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accessRights:"restricted"
subject:"Großbritannien"
~isPartOf:"Journal of financial econometrics"
~subject:"Regressionsanalyse"
~subject:"Statistical inference"
~subject:"Zeitreihenanalyse"
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Search: subject_exact:"Estimation theory"
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Großbritannien
Regressionsanalyse
Statistical inference
Zeitreihenanalyse
Estimation theory
40
Schätztheorie
40
Estimation
15
Schätzung
15
Time series analysis
13
Volatility
11
Volatilität
11
ARCH model
8
ARCH-Modell
8
Correlation
8
Korrelation
8
Portfolio selection
8
Portfolio-Management
8
Statistical distribution
8
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8
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7
Prognoseverfahren
7
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7
Risk measure
7
Analysis of variance
6
Capital income
6
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6
Varianzanalyse
6
Statistical test
5
Statistischer Test
5
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5
Stochastischer Prozess
5
CAPM
4
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4
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4
value-at-risk
4
Autocorrelation
3
Autokorrelation
3
Börsenkurs
3
Induktive Statistik
3
Regression analysis
3
Risikoprämie
3
Risk premium
3
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English
17
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Bauwens, Luc
1
Cipollini, Fabrizio
1
Gallo, Giampiero M.
1
Golinski, Adam
1
Grønneberg, Steffen
1
Guo, Junjie
1
Han, Heejoon
1
Hong, Seok Young
1
Huang, Haitao
1
Hung, Mao-Wei
1
Inoue, Atsushi
1
Jach, Agnieszka
1
Jiang, Binyan
1
Jung, Whayoung
1
Ko, Yi-Chen
1
Lee, Ji Hyung
1
Leng, Xuan
1
Liu, Cheng
1
Liu, Qiang
1
Liu, Xiaohui
1
Liu, Zhi
1
Livieri, Giulia
1
Lu, Jin
1
Lucas, André
1
Mancino, Maria Elvira
1
Marmi, Stefano
1
McElroy, Tucker
1
Nolte, Ingmar
1
Noureldin, Diaa
1
Opschoor, Anne
1
Otranto, Edoardo
1
Palandri, Alessandro
1
Pelletier, Denis
1
Peng, Liang
1
Sancetta, Alessio
1
Spencer, Peter D.
1
Sucarrat, Genaro
1
Tang, Cheng Yong
1
Taylor, Stephen
1
Toscano, Giacomo
1
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Journal of financial econometrics
Journal of econometrics
332
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
136
Econometric reviews
103
Economics letters
100
Econometric theory
73
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
59
International journal of forecasting
51
The econometrics journal
44
Journal of time series econometrics
41
Computational economics
37
Applied economics letters
26
Economic modelling
26
Insurance / Mathematics & economics
24
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
23
European journal of operational research : EJOR
22
Journal of quantitative economics
20
Journal of forecasting
18
Applied economics
14
Discussion papers / CEPR
14
Finance research letters
14
Empirical economics : a quarterly journal of the Institute for Advanced Studies
12
Energy economics
12
Discussion paper / Centre for Economic Policy Research
11
Journal of empirical finance
11
The North American journal of economics and finance : a journal of financial economics studies
11
Journal of applied econometrics
10
Journal of econometric methods
10
Essays in honor of Joon Y. Park : econometric theory
9
Quantitative finance
9
Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
7
Folia oeconomica Stetinensia : FOS
7
Scandinavian actuarial journal
7
The Oxford handbook of applied nonparametric and semiparametric econometrics and statistics
7
Working paper / National Bureau of Economic Research, Inc.
7
ASTIN bulletin : the journal of the International Actuarial Association
6
Decisions in economics and finance : DEF ; a journal of applied mathematics
6
International journal of production economics
6
International journal of production research
6
Journal of banking & finance
6
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ECONIS (ZBW)
17
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1
Estimation and inference of quantile impulse response functions by local projections : with applications to VaR dynamics
Han, Heejoon
;
Jung, Whayoung
;
Lee, Ji Hyung
- In:
Journal of financial econometrics
22
(
2024
)
1
,
pp. 1-29
Persistent link: https://www.econbiz.de/10014526299
Saved in:
2
A new test for multiple predictive regression
Xu, Ke-Li
;
Guo, Junjie
- In:
Journal of financial econometrics
22
(
2024
)
1
,
pp. 119-156
Persistent link: https://www.econbiz.de/10014526308
Saved in:
3
Volatility of volatility estimation : central limit theorems for the fourier transform estimator and empirical study of the daily time series stylized facts
Toscano, Giacomo
;
Livieri, Giulia
;
Mancino, Maria Elvira
; …
- In:
Journal of financial econometrics
22
(
2024
)
1
,
pp. 252-296
Persistent link: https://www.econbiz.de/10014526318
Saved in:
4
Dynamic covariance matrix estimation and portfolio analysis with high-frequency data
Jiang, Binyan
;
Liu, Cheng
;
Tang, Cheng Yong
- In:
Journal of financial econometrics
22
(
2024
)
2
,
pp. 461-491
Persistent link: https://www.econbiz.de/10014526333
Saved in:
5
Modeling realized covariance matrices : a class of hadamard exponential models
Bauwens, Luc
;
Otranto, Edoardo
- In:
Journal of financial econometrics
21
(
2023
)
4
,
pp. 1376-1401
Persistent link: https://www.econbiz.de/10014391463
Saved in:
6
An application of damped diffusion for modeling volatility dynamics
Hung, Mao-Wei
;
Ko, Yi-Chen
;
Wang, Jr-Yan
- In:
Journal of financial econometrics
21
(
2023
)
3
,
pp. 779-809
Persistent link: https://www.econbiz.de/10014314820
Saved in:
7
Volatility estimation and forecasts based on price durations
Hong, Seok Young
;
Nolte, Ingmar
;
Taylor, Stephen
;
Zhao, …
- In:
Journal of financial econometrics
21
(
2023
)
1
,
pp. 106-144
Persistent link: https://www.econbiz.de/10013542852
Saved in:
8
Volatility prediction using a realized-measure-based component model
Noureldin, Diaa
- In:
Journal of financial econometrics
20
(
2022
)
1
,
pp. 76-104
Persistent link: https://www.econbiz.de/10012878187
Saved in:
9
Risk estimation with a time-varying probability of zero returns
Sucarrat, Genaro
;
Grønneberg, Steffen
- In:
Journal of financial econometrics
20
(
2022
)
2
,
pp. 278-309
Persistent link: https://www.econbiz.de/10013187979
Saved in:
10
Statistical inference of spot correlation and spot market beta under infinite variation jumps
Liu, Qiang
;
Liu, Zhi
- In:
Journal of financial econometrics
20
(
2022
)
4
,
pp. 612-654
Persistent link: https://www.econbiz.de/10013349148
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