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type_genre:"Article in journal"
~isPartOf:"Econometric theory"
~source:"econis"
~subject:"Share price"
~subject:"Volatility"
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Search: subject_exact:"Estimation theory"
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Share price
Volatility
Estimation theory
722
Schätztheorie
722
Theorie
284
Theory
284
Time series analysis
158
Zeitreihenanalyse
158
Nichtparametrisches Verfahren
103
Nonparametric statistics
103
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91
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91
Statistical test
42
Statistischer Test
42
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35
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31
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Article in journal
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Li, Jia
2
Cavaliere, Giuseppe
1
Chen, Xiaohong
1
Feng, Yuanhua
1
Francq, Christian
1
Ghysels, Eric
1
Harvey, David I.
1
Jing, Bingyi
1
Kanaya, Shin
1
Kim, Jihyun
1
Kong, Xinbing
1
Koo, Bonsoo
1
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1
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1
Levine, Michael
1
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1
Li, Jinguang
1
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1
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1
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1
Park, Joon Y.
1
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1
Renò, Roberto
1
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1
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1
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1
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1
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1
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1
Veraart, Almut E. D.
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1
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Econometric theory
Journal of econometrics
130
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
49
Economics letters
29
Journal of empirical finance
27
Econometric reviews
22
Economic modelling
20
Journal of banking & finance
20
Journal of financial econometrics : official journal of the Society for Financial Econometrics
20
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
20
Quantitative finance
18
Finance research letters
16
Journal of financial econometrics
15
International journal of forecasting
14
International journal of theoretical and applied finance
14
The North American journal of economics and finance : a journal of financial economics studies
14
International journal of economics and financial issues : IJEFI
13
Journal of forecasting
13
Journal of risk and financial management : JRFM
13
The econometrics journal
11
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
10
Journal of mathematical finance
10
Econometrics : open access journal
9
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
9
International review of financial analysis
9
Journal of financial economics
9
The journal of finance : the journal of the American Finance Association
9
Applied economics
8
Finance and stochastics
8
Journal of financial and quantitative analysis : JFQA
8
The review of financial studies
8
Applied financial economics
7
Computational economics
7
International journal of financial engineering
7
Journal of applied econometrics
7
The European journal of finance
7
Annals of finance
6
Decisions in economics and finance : DEF ; a journal of applied mathematics
6
European journal of operational research : EJOR
6
International journal of economics and finance
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ECONIS (ZBW)
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1
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:
2
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:
3
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:
4
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:
5
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:
6
Estimating the quadratic variation spectrum of noisy asset prices using generalized flat-top realized Kernels
Varneskov, Rasmus Tangsgaard
- In:
Econometric theory
33
(
2017
)
6
,
pp. 1457-1501
Persistent link: https://www.econbiz.de/10011810427
Saved in:
7
Estimation of stochastic volatility models by nonparametric filtering
Kanaya, Shin
;
Kristensen, Dennis
- In:
Econometric theory
32
(
2016
)
4
,
pp. 861-916
Persistent link: https://www.econbiz.de/10011644214
Saved in:
8
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
Saved in:
9
Let's get lade : robust estimation of semiparametric multiplicative volatility models
Koo, Bonsoo
;
Linton, Oliver
- In:
Econometric theory
31
(
2015
)
4
,
pp. 671-702
Persistent link: https://www.econbiz.de/10011341932
Saved in:
10
Econometric analysis of volatility component models
Wang, Fangfang
;
Ghysels, Eric
- In:
Econometric theory
31
(
2015
)
2
,
pp. 362-393
Persistent link: https://www.econbiz.de/10010532059
Saved in:
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