
Vassallo, Renato
1
Veka, Steinar
1
Vorada Limjaroenrat
1
Westgaard, Sjur
1
White, Halbert
1
Xu, Weijun
1
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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
Economic modelling
Journal of econometrics
116
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
42
Economics letters
24
Econometric reviews
22
Journal of empirical finance
20
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
17
Journal of financial econometrics : official journal of the Society for Financial Econometrics
16
Quantitative finance
15
Econometric theory
14
International journal of forecasting
14
International journal of theoretical and applied finance
13
Journal of banking & finance
13
Journal of financial econometrics
13
Finance research letters
12
The North American journal of economics and finance : a journal of financial economics studies
11
The econometrics journal
11
Journal of forecasting
10
Journal of risk and financial management : JRFM
10
Econometrics : open access journal
9
Finance and stochastics
8
International journal of economics and financial issues : IJEFI
8
Journal of mathematical finance
7
Applied economics
6
Computational economics
6
Decisions in economics and finance : DEF ; a journal of applied mathematics
6
International journal of financial engineering
6
Asia-Pacific financial markets
5
CBN journal of applied statistics
5
European journal of operational research : EJOR
5
Journal of quantitative economics
5
Journal of risk
5
The European journal of finance
5
The journal of risk model validation
5
Applied economics letters
4
Applied financial economics
4
Cogent economics & finance
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
4
Empirical economics : a quarterly journal of the Institute for Advanced Studies
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ECONIS (ZBW)
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1
Flexible inflation targeting and stock market volatility : evidence from emerging market economies
Dridi, Ichrak
;
Boughrara, Adel
- In:
Economic modelling
126
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014462464
Saved in:
2
Effects of external shocks on macroeconomic fluctuations in Pacific Alliance countries
Rodriguez, Gabriel
;
Vassallo, Renato
;
Castillo B., Paul
- In:
Economic modelling
124
(
2023
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014463282
Saved in:
3
Bayesian estimation for a semiparametric nonlinear volatility model
Hu, Shuowen
;
Poskitt, Donald Stephen
;
Zhang, Xibin
- In:
Economic modelling
98
(
2021
),
pp. 361-370
Persistent link: https://www.econbiz.de/10012793996
Saved in:
4
Macroeconomic effects of monetary policy in Korea : a time-varying coefficient VAR approach
Han, Jeong sug
;
Hur, Joonyoung
- In:
Economic modelling
89
(
2020
),
pp. 142-152
Persistent link: https://www.econbiz.de/10012425933
Saved in:
5
Trend inflation estimates for Thailand from disaggregated data
Pym Manopimoke
;
Vorada Limjaroenrat
- In:
Economic modelling
65
(
2017
),
pp. 75-94
Persistent link: https://www.econbiz.de/10011813600
Saved in:
6
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:
7
Parameter instability, stochastic volatility and estimation based on simulated likelihood : evidence from the crude oil market
Nonejad, Nima
- In:
Economic modelling
61
(
2017
),
pp. 388-408
Persistent link: https://www.econbiz.de/10011736901
Saved in:
8
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:
9
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
Saved in:
10
Volatility risk premium implications of GARCH option pricing models
Papantonis, Ioannis
- In:
Economic modelling
58
(
2016
),
pp. 104-115
Persistent link: https://www.econbiz.de/10011647056
Saved in:
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