//--> //--> //--> //-->
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:"International journal of forecasting"
~isPartOf:"Journal of financial econometrics"
~subject:"Statistical distribution"
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
Statistical distribution
Estimation theory
334
Schätztheorie
334
Forecasting model
129
Prognoseverfahren
129
Time series analysis
111
Zeitreihenanalyse
111
Estimation
93
Schätzung
92
Regression analysis
46
Regressionsanalyse
44
Volatilität
44
Theorie
35
Theory
35
ARCH model
30
ARCH-Modell
30
Statistical test
28
Statistischer Test
28
Bayes-Statistik
27
Bayesian inference
27
Nichtparametrisches Verfahren
26
Nonparametric statistics
26
Cointegration
23
Kointegration
23
Stochastic process
22
Stochastischer Prozess
22
Statistische Verteilung
21
VAR model
21
VAR-Modell
21
Capital income
18
Kapitaleinkommen
18
Börsenkurs
17
Monte Carlo simulation
17
Monte-Carlo-Simulation
17
Share price
17
Correlation
16
Korrelation
16
Forecasting
15
Panel
15
more ...
less ...
Online availability
All
Undetermined
48
Free
2
Type of publication
All
Article
61
Type of publication (narrower categories)
All
Article in journal
61
Aufsatz in Zeitschrift
61
Language
All
English
61
Author
All
Kumar, Dilip
4
Maheswaran, S.
3
Buccheri, Giuseppe
2
Cipollini, Fabrizio
2
Clements, Adam
2
Gallo, Giampiero M.
2
Hurn, Stan
2
Lucas, André
2
Sancetta, Alessio
2
Sucarrat, Genaro
2
Taylor, James W.
2
Atukorala, Ranjani
1
Bagnato, Luca
1
Bauwens, Luc
1
Becker, Ralf
1
Bianchi, Michele Leonardo
1
Boudt, Kris
1
Boughrara, Adel
1
Cai, Charlie X.
1
Cai, Yuzhi
1
Cardós, Manuel
1
Castillo B., Paul
1
Cornilly, Dries
1
Corsi, Fulvio
1
Dahl, Christian M.
1
De Luca, Giovanni
1
De Rezende, Rafael B.
1
Demetrescu, Matei
1
Dombry, Clément
1
Doolan, M. B.
1
Dridi, Ichrak
1
Drovandi, Christopher
1
Egert, Katharina
1
Feng, Yuanhua
1
Gefang, Deborah
1
Golosnoy, Vasyl
1
González-Rivera, Gloria
1
Grassi, Stefano
1
Grønneberg, Steffen
1
Guerini, Mattia
1
more ...
less ...
Published in...
All
Economic modelling
International journal of forecasting
Journal of financial econometrics
Journal of econometrics
166
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
64
Economics letters
46
Discussion paper / Tinbergen Institute
44
Insurance / Mathematics & economics
44
Econometric reviews
41
Econometric theory
38
The econometrics journal
26
Journal of empirical finance
25
Statistics in transition : an international journal of the Polish Statistical Association
24
CEMMAP working papers / Centre for Microdata Methods and Practice
22
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
22
Discussion paper / Center for Economic Research, Tilburg University
20
CREATES research paper
19
Econometrics : open access journal
19
Journal of the American Statistical Association : JASA
19
Journal of banking & finance
18
Journal of financial econometrics : official journal of the Society for Financial Econometrics
18
Finance research letters
17
Journal of risk and financial management : JRFM
17
Quantitative finance
17
Discussion papers of interdisciplinary research project 373
15
European journal of operational research : EJOR
15
International journal of theoretical and applied finance
15
Journal of forecasting
15
SFB 649 discussion paper
15
Série des documents de travail / Centre de Recherche en Économie et Statistique
15
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
15
Applied economics
13
Computational economics
13
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
13
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
13
Journal of mathematical finance
13
Risks : open access journal
13
Journal of risk
12
NBER Working Paper
12
Statistical papers
12
more ...
less ...
Source
All
ECONIS (ZBW)
61
Showing
1
-
10
of
61
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Empirical asset pricing with functional factors
Nadler, Philip
;
Sancetta, Alessio
- In:
Journal of financial econometrics
21
(
2023
)
4
,
pp. 1258-1281
Persistent link: https://www.econbiz.de/10014391457
Saved in:
2
Intraday trades profile estimation : an intensity approach
Sancetta, Alessio
- In:
Journal of financial econometrics
21
(
2023
)
3
,
pp. 651-677
Persistent link: https://www.econbiz.de/10014314773
Saved in:
3
Outlier-robust methods for forecasting realized covariance matrices
Li, Dan
;
Drovandi, Christopher
;
Clements, Adam
- In:
International journal of forecasting
40
(
2024
)
1
,
pp. 392-408
Persistent link: https://www.econbiz.de/10014450278
Saved in:
4
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:
5
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:
6
Estimating risk in illiquid markets : a model of market friction with stochastic volatility
Buccheri, Giuseppe
;
Grassi, Stefano
;
Vocalelli, Giorgio
- In:
Journal of financial econometrics
22
(
2024
)
2
,
pp. 531-574
Persistent link: https://www.econbiz.de/10014526336
Saved in:
7
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:
8
Forecasting using variational Bayesian inference in large vector autoregressions with hierarchical shrinkage
Gefang, Deborah
;
Koop, Gary
;
Poon, Aubrey
- In:
International journal of forecasting
39
(
2023
)
1
,
pp. 346-363
Persistent link: https://www.econbiz.de/10014462786
Saved in:
9
Non-Gaussian models for CoVaR estimation
Bianchi, Michele Leonardo
;
De Luca, Giovanni
; …
- In:
International journal of forecasting
39
(
2023
)
1
,
pp. 391-404
Persistent link: https://www.econbiz.de/10014462788
Saved in:
10
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:
1
2
3
4
5
6
7
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->