//--> //--> //--> //-->
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:"SFB 649 discussion paper"
~subject:"Estimation"
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
Estimation theory
258
Schätztheorie
258
Time series analysis
70
Zeitreihenanalyse
70
Nichtparametrisches Verfahren
62
Nonparametric statistics
62
Schätzung
53
Regression analysis
51
Regressionsanalyse
51
Theorie
48
Theory
48
Correlation
30
Korrelation
30
Panel
24
Panel study
24
Monte Carlo simulation
23
Monte-Carlo-Simulation
23
Statistical test
22
Statistischer Test
22
Volatility
22
Bayes-Statistik
19
Bayesian inference
19
Statistical distribution
19
Statistische Verteilung
19
Stochastic process
19
Stochastischer Prozess
19
Börsenkurs
17
Share price
17
Bootstrap approach
14
Bootstrap-Verfahren
14
Simulation
14
Maximum likelihood estimation
13
Maximum-Likelihood-Schätzung
13
Forecasting model
12
Prognoseverfahren
12
Risikomaß
12
Risk measure
12
ARCH model
11
more ...
less ...
Online availability
All
Free
45
Undetermined
20
Type of publication
All
Book / Working Paper
45
Article
24
Type of publication (narrower categories)
All
Graue Literatur
37
Non-commercial literature
37
Arbeitspapier
30
Article in journal
30
Aufsatz in Zeitschrift
30
Working Paper
30
Language
All
English
69
Author
All
Linton, Oliver
10
Härdle, Wolfgang
8
Bibinger, Markus
4
Hautsch, Nikolaus
4
Jochmans, Koen
3
Malec, Peter
3
Pesaran, M. Hashem
3
Reiß, Markus
3
Yang, Fuyu
3
Boubaker, Heni
2
Breunig, Christoph
2
Chen, Jia
2
Gao, Jiti
2
Hafner, Christian M.
2
Kapetanios, George
2
Li, Degui
2
Ma, Shujie
2
Okhrin, Yarema
2
Verardi, Vincenzo
2
Afuecheta, Emmanuel
1
Aloy, Marcel
1
Altmeyer, Randolf
1
Bailey, Natalia
1
Bartolucci, Francesco
1
Beek, Misha van
1
Belomestny, Denis
1
Bocart, Fabian Y. R. P.
1
Bu, Ruijun
1
Cagnone, Silvia
1
Ceffer, A.
1
Chan, Stephen
1
Chao, Shih-kang
1
Chen, Wenjuan
1
Chen, Zhenxi
1
Cheng, Hong
1
Cheng, Tingting
1
Chia, Bryan
1
Choudhry, Taufiq
1
Chudik, Alexander
1
Daniels, Hennie A. M.
1
more ...
less ...
Institution
All
University of Cambridge / Department of Applied Economics
1
University of Cambridge / Faculty of Economics
1
Published in...
All
MNB working papers
Cambridge working papers in economics
Computational economics
SFB 649 discussion paper
Journal of econometrics
286
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
151
Economics letters
125
Econometric reviews
70
Economic modelling
59
Applied economics letters
58
Discussion paper series / IZA
58
Discussion paper / Tinbergen Institute
53
NBER Working Paper
53
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
52
CEMMAP working papers / Centre for Microdata Methods and Practice
49
NBER working paper series
47
Applied economics
46
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
44
Journal of applied econometrics
40
Working paper / Department of Econometrics and Business Statistics, Monash University
39
Journal of banking & finance
37
The econometrics journal
36
Working paper / National Bureau of Economic Research, Inc.
36
Econometric theory
35
Working paper
35
Journal of empirical finance
34
International journal of forecasting
33
CESifo working papers
32
IZA Discussion Paper
32
Quantitative economics : QE ; journal of the Econometric Society
31
Discussion papers / CEPR
30
Discussion paper
29
Econometrics : open access journal
28
CREATES research paper
27
Empirical economics : a quarterly journal of the Institute for Advanced Studies
26
Journal of the American Statistical Association : JASA
26
Journal of forecasting
25
Journal of financial econometrics : official journal of the Society for Financial Econometrics
24
International journal of economics and financial issues : IJEFI
23
The review of economics and statistics
23
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
22
European journal of operational research : EJOR
22
more ...
less ...
Source
All
ECONIS (ZBW)
69
Showing
1
-
10
of
69
Sort
Relevance
Date (newest first)
Date (oldest first)
1
CCE estimation of high-dimensional panel data models with interactive fixed effects
Vogt, Michael
;
Walsh, Christopher
;
Linton, Oliver
-
2022
Persistent link: https://www.econbiz.de/10013485021
Saved in:
2
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:
3
Estimating time-varying networks for high-dimensional time series
Chen, Jia
;
Li, Degui
;
Li, Yuning
;
Linton, Oliver
-
2022
-
Version: December 13, 2022
Persistent link: https://www.econbiz.de/10013503856
Saved in:
4
Testing and modelling time series with time varying tails
Palumbo, Dario
-
2021
Persistent link: https://www.econbiz.de/10013254110
Saved in:
5
A unified framework for specification tests of continuous treatment effect models
Huang, Wei
;
Linton, Oliver
;
Zhang, Zheng
-
2021
Persistent link: https://www.econbiz.de/10013254169
Saved in:
6
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:
7
Robust estimation of integrated volatility
Li, Zhen
;
Linton, Oliver
-
2021
Persistent link: https://www.econbiz.de/10013206057
Saved in:
8
Nonparametric Euler equation identification and estimation
Escanciano, Juan Carlos
;
Hoderlein, Stefan
;
Lewbel, Arthur
-
2020
Persistent link: https://www.econbiz.de/10013205434
Saved in:
9
Inferring causal interactions in financial markets using conditional Granger causality based on quantile regression
Cheng, Hong
;
Wang, Yunqing
;
Wang, Yihong
;
Yang, Tinggan
- In:
Computational economics
59
(
2022
)
2
,
pp. 719-748
Persistent link: https://www.econbiz.de/10013169042
Saved in:
10
Portfolio selection using multivariate semiparametric estimators and a copula PCA-based approach
Kouaissah, Noureddine
;
Ortobelli Lozza, Sergio
; …
- In:
Computational economics
60
(
2022
)
3
,
pp. 833-859
Persistent link: https://www.econbiz.de/10013380843
Saved in:
1
2
3
4
5
6
7
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->