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subject:"Volatility"
type_genre:"Article in journal"
~isPartOf:"Economics letters"
~type_genre:"Conference paper"
~type_genre:"Graue Literatur"
~type_genre:"Thesis"
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Search: subject_exact:"Estimation theory"
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Volatility
Estimation theory
961
Schätztheorie
961
Theorie
380
Theory
380
Time series analysis
133
Zeitreihenanalyse
133
Estimation
108
Schätzung
106
Regression analysis
93
Regressionsanalyse
93
Panel
92
Panel study
92
Nichtparametrisches Verfahren
81
Nonparametric statistics
81
Statistical test
45
Statistischer Test
45
Autocorrelation
36
Autokorrelation
36
Method of moments
34
Momentenmethode
34
Bias
29
Panel data
29
Systematischer Fehler
29
Sampling
26
Stichprobenerhebung
26
Correlation
25
Korrelation
25
Maximum likelihood estimation
25
Forecasting model
24
Maximum-Likelihood-Schätzung
24
Prognoseverfahren
24
Statistical distribution
24
Statistical theory
24
Statistische Methodenlehre
24
Statistische Verteilung
24
Volatilität
24
Kleinste-Quadrate-Methode
21
Least squares method
21
Modellierung
21
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24
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Article in journal
Conference paper
Graue Literatur
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24
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English
24
Author
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Hwang, Eunju
3
Shin, Dong-wan
3
Anatolyev, Stanislav
1
Annaert, Jan
1
Ardia, David
1
Atak, Alev
1
Cecen, A. A.
1
Claes, Anouk G. P.
1
Corré, Nienke
1
De Ceuster, Marc J.
1
Deb, Partha
1
Dehay, Dominique
1
Dong, Yingjie
1
Erkal, Cahit
1
Fornari, Fabio
1
Gefang, Deborah
1
Hafner, Christian M.
1
Hoogerheide, Lennart F.
1
Jeong, Minsoo
1
Jung, Hojin
1
Kapetanios, George
1
Katsiampa, Paraskevi
1
Kim, Chang Sik
1
Kim, Dukpa
1
Kim, Jong-Min
1
Koop, Gary
1
Lee, Sungro
1
Leśkow, Jacek
1
Martins-Filho, Carlos
1
Mele, Antonio
1
Moura, Guilherme Valle
1
Noriller, Mateus R.
1
Poon, Aubrey
1
Preminger, Arie
1
Renò, Roberto
1
Rotermann, Benedikt
1
Tarasyuk, Irina
1
Tse, Yiu Kuen
1
Wilfling, Bernd
1
Xie, Sihong
1
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Economics letters
Journal of econometrics
116
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
42
Discussion paper / Tinbergen Institute
27
Econometric reviews
22
Journal of empirical finance
20
Economic modelling
17
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
CREATES research paper
15
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
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
8
Finance and stochastics
8
International journal of economics and financial issues : IJEFI
8
SFB 649 discussion paper
8
Journal of mathematical finance
7
Applied economics
6
Computational economics
6
Decisions in economics and finance : DEF ; a journal of applied mathematics
6
Documento de trabajo
6
International journal of financial engineering
6
Working paper / National Bureau of Economic Research, Inc.
6
Working papers
6
Asia-Pacific financial markets
5
CBN journal of applied statistics
5
Cambridge working papers in economics
5
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
5
Discussion paper / Tinbergen Institute / Tinbergen Institute
5
European journal of operational research : EJOR
5
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ECONIS (ZBW)
24
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1
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:
2
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:
3
Computationally efficient inference in large Bayesian mixed frequency VARs
Gefang, Deborah
;
Koop, Gary
;
Poon, Aubrey
- In:
Economics letters
191
(
2020
),
pp. 1-6
Persistent link: https://www.econbiz.de/10012508486
Saved in:
4
Maximum likelihood estimation of a TVP-VAR
Moura, Guilherme Valle
;
Noriller, Mateus R.
- In:
Economics letters
174
(
2019
),
pp. 78-83
Persistent link: https://www.econbiz.de/10012121029
Saved in:
5
On estimating market microstructure noise variance
Dong, Yingjie
;
Tse, Yiu Kuen
- In:
Economics letters
150
(
2017
),
pp. 59-62
Persistent link: https://www.econbiz.de/10011762850
Saved in:
6
Volatility estimation for Bitcoin : a comparison of GARCH models
Katsiampa, Paraskevi
- In:
Economics letters
158
(
2017
),
pp. 3-6
Persistent link: https://www.econbiz.de/10011849728
Saved in:
7
Linear time-varying regression with Copula-DCC-GARCH models for volatility
Kim, Jong-Min
;
Jung, Hojin
- In:
Economics letters
145
(
2016
),
pp. 262-265
Persistent link: https://www.econbiz.de/10011618857
Saved in:
8
Missing mean does no harm to volatility!
Anatolyev, Stanislav
;
Tarasyuk, Irina
- In:
Economics letters
134
(
2015
),
pp. 62-64
Persistent link: https://www.econbiz.de/10011432253
Saved in:
9
An ARCH model without intercept
Hafner, Christian M.
;
Preminger, Arie
- In:
Economics letters
129
(
2015
),
pp. 13-17
Persistent link: https://www.econbiz.de/10011421858
Saved in:
10
A Lagrangian multiplier test for market microstructure noise with applications to sampling interval determination for realized volatilities
Shin, Dong-wan
;
Hwang, Eunju
- In:
Economics letters
129
(
2015
),
pp. 95-99
Persistent link: https://www.econbiz.de/10011422016
Saved in:
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