//--> //--> //--> //-->
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:"Economics letters"
subject:"Probability theory"
~isPartOf:"Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics"
~source:"econis"
~subject:"Volatility"
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
Probability theory
Volatility
Estimation theory
1,286
Schätztheorie
1,286
Theorie
623
Theory
623
Time series analysis
174
Zeitreihenanalyse
174
Estimation
126
Schätzung
124
Nichtparametrisches Verfahren
116
Nonparametric statistics
116
Regression analysis
108
Regressionsanalyse
108
Panel
104
Panel study
104
Statistical theory
69
Statistische Methodenlehre
69
Statistical test
59
Statistischer Test
59
Method of moments
44
Momentenmethode
44
Autocorrelation
39
Autokorrelation
39
Sampling
38
Stichprobenerhebung
38
USA
36
United States
36
Bias
34
Systematischer Fehler
34
Wahrscheinlichkeitsrechnung
33
Volatilität
32
Panel data
30
Forecasting model
29
Prognoseverfahren
29
Simulation
29
Statistical distribution
29
Statistische Verteilung
29
Instrumental variables
28
Correlation
27
more ...
less ...
Online availability
All
Undetermined
16
Type of publication
All
Article
65
Type of publication (narrower categories)
All
Article in journal
65
Aufsatz in Zeitschrift
65
Language
All
English
65
Author
All
Hwang, Eunju
3
Shin, Dong-wan
3
Erickson, Timothy
2
Godfrey, L. G.
2
Li, Jia
2
Tauchen, George Eugene
2
Taylor, Larry W.
2
Uhlig, Harald
2
White, Halbert
2
Anatolyev, Stanislav
1
Andrews, Donald W. K.
1
Annaert, Jan
1
Ardia, David
1
Atak, Alev
1
Back, Kerry E.
1
Brown, David P.
1
Burke, Simon P.
1
Camerer, Colin
1
Cecen, A. A.
1
Claes, Anouk G. P.
1
Corré, Nienke
1
De Ceuster, Marc J.
1
Deb, Partha
1
Dehay, Dominique
1
Dong, Yingjie
1
Duffie, Darrell
1
Erkal, Cahit
1
Farchione, Davide
1
Fornari, Fabio
1
Foster, Dean P.
1
Gefang, Deborah
1
Hafner, Christian M.
1
Hansen, Bruce E.
1
Harless, David W.
1
Honda, Yuzo
1
Honoré, Bo E.
1
Hoogerheide, Lennart F.
1
Horowitz, Joel
1
Jacod, Jean
1
Jeong, Minsoo
1
more ...
less ...
Published in...
All
Economics letters
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
Journal of econometrics
140
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
59
Discussion paper / Tinbergen Institute
45
Econometric reviews
32
Econometric theory
23
International journal of forecasting
23
Journal of empirical finance
20
Journal of financial econometrics : official journal of the Society for Financial Econometrics
18
Economic modelling
17
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
17
Quantitative finance
16
Statistics in transition : an international journal of the Polish Statistical Association
16
CREATES research paper
15
Discussion paper / Center for Economic Research, Tilburg University
15
European journal of operational research : EJOR
15
The econometrics journal
15
Finance research letters
14
NBER Working Paper
14
International journal of theoretical and applied finance
13
Journal of banking & finance
13
Journal of financial econometrics
13
Journal of forecasting
12
Journal of risk and financial management : JRFM
12
Order statistics: applications
11
Report / Econometric Institute, Erasmus University Rotterdam
11
Série des documents de travail / Centre de Recherche en Économie et Statistique
11
The North American journal of economics and finance : a journal of financial economics studies
11
Discussion paper / Tinbergen Institute / Tinbergen Institute
10
Econometrics : open access journal
10
Insurance / Mathematics & economics
10
SFB 649 discussion paper
10
Statistical papers
9
Technical working paper / National Bureau of Economic Research
9
Working papers
9
CEMMAP working papers / Centre for Microdata Methods and Practice
8
Computational economics
8
Finance and stochastics
8
International journal of economics and financial issues : IJEFI
8
more ...
less ...
Source
All
ECONIS (ZBW)
Showing
1
-
10
of
65
Sort
Relevance
Date (newest first)
Date (oldest first)
1
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:
2
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:
3
Computationally efficient inference in large Bayesian mixed frequency VARs
Gefang, Deborah
;
Koop, Gary
;
Poon, Aubrey
- In:
Economics letters
191
(
2020
),
pp. 1-6
Persistent link: https://www.econbiz.de/10012508486
Saved in:
4
Maximum likelihood estimation of a TVP-VAR
Moura, Guilherme Valle
;
Noriller, Mateus R.
- In:
Economics letters
174
(
2019
),
pp. 78-83
Persistent link: https://www.econbiz.de/10012121029
Saved in:
5
On estimating market microstructure noise variance
Dong, Yingjie
;
Tse, Yiu Kuen
- In:
Economics letters
150
(
2017
),
pp. 59-62
Persistent link: https://www.econbiz.de/10011762850
Saved in:
6
Volatility estimation for Bitcoin : a comparison of GARCH models
Katsiampa, Paraskevi
- In:
Economics letters
158
(
2017
),
pp. 3-6
Persistent link: https://www.econbiz.de/10011849728
Saved in:
7
Statistical properties of microstructure noise
Jacod, Jean
;
Li, Yingying
;
Zheng, Xinghua
- In:
Econometrica : journal of the Econometric Society, an …
85
(
2017
)
4
,
pp. 1133-1174
Persistent link: https://www.econbiz.de/10011791234
Saved in:
8
Jump regressions
Li, Jia
;
Todorov, Viktor
;
Tauchen, George Eugene
- In:
Econometrica : journal of the Econometric Society, an …
85
(
2017
)
1
,
pp. 173-195
Persistent link: https://www.econbiz.de/10011738476
Saved in:
9
Assessment of uncertainty in high frequency data : the observed asymptotic variance
Mykland, Per A.
;
Zhang, Lan
- In:
Econometrica : journal of the Econometric Society, an …
85
(
2017
)
1
,
pp. 197-231
Persistent link: https://www.econbiz.de/10011738478
Saved in:
10
Linear time-varying regression with Copula-DCC-GARCH models for volatility
Kim, Jong-Min
;
Jung, Hojin
- In:
Economics letters
145
(
2016
),
pp. 262-265
Persistent link: https://www.econbiz.de/10011618857
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...
//-->