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accessRights:"restricted"
subject:"Zeitreihenanalyse"
~isPartOf:"Economics letters"
~isPartOf:"Quantitative finance"
~subject:"Volatility"
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Search: subject_exact:"Estimation theory"
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Zeitreihenanalyse
Volatility
Estimation theory
308
Schätztheorie
308
Estimation
81
Schätzung
80
Regression analysis
54
Regressionsanalyse
54
Time series analysis
51
Nichtparametrisches Verfahren
48
Nonparametric statistics
48
Panel
48
Panel study
48
Statistical test
28
Statistischer Test
28
Panel data
23
Volatilität
22
Method of moments
21
Momentenmethode
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Maximum likelihood estimation
20
Maximum-Likelihood-Schätzung
20
Autocorrelation
19
Autokorrelation
19
Forecasting model
19
Prognoseverfahren
19
Statistical distribution
19
Statistische Verteilung
19
Modellierung
18
Scientific modelling
18
Correlation
17
Kleinste-Quadrate-Methode
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Korrelation
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Least squares method
17
Fixed effects
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VAR model
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VAR-Modell
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64
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Hassler, Uwe
2
Kurita, Takamitsu
2
Li, Chen
2
Li, Luyang
2
Shin, Dong-wan
2
Wang, Qiao
2
Yu, Deshui
2
Anatolyev, Stanislav
1
Andrle, Michal
1
Annaert, Jan
1
Baillie, Richard
1
Behrendt, Simon
1
Canabarro, Askery
1
Cang, Yuquan
1
Cavicchioli, Maddalena
1
Chang, Seong Yeon
1
Chatterjee, Rupak
1
Chen, May-Ru
1
Chen, Wenjuan
1
Chi, Xie
1
Choi, Chi-young
1
Choi, Ji-Eun
1
Chronopoulou, Alexandra
1
Chudik, Alexander
1
Claes, Anouk G. P.
1
De Ceuster, Marc J.
1
Deistler, Manfred
1
Dias, Gustavo Fruet
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Dong, Yingjie
1
Favreau, Charles
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Gefang, Deborah
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Glocker, Christian
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Economics letters
Quantitative finance
Journal of econometrics
189
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
68
Econometric reviews
56
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
55
International journal of forecasting
43
Econometric theory
41
Journal of time series econometrics
38
Computational economics
28
Economic modelling
23
Finance research letters
21
The econometrics journal
18
Applied economics letters
17
Journal of empirical finance
15
Journal of financial econometrics
15
Journal of forecasting
14
The North American journal of economics and finance : a journal of financial economics studies
13
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
12
Journal of quantitative economics
12
Applied economics
11
Energy economics
10
Essays in honor of Joon Y. Park : econometric theory
9
Discussion papers / CEPR
8
Journal of banking & finance
8
Decisions in economics and finance : DEF ; a journal of applied mathematics
7
European journal of operational research : EJOR
7
Journal of mathematical finance
7
Discussion paper / Centre for Economic Policy Research
6
Empirical economics : a quarterly journal of the Institute for Advanced Studies
6
International journal of economics and finance
6
Journal of financial econometrics : official journal of the Society for Financial Econometrics
6
Journal of international financial markets, institutions & money
6
Journal of risk
6
Research in international business and finance
6
Theoretical economics letters
6
Finance and stochastics
5
Insurance / Mathematics & economics
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International journal of computational economics and econometrics : IJCEE
4
International journal of financial engineering
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ECONIS (ZBW)
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A simple nonparametric conditional quantile estimator for time series with thin tails
Wang, Qiao
- In:
Economics letters
232
(
2023
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014464377
Saved in:
2
Impulse response function analysis for Markov switching VAR models
Cavicchioli, Maddalena
- In:
Economics letters
232
(
2023
),
pp. 1-4
Persistent link: https://www.econbiz.de/10014464479
Saved in:
3
Time-varying predictability of the long horizon equity premium based on semiparametric regressions
Yu, Deshui
;
Li, Chen
;
Li, Luyang
- In:
Economics letters
224
(
2023
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014307887
Saved in:
4
Nonparametric modeling for the time-varying persistence of inflation
Yu, Deshui
;
Li, Chen
;
Li, Luyang
- In:
Economics letters
225
(
2023
),
pp. 1-7
Persistent link: https://www.econbiz.de/10014308465
Saved in:
5
Consistent estimation of drift parameter in diffusion model with misspecified volatility function
Jeong, Minsoo
- In:
Economics letters
211
(
2022
),
pp. 1-4
Persistent link: https://www.econbiz.de/10013172040
Saved in:
6
A new estimator of a jump discontinuity in regression
Martins-Filho, Carlos
;
Xie, Sihong
;
Yao, Feng
- In:
Economics letters
218
(
2022
),
pp. 1-6
Persistent link: https://www.econbiz.de/10013466389
Saved in:
7
Proof of non-convergence of the short-maturity expansion for the SABR model
Lewis, Alan L.
;
Pirjol, Dan
- In:
Quantitative finance
22
(
2022
)
9
,
pp. 1747-1757
Persistent link: https://www.econbiz.de/10013367944
Saved in:
8
No arbitrage global parametrization for the eSSVI volatility surface
Mingone, A.
- In:
Quantitative finance
22
(
2022
)
12
,
pp. 2205-2217
Persistent link: https://www.econbiz.de/10013490938
Saved in:
9
On robust testing for trend
Skrobotov, Anton
- In:
Economics letters
212
(
2022
),
pp. 1-4
Persistent link: https://www.econbiz.de/10013442001
Saved in:
10
A score statistic for testing the presence of a stochastic trend in conditional variances
Hong, Yongmiao
;
Linton, Oliver
;
McCabe, Brendan Peter Martin
- In:
Economics letters
213
(
2022
),
pp. 1-6
Persistent link: https://www.econbiz.de/10013442141
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