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type_genre:"Article in journal"
~isPartOf:"Econometric theory"
~subject:"Share price"
~subject:"Statistical inference"
~subject:"Volatility"
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Search: subject_exact:"Estimation theory"
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Share price
Statistical inference
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
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42
Statistischer Test
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35
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Autocorrelation
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Autokorrelation
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Estimation
27
Schätzung
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Statistical distribution
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Panel study
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Statistical theory
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37
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Cavaliere, Giuseppe
2
Chen, Haiqiang
2
Li, Jia
2
Li, Qi
2
Varneskov, Rasmus Tangsgaard
2
Andersen, Torben
1
Aucejo, Esteban
1
Binder, Michael
1
Boswijk, Herman Peter
1
Bugni, Federico A.
1
Camponovo, Lorenzo
1
Chen, Xiaohong
1
Chevillon, Guillaume
1
Crudu, Federico
1
Fang, Ying
1
Fang, Zheng
1
Feng, Yuanhua
1
Francq, Christian
1
Georgiev, Iliyan
1
Ghysels, Eric
1
Goh, S. C.
1
Hahn, Jinyong
1
Harvey, David I.
1
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1
Hsiao, Cheng
1
Jing, Bingyi
1
Kanaya, Shin
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
Le Quyen Thieu
1
Levine, Michael
1
Leybourne, Stephen James
1
Li, Jinguang
1
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1
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Econometric theory
Journal of econometrics
208
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
88
Economics letters
41
Econometric reviews
33
The econometrics journal
30
Journal of empirical finance
27
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
24
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
22
Journal of the American Statistical Association : JASA
21
Economic modelling
20
Journal of banking & finance
20
Journal of financial econometrics : official journal of the Society for Financial Econometrics
20
Quantitative economics : QE ; journal of the Econometric Society
19
Journal of financial econometrics
18
Quantitative finance
18
Finance research letters
17
Econometrics : open access journal
14
International journal of forecasting
14
International journal of theoretical and applied finance
14
Journal of forecasting
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 risk and financial management : JRFM
13
Journal of applied econometrics
11
Computational economics
10
Journal of financial economics
10
Journal of mathematical finance
10
Applied economics
9
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
9
European journal of operational research : EJOR
9
International review of financial analysis
9
The European journal of finance
9
The journal of finance : the journal of the American Finance Association
9
Applied economics letters
8
Finance and stochastics
8
Journal of financial and quantitative analysis : JFQA
8
The review of financial studies
8
Applied financial economics
7
Empirical economics : a quarterly journal of the Institute for Advanced Studies
7
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ECONIS (ZBW)
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1
Estimation and inference with near unit roots
Phillips, Peter C. B.
- In:
Econometric theory
39
(
2023
)
2
,
pp. 221-263
Persistent link: https://www.econbiz.de/10014306253
Saved in:
2
A simple nonparametric approach for estimation and inference of conditional quantile functions
Fang, Zheng
;
Li, Qi
;
Yan, Karen Xueqing
- In:
Econometric theory
39
(
2023
)
2
,
pp. 290-320
Persistent link: https://www.econbiz.de/10014306312
Saved in:
3
Estimation and inference for moments of ratios with robustness against large trimming bias
Sasaki, Yuya
;
Ura, Takuya
- In:
Econometric theory
38
(
2022
)
1
,
pp. 66-112
Persistent link: https://www.econbiz.de/10013166118
Saved in:
4
Consistent local spectrum inference for predictive return regressions
Andersen, Torben
;
Varneskov, Rasmus Tangsgaard
- In:
Econometric theory
38
(
2022
)
6
,
pp. 1253-1307
Persistent link: https://www.econbiz.de/10013539347
Saved in:
5
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:
6
Inference in instrumental variable models with heteroskedasticity and many instruments
Crudu, Federico
;
Mellace, Giovanni
;
Sándor, Zsolt
- In:
Econometric theory
37
(
2021
)
2
,
pp. 281-310
Persistent link: https://www.econbiz.de/10012505392
Saved in:
7
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:
8
Robust inference in structural vector autoregressions with long-run restrictions
Chevillon, Guillaume
;
Mavroeidis, Sophocles
;
Zhang, Zhaoguo
- In:
Econometric theory
36
(
2020
)
1
,
pp. 86-121
Persistent link: https://www.econbiz.de/10012156818
Saved in:
9
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:
10
Uniform inference in high-dimensional dynamic panel data models with approximately sparse fixed effects
Kock, Anders Bredahl
;
Tang, Haihan
- In:
Econometric theory
35
(
2019
)
2
,
pp. 295-359
Persistent link: https://www.econbiz.de/10012146137
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