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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:"The review of economics and statistics"
~subject:"Estimation"
~subject:"Statistical distribution"
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Volatility
Estimation
Statistical distribution
Estimation theory
457
Schätztheorie
457
Theorie
362
Theory
362
USA
61
United States
61
Time series analysis
53
Zeitreihenanalyse
53
Statistical theory
51
Statistische Methodenlehre
51
Nichtparametrisches Verfahren
39
Nonparametric statistics
39
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37
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Statistischer Test
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Method of moments
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Bootstrap approach
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Bootstrap-Verfahren
9
Causality analysis
9
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Article in journal
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Davidson, Russell
2
Duclos, Jean-Yves
2
Li, Jia
2
Maddala, Gangadharrao S.
2
Abadie, Alberto
1
Aliber, Michael
1
Ashenfelter, Orley
1
Bai, Jushan
1
Bandi, Federico M.
1
Berry, Steven
1
Bingham, Taylor H.
1
Blomquist, Nils Sören
1
Blundell, Richard W.
1
Bollerslev, Tim
1
Caetano, Carolina
1
Canay, Ivan A.
1
Canjels, Eugene
1
Card, David E.
1
Chavas, Jean-Paul
1
Chen, Xiaohong
1
Chingos, Matthew M.
1
Christensen, Timothy M.
1
Cox, Thomas Lee
1
Dueker, Michael
1
Engle, Robert F.
1
Evans, Paul D.
1
Evdokimov, Kirill
1
Firpo, Sérgio Pinheiro
1
Fortin, Nicole Marie
1
Foster, Dean P.
1
Fox, Tyler J.
1
Graham, Bryan S.
1
Grosskopf, Shawna
1
Hansen, Bruce E.
1
Hayes, Kathy Jean
1
Jacod, Jean
1
Jeong, Jinook
1
Jofre-Bonet, Mireia
1
Johnsson, Ida
1
Kearns, Phillip
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
The review of economics and statistics
Journal of econometrics
329
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
162
Economics letters
141
Econometric reviews
85
Economic modelling
61
Applied economics letters
60
Econometric theory
59
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
55
Insurance / Mathematics & economics
52
The econometrics journal
49
Applied economics
48
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
47
Journal of the American Statistical Association : JASA
42
International journal of forecasting
41
Journal of applied econometrics
41
Journal of banking & finance
40
Econometrics : open access journal
36
Journal of empirical finance
35
Quantitative economics : QE ; journal of the Econometric Society
33
European journal of operational research : EJOR
31
Computational economics
30
Journal of forecasting
29
Empirical economics : a quarterly journal of the Institute for Advanced Studies
28
Journal of financial econometrics
28
Statistics in transition : an international journal of the Polish Statistical Association
27
Finance research letters
26
Journal of financial econometrics : official journal of the Society for Financial Econometrics
26
Journal of risk and financial management : JRFM
26
International journal of economics and financial issues : IJEFI
23
Quantitative finance
23
Energy economics
21
Journal of risk
20
The North American journal of economics and finance : a journal of financial economics studies
19
Journal of economic dynamics & control
18
Risks : open access journal
16
International journal of theoretical and applied finance
15
Journal of mathematical finance
15
Oxford bulletin of economics and statistics
15
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ECONIS (ZBW)
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1
Estimation of peer effects in endogenous social networks : Control function approach
Johnsson, Ida
;
Moon, Hyungsik Roger
- In:
The review of economics and statistics
103
(
2021
)
2
,
pp. 328-345
Persistent link: https://www.econbiz.de/10012649785
Saved in:
2
A new regression-based tail index estimator
Nicolau, João
;
Rodrigues, Paulo M. M.
- In:
The review of economics and statistics
101
(
2019
)
4
,
pp. 667-680
Persistent link: https://www.econbiz.de/10012116628
Saved in:
3
Endogenous stratification in randomized experiments
Abadie, Alberto
;
Chingos, Matthew M.
;
West, Martin R.
- In:
The review of economics and statistics
100
(
2018
)
4
,
pp. 567-580
Persistent link: https://www.econbiz.de/10011959654
Saved in:
4
Randomization tests under an approximate symmetry assumption
Canay, Ivan A.
;
Romano, Joseph P.
;
Shaikh, Azeem M.
- In:
Econometrica : journal of the Econometric Society, an …
85
(
2017
)
3
,
pp. 1013-1030
Persistent link: https://www.econbiz.de/10011778838
Saved in:
5
Nonparametric stochastic discount factor decomposition
Christensen, Timothy M.
- In:
Econometrica : journal of the Econometric Society, an …
85
(
2017
)
5
,
pp. 1501-1536
Persistent link: https://www.econbiz.de/10011791592
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
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:
8
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:
9
Inference on causal effects in a generalized regression kink design
Card, David E.
;
Lee, David S.
;
Pei, Zhuan
;
Weber, Andrea
- In:
Econometrica : journal of the Econometric Society, an …
83
(
2015
)
6
,
pp. 2453-2483
Persistent link: https://www.econbiz.de/10011431547
Saved in:
10
Estimation of nonparametric models with simultaneity
Matzkin, Rosa L.
- In:
Econometrica : journal of the Econometric Society, an …
83
(
2015
)
1
,
pp. 1-66
Persistent link: https://www.econbiz.de/10011337547
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