//--> //--> //--> //-->
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:"Statistischer Test"
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
Statistischer Test
Estimation theory
90
Schätztheorie
90
Estimation
21
Schätzung
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
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
18
Free
16
Type of publication
All
Article
24
Book / Working Paper
10
Type of publication (narrower categories)
All
Article in journal
24
Aufsatz in Zeitschrift
24
Arbeitspapier
10
Graue Literatur
10
Non-commercial literature
10
Working Paper
10
Language
All
English
34
Author
All
Hafner, Christian M.
4
Kleibergen, Frank
4
Kong, Lingwei
4
Zhan, Zhaoguo
4
Bauwens, Luc
3
Preminger, Arie
3
Sancetta, Alessio
3
Khalaf, Lynda
2
Peñaranda, Francisco
2
Zaffaroni, Paolo
2
Buccheri, Giuseppe
1
Chen, Feng
1
Cipollini, Fabrizio
1
Duan, Jin-Chuan
1
Dunsmuir, William T.M.
1
Dēmos, Antōnēs A.
1
Fulop, Andras
1
Galli, Fausto
1
Gallo, Giampiero M.
1
Grassi, Stefano
1
Grønneberg, Steffen
1
Gungor, Sermin
1
Guo, Junjie
1
Hecq, Alain W. J.
1
Hong, Seok Young
1
Hung, Mao-Wei
1
Hurn, Stan
1
Inoue, Atsushi
1
Jiang, Binyan
1
Ko, Yi-Chen
1
Kyriakopoulou, Dimitra
1
Laurent, Sébastien
1
Lindsay, Kenneth A.
1
Liu, Cheng
1
Liu, Qiang
1
Liu, Zhi
1
Livieri, Giulia
1
Lovcha, Yuliya
1
Lu, Jin
1
Lucas, André
1
more ...
less ...
Published in...
All
MNB working papers
CORE discussion papers : DP
Journal of financial econometrics
Journal of econometrics
330
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
108
Econometric reviews
94
Economics letters
88
Discussion paper / Tinbergen Institute
63
Econometric theory
63
CEMMAP working papers / Centre for Microdata Methods and Practice
56
The econometrics journal
52
Cowles Foundation discussion paper
38
Economic modelling
38
Econometrics : open access journal
34
CREATES research paper
33
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
29
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
29
Journal of the American Statistical Association : JASA
28
Cowles Foundation Discussion Paper
27
Journal of empirical finance
25
Applied economics letters
23
Journal of financial econometrics : official journal of the Society for Financial Econometrics
23
Quantitative economics : QE ; journal of the Econometric Society
23
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
21
International journal of forecasting
21
Working paper
20
Working paper / Department of Econometrics and Business Statistics, Monash University
20
Computational economics
19
European journal of operational research : EJOR
19
NBER Working Paper
19
Série des documents de travail / Centre de Recherche en Économie et Statistique
19
Cambridge working papers in economics
18
Discussion paper
18
Journal of banking & finance
18
Discussion paper / Center for Economic Research, Tilburg University
17
Discussion papers of interdisciplinary research project 373
17
Finance research letters
17
Journal of forecasting
17
Quantitative finance
17
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
16
Insurance / Mathematics & economics
16
Journal of time series econometrics
16
more ...
less ...
Source
All
ECONIS (ZBW)
34
Showing
1
-
10
of
34
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
Comment on: identification robust testing of risk premia in finite samples
Zaffaroni, Paolo
- In:
Journal of financial econometrics
21
(
2023
)
2
,
pp. 303-305
Persistent link: https://www.econbiz.de/10014314744
Saved in:
3
Rejoinder on: identification robust testing of risk premia in finite samples
Kleibergen, Frank
;
Kong, Lingwei
;
Zhan, Zhaoguo
- In:
Journal of financial econometrics
21
(
2023
)
2
,
pp. 311-315
Persistent link: https://www.econbiz.de/10014314746
Saved in:
4
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:
5
Granger causality testing in high-dimensional VARs : a post-double-selection procedure
Hecq, Alain W. J.
;
Margaritella, Luca
;
Smeekes, Stephan
- In:
Journal of financial econometrics
21
(
2023
)
3
,
pp. 915-958
Persistent link: https://www.econbiz.de/10014314841
Saved in:
6
A new test for multiple predictive regression
Xu, Ke-Li
;
Guo, Junjie
- In:
Journal of financial econometrics
22
(
2024
)
1
,
pp. 119-156
Persistent link: https://www.econbiz.de/10014526308
Saved in:
7
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:
8
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:
9
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:
10
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:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->