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isPartOf:"MNB working papers"
subject:"Volatilität"
~isPartOf:"CORE discussion papers : DP"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~isPartOf:"Journal of financial econometrics"
~subject:"Maximum-Likelihood-Schätzung"
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Search: subject_exact:"Estimation theory"
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Volatilität
Maximum-Likelihood-Schätzung
Estimation theory
692
Schätztheorie
692
Theorie
202
Theory
202
Time series analysis
159
Zeitreihenanalyse
159
Estimation
150
Schätzung
150
Nichtparametrisches Verfahren
123
Nonparametric statistics
123
Regression analysis
98
Regressionsanalyse
98
USA
97
United States
96
Volatility
61
Statistical test
52
Statistischer Test
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Correlation
51
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51
Prognoseverfahren
51
Induktive Statistik
47
Statistical inference
47
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42
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42
Panel
42
Panel study
42
Capital income
37
Kapitaleinkommen
37
Maximum likelihood estimation
35
Statistical distribution
32
Statistische Verteilung
32
Bootstrap approach
29
Bootstrap-Verfahren
29
Statistical theory
29
Statistische Methodenlehre
29
Causality analysis
28
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English
90
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Hafner, Christian M.
5
Bauwens, Luc
4
Preminger, Arie
3
Buccheri, Giuseppe
2
Gao, Jiti
2
Ghysels, Eric
2
Hautsch, Nikolaus
2
Hurn, Stan
2
Jing, Bingyi
2
Kyriakopoulou, Dimitra
2
Lindsay, Kenneth A.
2
Liu, Zhi
2
Lucas, André
2
Nolte, Ingmar
2
Otranto, Edoardo
2
Sancetta, Alessio
2
Shephard, Neil G.
2
Sheppard, Kevin
2
Sucarrat, Genaro
2
Wang, Hansheng
2
Xu, Ke-li
2
Yang, Xiye
2
Zhou, Jing
2
Alfelt, Gustav
1
Amado, Cristina
1
Andersen, Torben
1
Andreou, Elena
1
Bandi, Federico M.
1
Bibinger, Markus
1
Bodnar, Taras
1
Bollerslev, Tim
1
Bormetti, Giacomo
1
Boswijk, Herman Peter
1
Cavaliere, Giuseppe
1
Chan, Joshua
1
Chang, Jinyuan
1
Chaves, Leonardo Salim Saker
1
Chen, Feng
1
Chen, Wilson Ye
1
Chen, Xiangjin B.
1
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MNB working papers
CORE discussion papers : DP
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Journal of financial econometrics
Journal of econometrics
191
Discussion paper / Tinbergen Institute
50
Economics letters
45
Econometric reviews
40
Economic modelling
24
CREATES research paper
22
Econometric theory
22
Journal of empirical finance
21
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
The econometrics journal
19
Econometrics : open access journal
17
Journal of the American Statistical Association : JASA
17
International journal of forecasting
16
Quantitative finance
16
European journal of operational research : EJOR
14
Finance research letters
14
Journal of banking & finance
14
Journal of forecasting
14
Journal of risk and financial management : JRFM
14
Série des documents de travail / Centre de Recherche en Économie et Statistique
14
Computational economics
13
International journal of theoretical and applied finance
13
NBER Working Paper
13
The North American journal of economics and finance : a journal of financial economics studies
13
CEMMAP working papers / Centre for Microdata Methods and Practice
11
Insurance / Mathematics & economics
11
Working paper / Department of Econometrics and Business Statistics, Monash University
11
Applied economics
10
SFB 649 discussion paper
10
Statistics in transition : an international journal of the Polish Statistical Association
10
Série des documents de travail
10
Working paper
10
Applied economics letters
9
CESifo working papers
9
Journal of economic dynamics & control
9
Journal of mathematical finance
9
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ECONIS (ZBW)
90
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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
Singular conditional autoregressive Wishart model for realized covariance matrices
Alfelt, Gustav
;
Bodnar, Taras
;
Javed, Farrukh
;
Tyrcha, …
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
3
,
pp. 833-845
Persistent link: https://www.econbiz.de/10014448443
Saved in:
3
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:
4
Adaptive testing for cointegration with nonstationary volatility
Boswijk, Herman Peter
;
Zu, Yang
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
2
,
pp. 744-755
Persistent link: https://www.econbiz.de/10013534484
Saved in:
5
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:
6
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:
7
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:
8
Inference for nonparametric high-frequency estimators with an application to time variation in betas
Kalnina, Ilze
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
2
,
pp. 538-549
Persistent link: https://www.econbiz.de/10014448338
Saved in:
9
QML and efficient GMM estimation of spatial autoregressive models with dominant (popular) units
Lee, Lung-fei
;
Yang, Chao
;
Yu, Jihai
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
2
,
pp. 550-562
Persistent link: https://www.econbiz.de/10014448355
Saved in:
10
Simultaneous spatial panel data models with common shocks
Lu, Lina
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
2
,
pp. 608-623
Persistent link: https://www.econbiz.de/10014448377
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