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isPartOf:"Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society"
subject:"Estimation theory"
~isPartOf:"Journal of econometrics"
~subject:"Momentenmethode"
~subject:"Volatility"
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Estimation theory
Momentenmethode
Volatility
Theorie
1,790
Theory
1,790
Schätztheorie
415
Time series analysis
352
Zeitreihenanalyse
352
Estimation
176
Schätzung
176
Nichtparametrisches Verfahren
153
Nonparametric statistics
153
Forecasting model
136
Prognoseverfahren
136
Statistical test
132
Statistischer Test
132
Volatilität
130
Regression analysis
123
Regressionsanalyse
123
Stochastic process
107
Stochastischer Prozess
107
Panel
95
Panel study
95
USA
95
United States
95
Bayes-Statistik
90
Bayesian inference
90
Ökonometrie
88
Econometrics
86
Statistical distribution
86
Statistische Verteilung
86
Monte Carlo simulation
83
Monte-Carlo-Simulation
83
Method of moments
81
Cointegration
77
Kointegration
77
Bootstrap approach
71
Bootstrap-Verfahren
71
Markov chain
71
Markov-Kette
71
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599
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4
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597
Aufsatz in Zeitschrift
597
Collection of articles of several authors
9
Sammelwerk
9
Conference proceedings
3
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3
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1
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1
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English
585
German
18
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Lee, Lung-fei
10
Schmidt, Peter
8
Chib, Siddhartha
7
Gouriéroux, Christian
7
Aït-Sahalia, Yacine
6
Bollerslev, Tim
6
Li, Qi
6
Phillips, Peter C. B.
6
Baltagi, Badi H.
5
Diebold, Francis X.
5
Gallant, A. Ronald
5
Granger, C. W. J.
5
Kohn, Robert
5
Lütkepohl, Helmut
5
Renault, Eric
5
Tauchen, George Eugene
5
Ahn, Seung Chan
4
Andersen, Torben
4
Andrews, Donald W. K.
4
Chen, Songnian
4
Ghysels, Eric
4
Hallin, Marc
4
Hsiao, Cheng
4
King, Maxwell L.
4
Linton, Oliver
4
McAleer, Michael
4
Swanson, Norman R.
4
Todorov, Viktor
4
Abrevaya, Jason
3
Ai, Chunrong
3
Ali, Mukhtar M.
3
Asai, Manabu
3
Atkinson, Scott Estes
3
Barigozzi, Matteo
3
Boswijk, Herman Peter
3
Cavaliere, Giuseppe
3
Christensen, Bent Jesper
3
Donald, Stephen G.
3
Franses, Philip Hans
3
Godfrey, L. G.
3
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Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
Journal of econometrics
Economics letters
488
Econometric theory
311
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
281
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
274
Working paper / National Bureau of Economic Research, Inc.
244
Econometric reviews
203
NBER working paper series
176
Journal of applied econometrics
171
Série des documents de travail / Centre de Recherche en Économie et Statistique
168
NBER Working Paper
160
Discussion paper / Tinbergen Institute
156
Journal of quantitative economics : official journal of the Indian Econometric Society
143
The review of economics and statistics
137
Journal of banking & finance
126
Applied economics
118
Journal of economic dynamics & control
113
Oxford bulletin of economics and statistics
113
Discussion paper / Centre for Economic Policy Research
111
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
105
Working paper
105
Discussion paper / Center for Economic Research, Tilburg University
102
Journal of forecasting
101
Economic modelling
100
Journal of empirical finance
99
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
95
International journal of forecasting
93
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
88
CORE discussion paper : DP
87
Journal of international money and finance
87
Journal of financial economics
84
Finance research letters
83
Statistical papers
83
International journal of theoretical and applied finance
80
International economic review
78
Mathematical finance : an international journal of mathematics, statistics and financial theory
78
The review of financial studies
75
The review of economic studies
71
Discussion paper series / IZA
70
The European journal of finance
67
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ECONIS (ZBW)
603
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1
Intraday cross-sectional distributions of systematic risk
Andersen, Torben
;
Riva, Raul
;
Thyrsgaard, Martin
; …
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1394-1418
Persistent link: https://www.econbiz.de/10014471397
Saved in:
2
Comparing stochastic volatility specifications for large Bayesian VARs
Chan, Joshua
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1419-1446
Persistent link: https://www.econbiz.de/10014471398
Saved in:
3
Large volatility matrix analysis using global and national factor models
Choi, Sung Hoon
;
Kim, Donggyu
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1917-1933
Persistent link: https://www.econbiz.de/10014471436
Saved in:
4
Score-driven models for realized volatility
Harvey, Andrew C.
;
Palumbo, Dario
- In:
Journal of econometrics
237
(
2023
)
2,2
,
pp. 1-14
Persistent link: https://www.econbiz.de/10014471522
Saved in:
5
Large stochastic volatility in mean VARs
Cross, Jamie
;
Hou, Chenghan
;
Koop, Gary
;
Poon, Aubrey
- In:
Journal of econometrics
236
(
2023
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10014332245
Saved in:
6
High-dimensional conditionally Gaussian state space models with missing data
Chan, Joshua
;
Poon, Aubrey
;
Zhu, Dan
- In:
Journal of econometrics
236
(
2023
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014332310
Saved in:
7
Moments, shocks and spillovers in Markov-switching VAR models
Kole, Erik
;
Dijk, Dick van
- In:
Journal of econometrics
236
(
2023
)
2
,
pp. 1-26
Persistent link: https://www.econbiz.de/10014365495
Saved in:
8
High dimensional semiparametric moment restriction models
Dong, Chaohua
;
Gao, Jiti
;
Linton, Oliver
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 320-345
Persistent link: https://www.econbiz.de/10014339933
Saved in:
9
Modeling and forecasting realized volatility with the fractional Ornstein-Uhlenbeck process
Wang, Xiaohu
;
Xiao, Weilin
;
Yu, Jun
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 389-415
Persistent link: https://www.econbiz.de/10014339985
Saved in:
10
Scalable inference for a full multivariate stochastic volatility model
Dellaportas, Petros
;
Titsias, Michalis K.
;
Petrova, Katerina
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 501-520
Persistent link: https://www.econbiz.de/10014340078
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