//--> //--> //--> //-->
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:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
subject:"Volatility"
~isPartOf:"Journal of forecasting"
~subject:"Zeitreihenanalyse"
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
| 4 applied filters
Year of publication
From:
To:
Subject
All
Volatility
Zeitreihenanalyse
Estimation theory
196
Schätztheorie
196
Forecasting model
78
Prognoseverfahren
78
Time series analysis
74
Theorie
54
Theory
54
Estimation
33
Schätzung
33
Volatilität
26
Regression analysis
24
Regressionsanalyse
24
ARCH model
22
ARCH-Modell
22
Capital income
18
Kapitaleinkommen
18
Börsenkurs
13
Risikomaß
13
Risk measure
13
Share price
13
Correlation
12
Korrelation
12
Nichtparametrisches Verfahren
12
Nonparametric statistics
12
USA
12
United States
12
Market microstructure
11
Marktmikrostruktur
11
Stochastic process
11
Stochastischer Prozess
11
Statistical test
9
Statistischer Test
9
Bayes-Statistik
8
Bayesian inference
8
Maximum likelihood estimation
8
Maximum-Likelihood-Schätzung
8
Robust statistics
8
Robustes Verfahren
8
more ...
less ...
Online availability
All
Undetermined
20
Free
1
Type of publication
All
Article
90
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
91
Aufsatz in Zeitschrift
91
Collection of articles of several authors
2
Sammelwerk
2
Conference proceedings
1
Konferenzschrift
1
Language
All
English
91
Author
All
Ravishanker, Nalini
3
Chan, Wai-Sum
2
Cheung, Siu-hung
2
Corsi, Fulvio
2
Engle, Robert F.
2
Frederiksen, Per
2
Palma, Wilfredo
2
Shang, Han Lin
2
Taylor, James W.
2
Tsay, Ruey S.
2
Abraham, Bovas
1
Aczel, Amir D.
1
Alpuim, M. Teresa
1
Andreou, Alena
1
Audrino, Francesco
1
Balakrishna, N.
1
Balter, Janine
1
Banerjee, Anurag Narayan
1
Barbosa, Emanuel
1
Ben-Zion, Uri
1
Beveridge, Steve
1
Blanco-Fernández, Ángela
1
Bos, Charles S.
1
Breidt, F. Jay
1
Brännäs, Kurt
1
Caldeira, João F.
1
Candelon, Bertrand
1
Carrasco, Marine
1
Chan, Ngai Hang
1
Chen, Bei
1
Chen, Xi
1
Chen, Yi-ting
1
Choi, Jeong Hoon
1
Chow, Wai Kit
1
Christensen, Kim
1
Colletaz, Gilbert
1
Croux, Christophe
1
DeJong, David Neil
1
Di, Jianing
1
Dokuchaev, Nikolai
1
more ...
less ...
Published in...
All
Journal of financial econometrics : official journal of the Society for Financial Econometrics
Journal of forecasting
Journal of econometrics
369
Econometric theory
168
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
163
Economics letters
153
Discussion paper / Tinbergen Institute
106
Econometric reviews
97
International journal of forecasting
69
CREATES research paper
65
Working paper / Department of Econometrics and Business Statistics, Monash University
63
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
56
Applied economics letters
53
Econometrics : open access journal
51
NBER Working Paper
45
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
44
Economic modelling
44
The econometrics journal
43
Cowles Foundation discussion paper
42
Journal of time series econometrics
40
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
39
Applied economics
38
Journal of empirical finance
38
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
37
Journal of the American Statistical Association : JASA
37
Computational economics
35
Journal of applied econometrics
33
EUI working paper / ECO
32
SFB 649 discussion paper
31
Série des documents de travail / Centre de Recherche en Économie et Statistique
31
NBER working paper series
30
Working paper / National Bureau of Economic Research, Inc.
25
Working paper series
25
Oxford bulletin of economics and statistics
24
Technical working paper / National Bureau of Economic Research
24
Discussion paper / Center for Economic Research, Tilburg University
23
LSE STICERD Research Paper
23
NBER technical working paper series
23
Umeå economic studies
23
Discussion paper / Centre for Economic Forecasting
22
more ...
less ...
Source
All
ECONIS (ZBW)
91
Showing
1
-
10
of
91
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Forecasting intraday financial time series with sieve bootstrapping and dynamic updating
Shang, Han Lin
;
Ji, Kaiying
- In:
Journal of forecasting
42
(
2023
)
8
,
pp. 1973-1988
Persistent link: https://www.econbiz.de/10014432826
Saved in:
2
Empirical prediction intervals for additive Holt-Winters methods under misspecification
Yang, Boning
;
Tang, Xinyi
;
Yau, Chun Yip
- In:
Journal of forecasting
43
(
2024
)
3
,
pp. 754-770
Persistent link: https://www.econbiz.de/10014532381
Saved in:
3
Dynamic forecasting for nonstationary high-frequency financial data with jumps based on series decomposition and reconstruction
Song, Yuping
;
Li, Zhenwei
;
Ma, Zhiren
;
Sun, Xiaoyu
- In:
Journal of forecasting
42
(
2023
)
5
,
pp. 1055-1068
Persistent link: https://www.econbiz.de/10014338810
Saved in:
4
Forecasting stock return volatility : realized volatility-type or duration-based estimators
Fei, Tianlun
;
Liu, Xiaoquan
;
Wen, Conghua
- In:
Journal of forecasting
42
(
2023
)
7
,
pp. 1594-1621
Persistent link: https://www.econbiz.de/10014432725
Saved in:
5
Competition can help predict sales
Fortsch, Sima M.
;
Choi, Jeong Hoon
;
Khapalova, Elena A.
- In:
Journal of forecasting
41
(
2022
)
2
,
pp. 331-344
Persistent link: https://www.econbiz.de/10012817763
Saved in:
6
Forecasting Bitcoin volatility : a new insight from the threshold regression model
Zhang, Yaojie
;
He, Mengxi
;
Wen, Danyan
;
Wang, Yudong
- In:
Journal of forecasting
41
(
2022
)
3
,
pp. 633-652
Persistent link: https://www.econbiz.de/10013166172
Saved in:
7
Limited memory predictors based on polynomial approximation of periodic exponentials
Dokuchaev, Nikolai
- In:
Journal of forecasting
41
(
2022
)
5
,
pp. 1037-1045
Persistent link: https://www.econbiz.de/10013287898
Saved in:
8
Dynamic functional regression with application to the cross-section of returns
Kokoszka, Piotr
;
Miao, Hong
;
Reimherr, Matthew
; …
- In:
Journal of financial econometrics : official journal of …
16
(
2018
)
3
,
pp. 461-485
Persistent link: https://www.econbiz.de/10011987795
Saved in:
9
Combining multivariate volatility forecasts: an economic-based approach
Caldeira, João F.
;
Moura, Guilherme Valle
;
Nogales, …
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
2
,
pp. 247-285
Persistent link: https://www.econbiz.de/10011987429
Saved in:
10
Forecasting intraday S&P 500 index returns : a functional time series approach
Shang, Han Lin
- In:
Journal of forecasting
36
(
2017
)
7
,
pp. 741-755
Persistent link: https://www.econbiz.de/10011860709
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->