//--> //--> //--> //-->
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"
~isPartOf:"Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse"
~isPartOf:"Econometric theory"
~subject:"Stochastic process"
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
Stochastic process
Estimation theory
944
Schätztheorie
944
Theorie
382
Theory
382
Time series analysis
210
Zeitreihenanalyse
210
Nichtparametrisches Verfahren
141
Nonparametric statistics
141
Regression analysis
131
Regressionsanalyse
131
Estimation
92
Schätzung
91
Statistical test
64
Statistischer Test
64
ARCH model
45
ARCH-Modell
45
Cointegration
42
Kointegration
42
Autocorrelation
39
Autokorrelation
39
Stochastischer Prozess
38
Volatilität
37
Panel
35
Panel study
35
Statistical distribution
34
Statistische Verteilung
34
Method of moments
28
Momentenmethode
28
Statistical theory
25
Statistische Methodenlehre
25
Einheitswurzeltest
24
Unit root test
24
Induktive Statistik
23
Statistical inference
23
Bootstrap approach
22
Bootstrap-Verfahren
22
Modellierung
20
Monte Carlo simulation
20
more ...
less ...
Online availability
All
Undetermined
28
Type of publication
All
Article
51
Book / Working Paper
14
Type of publication (narrower categories)
All
Article in journal
51
Aufsatz in Zeitschrift
51
Arbeitspapier
12
Graue Literatur
12
Non-commercial literature
12
Working Paper
12
Language
All
English
65
Author
All
Kumar, Dilip
4
Küchler, Uwe
4
Spokojnyj, Vladimir G.
4
Härdle, Wolfgang
3
Maheswaran, S.
3
Kanaya, Shin
2
Li, Jia
2
Vasiliev, Vjatscheslav A.
2
Acocella, Nicola
1
Agliardi, Rosella
1
Alleva, Giorgio
1
Arteche, Josu
1
Bandi, Federico M.
1
Beqiraj, Elton
1
Boughrara, Adel
1
Bu, Ruijun
1
Castillo B., Paul
1
Cavaliere, Giuseppe
1
Chen, Xiaohong
1
Cheng, Jie
1
Christopeit, Norbert
1
Dankenbring, Henning
1
Desli, Evangelia
1
Di Bartolomeo, Giovanni
1
Di Dio, Fabio
1
Di Pietro, Marco
1
Dridi, Ichrak
1
Duffy, James A.
1
Felici, Francesco
1
Feng, Yuanhua
1
Francq, Christian
1
Genon-Catalot, Valentine
1
Georgiev, Iliyan
1
Ghysels, Eric
1
Gianfreda, Angelica
1
Gkoulgkoutsika, A.
1
Grammig, Joachim
1
Guščin, Aleksandr A.
1
Hadri, Kaddour
1
Han, Chirok
1
more ...
less ...
Published in...
All
Economic modelling
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
Econometric theory
Journal of econometrics
139
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
48
Discussion paper / Tinbergen Institute
37
Economics letters
35
Econometric reviews
29
CREATES research paper
26
Journal of empirical finance
22
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
20
Journal of financial econometrics : official journal of the Society for Financial Econometrics
19
International journal of forecasting
17
Finance research letters
16
Quantitative finance
16
International journal of theoretical and applied finance
15
Journal of banking & finance
15
Journal of financial econometrics
15
SFB 649 discussion paper
15
European journal of operational research : EJOR
14
Journal of forecasting
14
Journal of risk and financial management : JRFM
14
The econometrics journal
14
Cowles Foundation discussion paper
13
Econometrics : open access journal
13
The North American journal of economics and finance : a journal of financial economics studies
12
Discussion papers of interdisciplinary research project 373
11
Mathematics of operations research
11
Computational economics
10
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
10
Finance and stochastics
10
Journal of mathematical finance
10
Operations research
10
Série des documents de travail / Centre de Recherche en Économie et Statistique
10
Insurance / Mathematics & economics
9
NBER Working Paper
9
Working paper
9
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
8
Handbook of financial time series
8
International journal of economics and financial issues : IJEFI
8
more ...
less ...
Source
All
ECONIS (ZBW)
65
Showing
1
-
10
of
65
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
Testing for integration and cointegration when time series are observed with noise
Gianfreda, Angelica
;
Maranzano, Paolo
;
Parisio, Lucia
; …
- In:
Economic modelling
125
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014463618
Saved in:
4
Estimation of volatility functions in jump diffusions using truncated bipower increments
Kim, Jihyun
;
Park, Joon Y.
;
Wang, Bin
- In:
Econometric theory
37
(
2021
)
5
,
pp. 926-958
Persistent link: https://www.econbiz.de/10012656389
Saved in:
5
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:
6
Efficient estimation of integrated volatility functionals under general volatility dynamics
Li, Jia
;
Liu, Yunxiao
- In:
Econometric theory
37
(
2021
)
4
,
pp. 664-707
Persistent link: https://www.econbiz.de/10012618196
Saved in:
7
World economic convergence : does the estimation methodology matter?
Desli, Evangelia
;
Gkoulgkoutsika, A.
- In:
Economic modelling
91
(
2020
),
pp. 138-147
Persistent link: https://www.econbiz.de/10012429028
Saved in:
8
A stochastic estimated version of the Italian dynamic General Equilibrium Model
Acocella, Nicola
;
Beqiraj, Elton
;
Di Bartolomeo, Giovanni
; …
- In:
Economic modelling
92
(
2020
),
pp. 339-357
Persistent link: https://www.econbiz.de/10012429788
Saved in:
9
Exact local whittle estimation in long memory time series with multiple poles
Arteche, Josu
- In:
Econometric theory
36
(
2020
)
6
,
pp. 1064-1098
Persistent link: https://www.econbiz.de/10012404090
Saved in:
10
Macroeconomic effects of monetary policy in Korea : a time-varying coefficient VAR approach
Han, Jeong sug
;
Hur, Joonyoung
- In:
Economic modelling
89
(
2020
),
pp. 142-152
Persistent link: https://www.econbiz.de/10012425933
Saved in:
1
2
3
4
5
6
7
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->