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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"
~subject:"Schätzung"
~subject:"Time series analysis"
~subject:"Volatilität"
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Volatility
Schätzung
Time series analysis
Volatilität
Estimation theory
312
Schätztheorie
312
Theorie
239
Theory
239
Statistical theory
45
Statistische Methodenlehre
45
Zeitreihenanalyse
39
Nichtparametrisches Verfahren
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Nonparametric statistics
35
Probability theory
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57
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Article in journal
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57
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English
57
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Nelson, Daniel B.
4
Phillips, Peter C. B.
4
Tauchen, George Eugene
3
Abadir, Karim Maher
2
Andrews, Donald W. K.
2
Chen, Xiaohong
2
Davidson, Russell
2
Duclos, Jean-Yves
2
Foster, Dean P.
2
Hadri, Kaddour
2
Li, Jia
2
Newey, Whitney K.
2
Sims, Christopher A.
2
Stock, James H.
2
Tzavalis, Elias
2
Uhlig, Harald
2
Watson, Mark W.
2
White, Halbert
2
Alvarez, Javier
1
Arellano, Manuel
1
Bai, Jushan
1
Berry, Steven
1
Bierens, Herman J.
1
Blomquist, Nils Sören
1
Blundell, Richard W.
1
Caetano, Carolina
1
Card, David E.
1
Christensen, Timothy M.
1
Cooley, Thomas F.
1
DeJong, David Neil
1
Doornik, Jurgen A.
1
Dufour, Jean-Marie
1
Engle, Robert F.
1
Faust, Jon
1
Gallant, A. Ronald
1
Graham, Bryan S.
1
Hamilton, James D.
1
Hansen, Bruce E.
1
Holtz-Eakin, Douglas
1
Hong, Yongmiao
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
Journal of econometrics
506
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
236
Economics letters
233
Econometric theory
182
Econometric reviews
130
Applied economics letters
97
International journal of forecasting
80
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
76
Economic modelling
73
Journal of forecasting
69
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
69
Applied economics
67
Journal of applied econometrics
67
Econometrics : open access journal
66
The econometrics journal
65
Journal of the American Statistical Association : JASA
56
Journal of empirical finance
47
Computational economics
45
Journal of banking & finance
41
Journal of time series econometrics
41
Quantitative economics : QE ; journal of the Econometric Society
38
Journal of financial econometrics : official journal of the Society for Financial Econometrics
36
Empirical economics : a quarterly journal of the Institute for Advanced Studies
32
The review of economics and statistics
32
Oxford bulletin of economics and statistics
31
Finance research letters
29
International journal of economics and financial issues : IJEFI
28
Journal of risk and financial management : JRFM
28
European journal of operational research : EJOR
26
Energy economics
25
Journal of financial econometrics
25
Insurance / Mathematics & economics
22
The North American journal of economics and finance : a journal of financial economics studies
22
Journal of economic dynamics & control
21
Quantitative finance
21
Journal of macroeconomics
20
The review of economic studies
19
Journal of quantitative economics
18
The empirical economics letters : a monthly international journal of economics
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ECONIS (ZBW)
57
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1
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:
2
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:
3
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:
4
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:
5
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:
6
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
Saved in:
7
A test of exogeneity without instrumental variables in models with bunching
Caetano, Carolina
- In:
Econometrica : journal of the Econometric Society, an …
83
(
2015
)
4
,
pp. 1581-1600
Persistent link: https://www.econbiz.de/10011405088
Saved in:
8
Robust estimation and inference for jumps in noisy high frequency data : a local-to-continuity theory for the pre-averaging method
Li, Jia
- In:
Econometrica : journal of the Econometric Society, an …
81
(
2013
)
4
,
pp. 1673-1693
Persistent link: https://www.econbiz.de/10009793469
Saved in:
9
Identifying social interactions through conditional variance restrictions
Graham, Bryan S.
- In:
Econometrica : journal of the Econometric Society, an …
76
(
2008
)
3
,
pp. 643-660
Persistent link: https://www.econbiz.de/10003722230
Saved in:
10
Semi-nonparametric IV estimation of shape-invariant Engel curves
Blundell, Richard W.
;
Chen, Xiaohong
;
Kristensen, Dennis
- In:
Econometrica : journal of the Econometric Society, an …
75
(
2007
)
6
,
pp. 1613-1669
Persistent link: https://www.econbiz.de/10003611846
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