//--> //--> //--> //-->
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:"MNB working papers"
subject:"Volatilität"
~isPartOf:"CORE discussion papers : DP"
~isPartOf:"Journal of financial econometrics"
~subject:"Maximum-Likelihood-Schätzung"
~subject:"Schätzung"
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
| 6 applied filters
Year of publication
From:
To:
Subject
All
Volatilität
Maximum-Likelihood-Schätzung
Schätzung
Estimation theory
90
Schätztheorie
90
Estimation
21
Time series analysis
19
Volatility
19
Zeitreihenanalyse
19
ARCH model
17
ARCH-Modell
17
Correlation
16
Korrelation
16
Nichtparametrisches Verfahren
12
Nonparametric statistics
12
Analysis of variance
9
Portfolio selection
9
Portfolio-Management
9
Statistical distribution
9
Statistical test
9
Statistische Verteilung
9
Statistischer Test
9
Varianzanalyse
9
Capital income
8
Forecasting model
8
Kapitaleinkommen
8
Prognoseverfahren
8
Regression analysis
8
Regressionsanalyse
8
Maximum likelihood estimation
7
Risikomaß
7
Risikoprämie
7
Risk measure
7
Risk premium
7
Stochastic process
7
Stochastischer Prozess
7
Börsenkurs
6
CAPM
6
Linear algebra
6
Lineare Algebra
6
more ...
less ...
Online availability
All
Undetermined
20
Free
16
Type of publication
All
Article
24
Book / Working Paper
12
Type of publication (narrower categories)
All
Article in journal
24
Aufsatz in Zeitschrift
24
Arbeitspapier
12
Graue Literatur
12
Non-commercial literature
12
Working Paper
12
Language
All
English
36
Author
All
Hafner, Christian M.
5
Bauwens, Luc
3
Preminger, Arie
3
Galli, Fausto
2
Sancetta, Alessio
2
Buccheri, Giuseppe
1
Casas, Isabel
1
Chen, Feng
1
Cipollini, Fabrizio
1
Cosma, Antonio
1
Duan, Jin-Chuan
1
Dunsmuir, William T.M.
1
Dēmos, Antōnēs A.
1
Ferreira, Eva
1
Fulop, Andras
1
Gallo, Giampiero M.
1
Golinski, Adam
1
Grassi, Stefano
1
Grønneberg, Steffen
1
Gu, Zhutong
1
Gungor, Sermin
1
Han, Heejoon
1
Hautsch, Nikolaus
1
Hong, Seok Young
1
Hung, Mao-Wei
1
Hurn, Stan
1
Inoue, Atsushi
1
Jach, Agnieszka
1
Jiang, Binyan
1
Jiang, Yixiao
1
Jung, Whayoung
1
Karabiyik, Hande
1
Ko, Yi-Chen
1
Kyriakopoulou, Dimitra
1
Laurent, Sébastien
1
Lee, Ji Hyung
1
Lindsay, Kenneth A.
1
Linton, Oliver
1
Liu, Cheng
1
Liu, Qiang
1
more ...
less ...
Published in...
All
MNB working papers
CORE discussion papers : DP
Journal of financial econometrics
Journal of econometrics
350
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
172
Economics letters
142
Econometric reviews
84
Discussion paper / Tinbergen Institute
75
Economic modelling
64
Discussion paper series / IZA
62
Applied economics letters
61
NBER Working Paper
59
CEMMAP working papers / Centre for Microdata Methods and Practice
57
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
53
Applied economics
49
NBER working paper series
49
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
47
Econometric theory
43
The econometrics journal
43
Journal of applied econometrics
42
Working paper / Department of Econometrics and Business Statistics, Monash University
42
Journal of the American Statistical Association : JASA
40
Working paper
39
Working paper / National Bureau of Economic Research, Inc.
39
Journal of banking & finance
38
CESifo working papers
37
Econometrics : open access journal
36
Quantitative economics : QE ; journal of the Econometric Society
36
International journal of forecasting
35
Journal of empirical finance
35
Discussion paper
34
IZA Discussion Paper
33
CREATES research paper
32
Computational economics
30
Discussion papers / CEPR
30
Empirical economics : a quarterly journal of the Institute for Advanced Studies
29
European journal of operational research : EJOR
28
Journal of financial econometrics : official journal of the Society for Financial Econometrics
27
Journal of forecasting
27
Insurance / Mathematics & economics
25
Finance research letters
24
Journal of risk and financial management : JRFM
24
more ...
less ...
Source
All
ECONIS (ZBW)
36
Showing
1
-
10
of
36
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
Maximum-Likelihood estimation using the zig-zag algorithm
Hautsch, Nikolaus
;
Okhrin, Ostap
;
Ristig, Alexander
- In:
Journal of financial econometrics
21
(
2023
)
4
,
pp. 1346-1375
Persistent link: https://www.econbiz.de/10014391462
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
Estimation and inference of quantile impulse response functions by local projections : with applications to VaR dynamics
Han, Heejoon
;
Jung, Whayoung
;
Lee, Ji Hyung
- In:
Journal of financial econometrics
22
(
2024
)
1
,
pp. 1-29
Persistent link: https://www.econbiz.de/10014526299
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
Exact inference in long-horizon predictive quantile regressions with an application to stock returns
Gungor, Sermin
;
Luger, Richard
- In:
Journal of financial econometrics
19
(
2021
)
4
,
pp. 746-788
Persistent link: https://www.econbiz.de/10012654991
Saved in:
9
Estimating unobserved soft adjustment in credit rating models : before and after the Dodd-Frank act
Gu, Zhutong
;
Jiang, Yixiao
;
Yang, Shuyang
- In:
Journal of financial econometrics
21
(
2023
)
5
,
pp. 1791-1819
Persistent link: https://www.econbiz.de/10014444750
Saved in:
10
Integrating structural and reduced-form methods in empirical finance
Whited, Toni Marion
- In:
Journal of financial econometrics
21
(
2023
)
3
,
pp. 597-615
Persistent link: https://www.econbiz.de/10014314764
Saved in:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->