//--> //--> //--> //-->
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:"Cambridge working papers in economics"
~isPartOf:"Computational economics"
~isPartOf:"Economics letters"
~isPartOf:"SFB 649 discussion paper"
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
Estimation theory
1,228
Schätztheorie
1,228
Theorie
431
Theory
431
Time series analysis
205
Zeitreihenanalyse
205
Estimation
164
Schätzung
161
Regression analysis
145
Regressionsanalyse
145
Nichtparametrisches Verfahren
143
Nonparametric statistics
143
Panel
116
Panel study
116
Statistical test
68
Statistischer Test
68
Correlation
55
Korrelation
55
Volatility
46
Monte Carlo simulation
44
Monte-Carlo-Simulation
44
Method of moments
43
Momentenmethode
43
Statistical distribution
43
Statistische Verteilung
43
Autocorrelation
41
Autokorrelation
41
Maximum likelihood estimation
38
Maximum-Likelihood-Schätzung
37
Forecasting model
36
Prognoseverfahren
36
Bayes-Statistik
35
Bayesian inference
35
Simulation
34
Stochastic process
33
Stochastischer Prozess
33
ARCH model
31
ARCH-Modell
31
Panel data
31
more ...
less ...
Online availability
All
Undetermined
17
Free
16
Type of publication
All
Article
30
Book / Working Paper
16
Type of publication (narrower categories)
All
Article in journal
31
Aufsatz in Zeitschrift
31
Graue Literatur
14
Non-commercial literature
14
Arbeitspapier
12
Working Paper
12
Language
All
English
46
Author
All
Bibinger, Markus
4
Hautsch, Nikolaus
3
Hwang, Eunju
3
Linton, Oliver
3
Malec, Peter
3
Reiß, Markus
3
Shin, Dong-wan
3
Hafner, Christian M.
2
Yang, Fuyu
2
Aloy, Marcel
1
Altmeyer, Randolf
1
Anatolyev, Stanislav
1
Annaert, Jan
1
Ardia, David
1
Atak, Alev
1
Bartolucci, Francesco
1
Bocart, Fabian Y. R. P.
1
Bu, Ruijun
1
Cagnone, Silvia
1
Cecen, A. A.
1
Chen, Jia
1
Choudhry, Taufiq
1
Claes, Anouk G. P.
1
Corré, Nienke
1
De Ceuster, Marc J.
1
Deb, Partha
1
Dehay, Dominique
1
Dempsey, Michael
1
Dong, Yingjie
1
Duan, Jin-Chuan
1
Erkal, Cahit
1
Fornari, Fabio
1
Fulop, Andras
1
Gefang, Deborah
1
Hoogerheide, Lennart F.
1
Jeong, Minsoo
1
Jung, Hojin
1
Kapetanios, George
1
Katsiampa, Paraskevi
1
Khorunzhina, Natalia
1
more ...
less ...
Published in...
All
MNB working papers
Cambridge working papers in economics
Computational economics
Economics letters
SFB 649 discussion paper
Journal of econometrics
116
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
42
Discussion paper / Tinbergen Institute
27
Econometric reviews
22
Journal of empirical finance
20
Economic modelling
17
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
17
Journal of financial econometrics : official journal of the Society for Financial Econometrics
16
CREATES research paper
15
Quantitative finance
15
Econometric theory
14
International journal of forecasting
14
International journal of theoretical and applied finance
13
Journal of banking & finance
13
Journal of financial econometrics
13
Finance research letters
12
The North American journal of economics and finance : a journal of financial economics studies
11
The econometrics journal
11
Journal of forecasting
10
Journal of risk and financial management : JRFM
10
Econometrics : open access journal
9
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
8
Finance and stochastics
8
International journal of economics and financial issues : IJEFI
8
Journal of mathematical finance
7
NBER Working Paper
7
Working papers
7
Applied economics
6
Decisions in economics and finance : DEF ; a journal of applied mathematics
6
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
6
Documento de trabajo
6
Handbook of financial time series
6
International journal of financial engineering
6
Working paper / National Bureau of Economic Research, Inc.
6
Asia-Pacific financial markets
5
CBN journal of applied statistics
5
more ...
less ...
Source
All
ECONIS (ZBW)
46
Showing
1
-
10
of
46
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Nonparametric estimation of large spot volatility matrices for high-frequency financial data
Bu, Ruijun
;
Li, Degui
;
Linton, Oliver
;
Wang, Hanchao
-
2022
-
This version: March 16, 2022
Persistent link: https://www.econbiz.de/10013263439
Saved in:
2
Estimation of common factors for microstructure noise and efficient price in a high-frequency dual factor model
Li, Yu-Ning
;
Chen, Jia
;
Linton, Oliver
-
2021
Persistent link: https://www.econbiz.de/10013259517
Saved in:
3
Robust estimation of integrated volatility
Li, Zhen
;
Linton, Oliver
-
2021
Persistent link: https://www.econbiz.de/10013206057
Saved in:
4
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:
5
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:
6
Dependent microstructure noise and integrated volatility : estimation from high-frequency data
Li, Z. Merrick
;
Laeven, Roger J. A.
;
Vellekoop, Michel
-
2019
Persistent link: https://www.econbiz.de/10012703138
Saved in:
7
Option pricing model biases : Bayesian and Markov Chain Monte Carlo regression analysis
Mozumder, Sharif
;
Choudhry, Taufiq
;
Dempsey, Michael
- In:
Computational economics
57
(
2021
)
4
,
pp. 1287-1305
Persistent link: https://www.econbiz.de/10012543312
Saved in:
8
Bayesian estimation for high-frequency volatility models in a time deformed framework
Santos, Antonio A. F.
- In:
Computational economics
57
(
2021
)
2
,
pp. 455-479
Persistent link: https://www.econbiz.de/10012486920
Saved in:
9
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:
10
A semiparametric intraday GARCH model
Malec, Peter
-
2016
Persistent link: https://www.econbiz.de/10011538851
Saved in:
1
2
3
4
5
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->