//--> //--> //--> //-->
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
isPartOf:"Economic modelling"
subject:"Volatility"
~accessRights:"restricted"
~isPartOf:"Journal of risk"
~subject:"Nonparametric statistics"
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
Volatility
Nonparametric statistics
Estimation theory
89
Schätztheorie
89
Estimation
42
Schätzung
42
Time series analysis
22
Zeitreihenanalyse
22
Risikomaß
14
Risk measure
14
Volatilität
14
ARCH model
13
ARCH-Modell
13
Regression analysis
11
Regressionsanalyse
11
Stochastic process
11
Stochastischer Prozess
11
Nichtparametrisches Verfahren
10
Panel
10
Panel study
10
Portfolio selection
10
Portfolio-Management
10
Bayes-Statistik
9
Bayesian inference
9
Statistical test
9
Statistischer Test
9
Capital income
7
Cointegration
7
Forecasting model
7
Kapitaleinkommen
7
Kointegration
7
Prognoseverfahren
7
Maximum likelihood estimation
6
Maximum-Likelihood-Schätzung
6
Panel data
6
Statistical distribution
6
Statistische Verteilung
6
VAR model
6
VAR-Modell
6
Autocorrelation
5
more ...
less ...
Online availability
All
Undetermined
Type of publication
All
Article
24
Type of publication (narrower categories)
All
Article in journal
24
Aufsatz in Zeitschrift
24
Language
All
English
24
Author
All
Amini, Shahram
1
Battisti, Michele
1
Belhad, Ahmed
1
Boughrara, Adel
1
Castillo B., Paul
1
Cipra, Tomáš
1
Demetrescu, Matei
1
Dridi, Ichrak
1
Feng, Yuanhua
1
Fritz, Marlon
1
Gearhart, Richard, III.
1
Goldman, Elena
1
Guo, Jing
1
Guo, Shuang
1
Han, Jeong sug
1
Hendrych, Radek
1
Hu, Shuowen
1
Hur, Joonyoung
1
Karagiannis, Roxani
1
Karagiannēs, Giannēs
1
Kumar, Dilip
1
Kusin, Vladimir
1
Lauria, Davide
1
Letmathe, Sebastian
1
Li, Hongyi
1
Li, Kui-wai
1
Liu, Guifang
1
Michieka, Nyakundi M.
1
Nonejad, Nima
1
Pan, Zhewen
1
Papantonis, Ioannis
1
Parmeter, Christopher F.
1
Poskitt, Donald Stephen
1
Pym Manopimoke
1
Qiao, Xiao
1
Rodriguez, Gabriel
1
Salish, Nazarii
1
Shen, Xiangjin
1
Shiu, Ji-Liang
1
Trindade, A. Alexandre
1
more ...
less ...
Published in...
All
Economic modelling
Journal of risk
Journal of econometrics
230
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
87
Econometric reviews
74
Economics letters
56
Econometric theory
53
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
27
The econometrics journal
27
International journal of forecasting
20
European journal of operational research : EJOR
18
Computational economics
15
Finance research letters
13
Journal of financial econometrics
13
Quantitative finance
12
Energy economics
11
Insurance / Mathematics & economics
11
Discussion papers / CEPR
10
Journal of econometric methods
10
Journal of empirical finance
10
Applied economics
9
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
9
Journal of banking & finance
9
The North American journal of economics and finance : a journal of financial economics studies
9
Operations research
8
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
7
Journal of forecasting
7
Journal of productivity analysis
7
Applied economics letters
6
Empirical economics : a quarterly journal of the Institute for Advanced Studies
6
Journal of applied econometrics
6
Journal of mathematical finance
6
Journal of quantitative economics
6
Journal of time series econometrics
6
Annals of finance
5
Decisions in economics and finance : DEF ; a journal of applied mathematics
5
Econometrica : journal of the Econometric Society, an international society for the advancement of economic theory in its relation to statistics and mathematics
5
The Oxford handbook of applied nonparametric and semiparametric econometrics and statistics
5
Working paper / National Bureau of Economic Research, Inc.
5
Finance and stochastics
4
more ...
less ...
Source
All
ECONIS (ZBW)
24
Showing
1
-
10
of
24
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Flexible inflation targeting and stock market volatility : evidence from emerging market economies
Dridi, Ichrak
;
Boughrara, Adel
- In:
Economic modelling
126
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014462464
Saved in:
2
Effects of external shocks on macroeconomic fluctuations in Pacific Alliance countries
Rodriguez, Gabriel
;
Vassallo, Renato
;
Castillo B., Paul
- In:
Economic modelling
124
(
2023
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014463282
Saved in:
3
Nonparametric estimates of price efficiency for the Greek infant milk market : curing the curse of dimensionality with shannon entropy
Karagiannis, Roxani
;
Karagiannēs, Giannēs
- In:
Economic modelling
121
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014384352
Saved in:
4
Semiparametric GARCH models with long memory applied to value-at-risk and expected shortfall
Letmathe, Sebastian
;
Feng, Yuanhua
;
Uhde, André
- In:
Journal of risk
25
(
2022
)
2
,
pp. 75-105
Persistent link: https://www.econbiz.de/10014342468
Saved in:
5
A two-component realized exponential generalized autoregressive conditional heteroscedasticity model
Wu, Xinyu
;
Xia, Michelle
;
Zhang, Huanming
- In:
Journal of risk
24
(
2022
)
6
,
pp. 61-92
Persistent link: https://www.econbiz.de/10013549674
Saved in:
6
Nonparametric estimation of systemic risk via conditional value-at-risk
Belhad, Ahmed
;
Lauria, Davide
;
Trindade, A. Alexandre
- In:
Journal of risk
25
(
2022
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10013549675
Saved in:
7
Testing for no cointegration in vector autoregressions with estimated degree of fractional integration
Demetrescu, Matei
;
Kusin, Vladimir
;
Salish, Nazarii
- In:
Economic modelling
108
(
2022
),
pp. 1-32
Persistent link: https://www.econbiz.de/10013347934
Saved in:
8
Identification and estimation of a heteroskedastic censored regression model with random coefficient dummy endogenous regressors
Guo, Jing
;
Wang, Lei
;
Zhang, ZhengYu
- In:
Economic modelling
110
(
2022
),
pp. 1-20
Persistent link: https://www.econbiz.de/10013348383
Saved in:
9
Correlated idiosyncratic volatility shocks
Qiao, Xiao
;
Wang, Yongning
- In:
Journal of risk
23
(
2021
)
5
,
pp. 25-54
Persistent link: https://www.econbiz.de/10012630868
Saved in:
10
Bayesian estimation for a semiparametric nonlinear volatility model
Hu, Shuowen
;
Poskitt, Donald Stephen
;
Zhang, Xibin
- In:
Economic modelling
98
(
2021
),
pp. 361-370
Persistent link: https://www.econbiz.de/10012793996
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->