//--> //--> //--> //-->
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:"International journal of forecasting"
~isPartOf:"SFB 649 discussion paper"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~isPartOf:"The econometrics journal"
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
532
Schätztheorie
532
Time series analysis
135
Zeitreihenanalyse
135
Forecasting model
132
Prognoseverfahren
132
Nichtparametrisches Verfahren
104
Nonparametric statistics
104
Regression analysis
99
Regressionsanalyse
97
Theorie
91
Theory
91
Estimation
80
Schätzung
80
Statistical test
47
Statistischer Test
47
Volatility
47
Panel
41
Panel study
41
ARCH model
39
ARCH-Modell
39
Statistical distribution
34
Statistische Verteilung
34
Bayes-Statistik
27
Bayesian inference
27
Correlation
26
Korrelation
26
VAR model
25
VAR-Modell
25
Bootstrap approach
22
Bootstrap-Verfahren
22
Induktive Statistik
22
Statistical inference
22
Modellierung
21
Scientific modelling
21
Stochastic process
21
Stochastischer Prozess
21
Autocorrelation
19
Cointegration
19
more ...
less ...
Online availability
All
Undetermined
26
Free
12
Type of publication
All
Article
36
Book / Working Paper
11
Type of publication (narrower categories)
All
Article in journal
36
Aufsatz in Zeitschrift
36
Arbeitspapier
11
Working Paper
11
Graue Literatur
10
Non-commercial literature
10
Language
All
English
47
Author
All
Bibinger, Markus
4
Hautsch, Nikolaus
3
Reiß, Markus
3
Clements, Adam
2
Malec, Peter
2
Yang, Fuyu
2
Abadir, Karim Maher
1
Alañón Pardo, Ángel
1
Altmeyer, Randolf
1
Arize, Augustine Chuck
1
Bagnato, Luca
1
Bauwens, Luc
1
Becker, Ralf
1
Bocart, Fabian Y. R. P.
1
Buccheri, Giuseppe
1
Chen, Cathy W. S.
1
Cipollini, Fabrizio
1
Corsi, Fulvio
1
Coudin, Elise
1
Demetrescu, Matei
1
Doolan, M. B.
1
Drovandi, Christopher
1
Duan, Jin-Chuan
1
Dufour, Jean-Marie
1
Díaz-Mendoza, Ana-Carmen
1
Elliott, Robert J.
1
Fulop, Andras
1
Gallo, Giampiero M.
1
Gefang, Deborah
1
Golosnoy, Vasyl
1
Guillén, Montserrat
1
Götz, Thomas B.
1
Hafner, Christian M.
1
Hauzenberger, Klemens
1
Horváth, Roman
1
Hounyo, Ulrich
1
Hubner, Stefan
1
Hurn, Stan
1
Koop, Gary
1
Krishnamurthy, Vikram
1
more ...
less ...
Published in...
All
MNB working papers
International journal of forecasting
SFB 649 discussion paper
The North American journal of economics and finance : a journal of financial economics studies
The econometrics journal
Journal of econometrics
116
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
42
Discussion paper / Tinbergen Institute
27
Economics letters
24
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 theoretical and applied finance
13
Journal of banking & finance
13
Journal of financial econometrics
13
Finance research letters
12
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
Computational 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
Cambridge working papers in economics
5
more ...
less ...
Source
All
ECONIS (ZBW)
47
Showing
1
-
10
of
47
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Explicit minimal representation of variance matrices, and its implication for dynamic volatility models
Abadir, Karim Maher
- In:
The econometrics journal
26
(
2023
)
1
,
pp. 88-104
Persistent link: https://www.econbiz.de/10013543279
Saved in:
2
Outlier-robust methods for forecasting realized covariance matrices
Li, Dan
;
Drovandi, Christopher
;
Clements, Adam
- In:
International journal of forecasting
40
(
2024
)
1
,
pp. 392-408
Persistent link: https://www.econbiz.de/10014450278
Saved in:
3
Forecasting using variational Bayesian inference in large vector autoregressions with hierarchical shrinkage
Gefang, Deborah
;
Koop, Gary
;
Poon, Aubrey
- In:
International journal of forecasting
39
(
2023
)
1
,
pp. 346-363
Persistent link: https://www.econbiz.de/10014462786
Saved in:
4
DCC- and DECO-HEAVY : multivariate GARCH models based on realized variances and correlations
Bauwens, Luc
;
Xu, Yongdeng
- In:
International journal of forecasting
39
(
2023
)
2
,
pp. 938-955
Persistent link: https://www.econbiz.de/10014465168
Saved in:
5
Cross-sectional quantile regression for estimating conditional VaR of returns during periods of high volatility
Vidal-Llana, Xenxo
;
Guillén, Montserrat
- In:
The North American journal of economics and finance : a …
63
(
2022
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014225819
Saved in:
6
Forecasting in GARCH models with polynomially modified innovations
Vacca, Gianmarco
;
Zoia, Maria Grazia
;
Bagnato, Luca
- In:
International journal of forecasting
38
(
2022
)
1
,
pp. 117-141
Persistent link: https://www.econbiz.de/10013347743
Saved in:
7
Realized volatility forecasting : Robustness to measurement errors
Cipollini, Fabrizio
;
Gallo, Giampiero M.
;
Otranto, Edoardo
- In:
International journal of forecasting
37
(
2021
)
1
,
pp. 44-57
Persistent link: https://www.econbiz.de/10012692572
Saved in:
8
Multi-asset pair-trading strategy : a statistical learning approach
Lin, Tsai-Yu
;
Chen, Cathy W. S.
;
Syu, Fong-Yi
- In:
The North American journal of economics and finance : a …
55
(
2021
),
pp. 1-10
Persistent link: https://www.econbiz.de/10012667381
Saved in:
9
A DCC-type approach for realized covariance modeling with score-driven dynamics
Vassallo, Danilo
;
Buccheri, Giuseppe
;
Corsi, Fulvio
- In:
International journal of forecasting
37
(
2021
)
2
,
pp. 569-586
Persistent link: https://www.econbiz.de/10012792854
Saved in:
10
Large mixed-frequency VARs with a parsimonious time-varying parameter structure
Götz, Thomas B.
;
Hauzenberger, Klemens
- In:
The econometrics journal
24
(
2021
)
3
,
pp. 442-461
Persistent link: https://www.econbiz.de/10012620715
Saved in:
1
2
3
4
5
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->