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subject:"Volatility"
~isPartOf:"Econometric theory"
~isPartOf:"Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics"
~subject:"Germany"
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Search: subject_exact:"Estimation theory"
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Volatility
Germany
Estimation theory
1,045
Schätztheorie
1,045
Theorie
525
Theory
525
Time series analysis
200
Zeitreihenanalyse
200
Nichtparametrisches Verfahren
140
Nonparametric statistics
140
Regression analysis
106
Regressionsanalyse
106
Statistical theory
67
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57
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Estimation
44
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37
Statistical inference
37
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34
Autokorrelation
34
Method of moments
34
Momentenmethode
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Panel
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Panel study
34
Cointegration
29
Kointegration
29
Statistical distribution
29
Statistische Verteilung
29
Probability theory
28
Wahrscheinlichkeitsrechnung
28
IV-Schätzung
26
Instrumental variables
26
Einheitswurzeltest
25
Unit root test
25
USA
23
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Li, Jia
4
Tauchen, George Eugene
2
Todorov, Viktor
2
Cavaliere, Giuseppe
1
Chen, Xiaohong
1
Feng, Yuanhua
1
Figueroa-López, José E.
1
Foster, Dean P.
1
Francq, Christian
1
Ghysels, Eric
1
Hansen, Bruce E.
1
Harvey, David I.
1
Jacod, Jean
1
Jing, Bingyi
1
Kanaya, Shin
1
Kim, Jihyun
1
Kong, Xinbing
1
Koo, Bonsoo
1
Kristensen, Dennis
1
Le Quyen Thieu
1
Levine, Michael
1
Leybourne, Stephen James
1
Li, Jinguang
1
Li, Yingying
1
Linton, Oliver
1
Liu, Yunxiao
1
Liu, Zhi
1
Mykland, Per A.
1
Nelson, Daniel B.
1
Park, Joon Y.
1
Renault, Eric
1
Renò, Roberto
1
Sakata, Shinichi
1
Sarisoy, Cisil
1
Tao, Minjing
1
Taylor, Robert
1
Tschernig, Rolf
1
Uhlig, Harald
1
Veraart, Almut E. D.
1
Wang, Bin
1
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Econometric theory
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
119
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
55
Discussion paper / Tinbergen Institute
28
Economics letters
28
Econometric reviews
22
Journal of empirical finance
20
Economic modelling
18
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
17
International journal of forecasting
16
Journal of financial econometrics : official journal of the Society for Financial Econometrics
16
Quantitative finance
16
CREATES research paper
15
Europäische Hochschulschriften / 5
15
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
14
Discussion paper
13
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
13
Finance research letters
13
International journal of theoretical and applied finance
13
Journal of banking & finance
13
Journal of financial econometrics
13
SFB 649 discussion paper
13
NBER Working Paper
12
The econometrics journal
12
Econometrics : open access journal
11
The North American journal of economics and finance : a journal of financial economics studies
11
Discussion paper series / IZA
10
Journal of forecasting
10
Journal of risk and financial management : JRFM
10
NBER working paper series
10
Working paper / National Bureau of Economic Research, Inc.
10
Discussion papers of interdisciplinary research project 373
9
Schriften zur angewandten Ökonometrie
9
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
9
Finance and stochastics
8
International journal of economics and financial issues : IJEFI
8
Kieler Arbeitspapiere
8
Reihe Quantitative Ökonomie : Ökon
8
The European journal of finance
8
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1
Kernel estimation of spot volatility with microstructure noise using pre-averaging
Figueroa-López, José E.
;
Wu, Bei
- In:
Econometric theory
40
(
2024
)
3
,
pp. 558-607
Persistent link: https://www.econbiz.de/10015055107
Saved in:
2
Estimation of volatility functions in jump diffusions using truncated bipower increments
Kim, Jihyun
;
Park, Joon Y.
;
Wang, Bin
- In:
Econometric theory
37
(
2021
)
5
,
pp. 926-958
Persistent link: https://www.econbiz.de/10012656389
Saved in:
3
Efficient estimation of integrated volatility functionals under general volatility dynamics
Li, Jia
;
Liu, Yunxiao
- In:
Econometric theory
37
(
2021
)
4
,
pp. 664-707
Persistent link: https://www.econbiz.de/10012618196
Saved in:
4
QML inference for volatility models with covariates
Francq, Christian
;
Le Quyen Thieu
- In:
Econometric theory
35
(
2019
)
1
,
pp. 37-72
Persistent link: https://www.econbiz.de/10012146117
Saved in:
5
Estimating volatility functionals with multiple transactions
Jing, Bingyi
;
Liu, Zhi
;
Kong, Xinbing
- In:
Econometric theory
33
(
2017
)
2
,
pp. 331-365
Persistent link: https://www.econbiz.de/10011665349
Saved in:
6
Efficient estimation of integrated volatility and related processes
Renault, Eric
;
Sarisoy, Cisil
;
Werker, Bas J. M.
- In:
Econometric theory
33
(
2017
)
2
,
pp. 439-478
Persistent link: https://www.econbiz.de/10011665439
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
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:
10
Estimating the volatility occupation time via regularized Laplace inversion
Li, Jia
;
Todorov, Viktor
;
Tauchen, George Eugene
- In:
Econometric theory
32
(
2016
)
5
,
pp. 1253-1288
Persistent link: https://www.econbiz.de/10011661745
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