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subject:"Volatility"
type_genre:"Article in journal"
~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of risk"
~subject:"Estimation"
~subject:"Statistical distribution"
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Search: subject_exact:"Estimation theory"
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Volatility
Estimation
Statistical distribution
Estimation theory
1,631
Schätztheorie
1,631
Theorie
366
Theory
366
Nichtparametrisches Verfahren
313
Nonparametric statistics
313
Time series analysis
310
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310
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66
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Todorov, Viktor
10
Tauchen, George Eugene
8
Linton, Oliver
7
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7
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6
Li, Jia
6
Park, Joon Y.
6
Francq, Christian
5
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5
Kim, Donggyu
5
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5
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Zakoïan, Jean-Michel
5
Aït-Sahalia, Yacine
4
Gouriéroux, Christian
4
Lu, Xun
4
Mykland, Per A.
4
Zhang, Lan
4
Baltagi, Badi H.
3
Bollerslev, Tim
3
Cai, Zongwu
3
Callaway, Brantly
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3
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3
Wang, Fa
3
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3
Xiu, Dacheng
3
Zheng, Xinghua
3
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3
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2
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Journal of econometrics
Journal of risk
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
170
Economics letters
141
Econometric reviews
89
Economic modelling
64
Applied economics letters
60
Econometric theory
60
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
55
Insurance / Mathematics & economics
52
The econometrics journal
50
Applied economics
48
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
48
Journal of applied econometrics
43
Journal of the American Statistical Association : JASA
42
International journal of forecasting
41
Journal of banking & finance
40
Econometrics : open access journal
38
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36
Quantitative economics : QE ; journal of the Econometric Society
33
European journal of operational research : EJOR
31
Computational economics
30
Empirical economics : a quarterly journal of the Institute for Advanced Studies
29
Finance research letters
29
Journal of financial econometrics
29
Journal of forecasting
29
Statistics in transition : an international journal of the Polish Statistical Association
29
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
27
Journal of financial econometrics : official journal of the Society for Financial Econometrics
26
Journal of risk and financial management : JRFM
26
Quantitative finance
25
The review of economics and statistics
24
International journal of economics and financial issues : IJEFI
23
Energy economics
21
Journal of economic dynamics & control
20
The North American journal of economics and finance : a journal of financial economics studies
19
Risks : open access journal
17
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
Multi-dimensional latent group structures with heterogeneous distributions
Leng, Xuan
;
Chen, Heng
;
Wang, Wendun
- In:
Journal of econometrics
233
(
2023
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014340642
Saved in:
2
Estimation of panel group structure models with structural breaks in group memberships and coefficients
Lumsdaine, Robin L.
;
Okui, Ryo
;
Wang, Wendun
- In:
Journal of econometrics
233
(
2023
)
1
,
pp. 45-65
Persistent link: https://www.econbiz.de/10014340925
Saved in:
3
Shrinkage estimation of network spillovers with factor structured errors
Higgins, Ayden
;
Martellosio, Federico
- In:
Journal of econometrics
233
(
2023
)
1
,
pp. 66-87
Persistent link: https://www.econbiz.de/10014340929
Saved in:
4
Treatment effects in interactive fixed effects models with a small number of time periods
Callaway, Brantly
;
Karami, Sonia
- In:
Journal of econometrics
233
(
2023
)
1
,
pp. 184-208
Persistent link: https://www.econbiz.de/10014340983
Saved in:
5
How to go viral : a COVID-19 model with endogenously time-varying parameters
Ho, Paul
;
Lubik, Thomas A.
;
Matthes, Christian
- In:
Journal of econometrics
232
(
2023
)
1
,
pp. 70-86
Persistent link: https://www.econbiz.de/10013472838
Saved in:
6
Semiparametric estimation of latent variable asset pricing models
Dalderop, Jeroen
- In:
Journal of econometrics
236
(
2023
)
1
,
pp. 1-30
Persistent link: https://www.econbiz.de/10014332225
Saved in:
7
Bias reduction in spot volatility estimation from options
Todorov, Viktor
;
Zhang, Yang
- In:
Journal of econometrics
234
(
2023
)
1
,
pp. 53-81
Persistent link: https://www.econbiz.de/10014364661
Saved in:
8
Inference and forecasting for continuous-time integer-valued trawl processes
Bennedsen, Mikkel
;
Lunde, Asger
;
Shephard, Neil G.
; …
- In:
Journal of econometrics
236
(
2023
)
2
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014365470
Saved in:
9
Out-of-sample tests for conditional quantile coverage an application to Growth-at-Risk
Corradi, Valentina
;
Fosten, Jack
;
Gutknecht, Daniel
- In:
Journal of econometrics
236
(
2023
)
2
,
pp. 1-26
Persistent link: https://www.econbiz.de/10014365517
Saved in:
10
Asymptotic F test in regressions with observations collected at high frequency over long span
Pellatt, Daniel F.
;
Sun, Yixiao
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1281-1309
Persistent link: https://www.econbiz.de/10014471377
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