//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
accessRights:"free"
type_genre:"Article in journal"
~isPartOf:"Econometrica : journal of the Econometric Society, an international society for the advancement of economic theory in its relation to statistics and mathematics"
~isPartOf:"Quantitative finance"
~subject:"Time series analysis"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Estimation theory"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Time series analysis
Estimation theory
10
Schätztheorie
10
Zeitreihenanalyse
5
Volatility
4
Volatilität
4
Estimation
3
Schätzung
3
Forecasting model
2
Prognoseverfahren
2
Regression analysis
2
Regressionsanalyse
2
ARCH model
1
ARCH-Modell
1
Aktienindex
1
Analysis of variance
1
Artificial intelligence
1
Ausreißer
1
Autocorrelation
1
Autokorrelation
1
Bias
1
Bias correction
1
Binary logit
1
Bootstrap approach
1
Bootstrap-Verfahren
1
Börsenkurs
1
Capital income
1
Causality analysis
1
Covariance matrix
1
Extreme value theory (EVT)
1
Financial market
1
Financial time series
1
Finanzmarkt
1
Forecasting
1
Fractional kernel
1
GARCH model
1
Growing number of restrictions
1
Hill estimator
1
Horizontal regression
1
Implied volatility
1
more ...
less ...
Online availability
All
Free
Undetermined
8
Type of publication
All
Article
5
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
5
Language
All
English
5
Author
All
Bayer, Christian
1
Breneis, Simon
1
Ding, Peng
1
Gupta, Abhimanyu
1
Hizmeri, Rodrigo
1
Izzeldin, Marwan
1
Kaibuchi, Hibiki
1
Kawasaki, Yoshinori
1
Nolte, Ingmar
1
Pappas, Vasileios
1
Sekhon, Jasjeet Singh
1
Seo, Myung Hwan
1
Shen, Dennis
1
Stupfler, G.
1
Yu, Bin
1
more ...
less ...
Published in...
All
Econometrica : journal of the Econometric Society, an international society for the advancement of economic theory in its relation to statistics and mathematics
Quantitative finance
Econometrics : open access journal
45
Journal of risk and financial management : JRFM
16
International journal of economics and financial issues : IJEFI
10
Quantitative economics : QE ; journal of the Econometric Society
9
CBN journal of applied statistics
6
International Journal of Energy Economics and Policy : IJEEP
6
Cambridge working papers in economics
5
Econometric reviews
5
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
5
SERIEs : Journal of the Spanish Economic Association
5
Central European journal of economic modelling and econometrics
4
Econometric theory
4
Empirical economics : a quarterly journal of the Institute for Advanced Studies
4
Financial innovation : FIN
4
Iranian economic review : journal of University of Tehran
4
Risks : open access journal
4
Statistics in transition : an international journal of the Polish Statistical Association
4
Brazilian review of econometrics : BRE ; the review of the Brazilian Econometric Society
3
Journal of applied econometrics
3
Business and Economic Research : BER
2
Cambridge-INET working papers
2
Cogent economics & finance
2
Computational economics
2
Economia : revista da ANPEC
2
Economies : open access journal
2
Journal of time series econometrics
2
Quantitative finance and economics
2
Review of economics and political science : REPS
2
Revista de métodos cuantitativos para la economía y la empresa
2
The econometrics journal
2
Academic journal of economic studies
1
Agricultural and Food Economics : AFE
1
Amfiteatru economic : an economic and business research periodical
1
Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
1
Applied economics
1
Argumenta oeconomica
1
BNR economic review
1
CeNDEF working paper
1
more ...
less ...
Source
All
ECONIS (ZBW)
5
Showing
1
-
5
of
5
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Same root different leaves : time series and cross-sectional methods in panel data
Shen, Dennis
;
Ding, Peng
;
Sekhon, Jasjeet Singh
;
Yu, Bin
- In:
Econometrica : journal of the Econometric Society, an …
91
(
2023
)
6
,
pp. 2125-2154
Persistent link: https://www.econbiz.de/10014438268
Saved in:
2
Robust inference on infinite and growing dimensional time-series regression
Gupta, Abhimanyu
;
Seo, Myung Hwan
- In:
Econometrica : journal of the Econometric Society, an …
91
(
2023
)
4
,
pp. 1333-1361
Persistent link: https://www.econbiz.de/10014365440
Saved in:
3
Markovian approximations of stochastic Volterra equations with the fractional kernel
Bayer, Christian
;
Breneis, Simon
- In:
Quantitative finance
23
(
2023
)
1
,
pp. 53-70
Persistent link: https://www.econbiz.de/10013490954
Saved in:
4
GARCH-UGH : a bias-reduced approach for dynamic extreme Value-at-Risk estimation in financial time series
Kaibuchi, Hibiki
;
Kawasaki, Yoshinori
;
Stupfler, G.
- In:
Quantitative finance
22
(
2022
)
7
,
pp. 1277-1294
Persistent link: https://www.econbiz.de/10013367899
Saved in:
5
A generalized heterogeneous autoregressive model using market information
Hizmeri, Rodrigo
;
Izzeldin, Marwan
;
Nolte, Ingmar
; …
- In:
Quantitative finance
22
(
2022
)
8
,
pp. 1513-1534
Persistent link: https://www.econbiz.de/10013367925
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->