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subject:"Volatility"
type_genre:"Article in journal"
~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~subject:"Portfolio selection"
~subject:"Theorie"
~type_genre:"Übersichtsarbeit"
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Search: subject_exact:"Estimation theory"
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Volatility
Portfolio selection
Theorie
Estimation theory
73
Schätztheorie
73
Time series analysis
20
Zeitreihenanalyse
20
Volatilität
16
Estimation
15
Schätzung
15
ARCH model
11
ARCH-Modell
11
Market microstructure
10
Marktmikrostruktur
10
Capital income
9
Kapitaleinkommen
9
Nichtparametrisches Verfahren
9
Nonparametric statistics
9
Risikomaß
9
Risk measure
9
Theory
9
Correlation
7
Forecasting model
7
Korrelation
7
Prognoseverfahren
7
Regression analysis
7
Regressionsanalyse
7
Stochastic process
7
Stochastischer Prozess
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Börsenkurs
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Share price
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Analysis of variance
5
Noise Trading
5
Noise trading
5
Statistical test
5
Statistischer Test
5
Varianzanalyse
5
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27
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Article in journal
Übersichtsarbeit
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27
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English
27
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Andreou, Alena
1
Audrino, Francesco
1
Balter, Janine
1
Billio, Monica
1
Birke, Melanie
1
Bos, Charles S.
1
Caldeira, João F.
1
Carrasco, Marine
1
Chen, Jiaqin
1
Corsi, Fulvio
1
Denuit, Michel
1
Fan, Jianqing
1
Fan, Yingying
1
Ferreira, Eva
1
Francq, Christian
1
Frederiksen, Per
1
Ghysels, Eric
1
Gil-Bazo, Javier
1
Hassler, Uwe
1
Herwartz, Helmut
1
Horváth, Lajos
1
Hurn, Stan
1
Härdle, Wolfgang
1
Ikeda, Shin S.
1
Janus, Paweł
1
Jeisman, J. I.
1
Koopman, Siem Jan
1
Kotchoni, Rachidi
1
Li, Yingying
1
Lindsay, Kenneth A.
1
Lv, Jinchi
1
Mitra, Gautam
1
Monfort, Alain
1
Moura, Guilherme Valle
1
Mykland, Per A.
1
Nagakura, Daisuke
1
Nielsen, Morten Ørregaard
1
Nogales, Francisco J.
1
Pilz, Kay Frederik
1
Rodrigues, Paulo M. M.
1
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
Journal of econometrics
484
Economics letters
403
Econometric theory
300
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
243
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
243
Econometric reviews
151
Journal of quantitative economics : official journal of the Indian Econometric Society
138
Journal of applied econometrics
136
The review of economics and statistics
124
Oxford bulletin of economics and statistics
101
Statistical papers
79
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
66
The review of economic studies
62
International economic review
59
Annales d'économie et de statistique
57
Metrika : international journal for theoretical and applied statistics
57
Applied economics
56
Journal of forecasting
56
American journal of agricultural economics
51
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
47
Journal of empirical finance
44
The econometrics journal
43
Journal of banking & finance
41
Journal of the Royal Statistical Society
41
Journal of economic dynamics & control
40
Publications de l'Institut de Statistique de l'Université de Paris : analyse factorielle des correspondances continues
39
International journal of forecasting
36
International economic journal
35
The Indian economic journal
35
Finance research letters
33
Journal of productivity analysis
32
Economic modelling
31
Quantitative finance
25
The journal of finance : the journal of the American Finance Association
25
Jahrbücher für Nationalökonomie und Statistik
24
The Indian journal of economics
24
The journal of futures markets
24
International journal of theoretical and applied finance
23
Journal of international money and finance
23
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ECONIS (ZBW)
27
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1
Combining multivariate volatility forecasts: an economic-based approach
Caldeira, João F.
;
Moura, Guilherme Valle
;
Nogales, …
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
2
,
pp. 247-285
Persistent link: https://www.econbiz.de/10011987429
Saved in:
2
Efficient portfolio selection in a large market
Chen, Jiaqin
;
Yuan, Ming
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
3
,
pp. 496-524
Persistent link: https://www.econbiz.de/10011623668
Saved in:
3
Quantile regression for long memory testing : a case of realized volatility
Hassler, Uwe
;
Rodrigues, Paulo M. M.
;
Rubia, Antonio
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
4
,
pp. 693-724
Persistent link: https://www.econbiz.de/10011623824
Saved in:
4
Variance targeting estimation of multivariate GARCH models
Francq, Christian
;
Horváth, Lajos
;
Zakoïan, Jean-Michel
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
2
,
pp. 353-382
Persistent link: https://www.econbiz.de/10011589013
Saved in:
5
Two-scale realized kernels : a univariate case
Ikeda, Shin S.
- In:
Journal of financial econometrics : official journal of …
13
(
2015
)
1
,
pp. 126-165
Persistent link: https://www.econbiz.de/10010519659
Saved in:
6
A state space approach to estimating the integrated variance under the existence of market microstructure noise
Nagakura, Daisuke
;
Watanabe, Toshiaki
- In:
Journal of financial econometrics : official journal of …
13
(
2015
)
1
,
pp. 45-82
Persistent link: https://www.econbiz.de/10010519663
Saved in:
7
Adaptive Realized Kernels
Carrasco, Marine
;
Kotchoni, Rachidi
- In:
Journal of financial econometrics : official journal of …
13
(
2015
)
4
,
pp. 757-797
Persistent link: https://www.econbiz.de/10011417704
Saved in:
8
Quarticity estimation on ohlc data
Balter, Janine
- In:
Journal of financial econometrics : official journal of …
13
(
2015
)
2
,
pp. 505-519
Persistent link: https://www.econbiz.de/10011339287
Saved in:
9
Rounding errors and volatility estimation
Li, Yingying
;
Mykland, Per A.
- In:
Journal of financial econometrics : official journal of …
13
(
2015
)
2
,
pp. 478-504
Persistent link: https://www.econbiz.de/10011339292
Saved in:
10
Estimation of distortion risk measures
Tsukahara, Hideatsu
- In:
Journal of financial econometrics : official journal of …
12
(
2014
)
1
,
pp. 213-235
Persistent link: https://www.econbiz.de/10010233598
Saved in:
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