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Estimation theory
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619
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Phillips, Peter C. B.
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22
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21
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21
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20
Li, Qi
20
Robinson, Peter M.
20
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20
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19
Hsiao, Cheng
19
Tauchen, George Eugene
19
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17
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(EC)2 Conference <1, 1990; 2, 1991>
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Conference on Realized Volatility <2006, Montréal>
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Econometrisch Instituut <Rotterdam>
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International Conference on Econometrics <2016, Melbourne>
1
International Symposium on Econometrics of Specification Test in 30 Years <2010, Xiamen>
1
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Journal of econometrics
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8,236
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2,013
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1,979
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ECONIS (ZBW)
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USB Cologne (EcoSocSci)
7
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1
Econometrics
of co-jumps in high-frequency data with noise
Bibinger, Markus
;
Winkelmann, Lars
- In:
Journal of econometrics
184
(
2015
)
2
,
pp. 361-378
Persistent link: https://www.econbiz.de/10011339314
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2
Assumption-lean falsification tests of rate double-robustness of double-machine-learning estimators
Lin, Liu
;
Mukherjee, Rajarshi
;
Robins, James M.
- In:
Journal of econometrics
240
(
2024
)
2
,
pp. 1-21
Persistent link: https://www.econbiz.de/10015075123
Saved in:
3
Econometric analysis of jump-driven stochastic
volatility
models
Todorov, Viktor
- In:
Journal of econometrics
160
(
2011
)
1
,
pp. 12-21
Persistent link: https://www.econbiz.de/10009242565
Saved in:
4
The detection and
estimation
of long memory in stochastic
volatility
Breidt, F. Jay
- In:
Journal of econometrics
83
(
1998
)
1
,
pp. 325-348
Persistent link: https://www.econbiz.de/10001336943
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5
Testing for a slowly changing level with special reference to stochastic
volatility
Harvey, Andrew C.
- In:
Journal of econometrics
87
(
1998
)
1
,
pp. 167-189
Persistent link: https://www.econbiz.de/10001248302
Saved in:
6
Estimating continuous-time stochastic
volatility
models of the short-term interest rate
Andersen, Torben
- In:
Journal of econometrics
77
(
1997
)
2
,
pp. 343-377
Persistent link: https://www.econbiz.de/10001212838
Saved in:
7
A causality-in-variance test and its application to financial market prices
Cheung, Yin-Wong
- In:
Journal of econometrics
72
(
1996
)
1
,
pp. 33-48
Persistent link: https://www.econbiz.de/10001198033
Saved in:
8
Data-based ranking of realised
volatility
estimators
Patton, Andrew J.
- In:
Journal of econometrics
161
(
2011
)
2
,
pp. 284-303
Persistent link: https://www.econbiz.de/10009242129
Saved in:
9
Realized Laplace transforms for
estimation
of jump diffusive
volatility
models
Todorov, Viktor
;
Tauchen, George Eugene
;
Grynkiv, Iaryna
- In:
Journal of econometrics
164
(
2011
)
2
,
pp. 367-381
Persistent link: https://www.econbiz.de/10009301899
Saved in:
10
Volatility
activity : specification and
estimation
Todorov, Viktor
;
Tauchen, George Eugene
;
Grynkiv, Iaryna
- In:
Journal of econometrics
178
(
2014
)
1
,
pp. 180-193
Persistent link: https://www.econbiz.de/10010255447
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