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isPartOf:"MNB working papers"
subject:"Volatilität"
~isPartOf:"SFB 649 discussion paper"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~isPartOf:"The econometrics journal"
~subject:"Prognoseverfahren"
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Search: subject_exact:"Estimation theory"
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Volatilität
Prognoseverfahren
Estimation theory
382
Schätztheorie
382
Nichtparametrisches Verfahren
93
Nonparametric statistics
93
Regression analysis
78
Regressionsanalyse
78
Time series analysis
72
Zeitreihenanalyse
72
Theorie
71
Theory
71
Estimation
59
Schätzung
59
Statistical test
42
Statistischer Test
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Panel
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Panel study
39
Volatility
33
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26
ARCH-Modell
26
Statistical distribution
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Statistische Verteilung
24
Induktive Statistik
21
Statistical inference
21
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Bootstrap-Verfahren
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Forecasting model
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Instrumental variables
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Method of moments
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Stochastic process
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Scientific modelling
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48
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Bibinger, Markus
4
Hautsch, Nikolaus
3
Reiß, Markus
3
Hafner, Christian M.
2
Malec, Peter
2
Yang, Fuyu
2
Abadir, Karim Maher
1
Alañón Pardo, Ángel
1
Altmeyer, Randolf
1
Arize, Augustine Chuck
1
Bocart, Fabian Y. R. P.
1
Cai, Michael
1
Chen, Cathy W. S.
1
Cheng, Tingting
1
Coudin, Elise
1
Del Negro, Marco
1
Duan, Jin-Chuan
1
Dufour, Jean-Marie
1
Díaz-Mendoza, Ana-Carmen
1
Elliott, Robert J.
1
Fang, Lei
1
Fulop, Andras
1
Guillén, Montserrat
1
Götz, Thomas B.
1
Hauzenberger, Klemens
1
Herbst, Edward P.
1
Horváth, Roman
1
Hounyo, Ulrich
1
Hubner, Stefan
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Härdle, Wolfgang
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Kang, Kyu Ho
1
Karabiyik, Hande
1
Kejriwal, Mohitosh
1
Krishnamurthy, Vikram
1
Kumar, Satish
1
Kunitomo, Naoto
1
Kuo, Biing-shen
1
Lange, Ronald H.
1
Lange, Ronald Henry
1
Li, Leon
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MNB working papers
SFB 649 discussion paper
The North American journal of economics and finance : a journal of financial economics studies
The econometrics journal
Journal of econometrics
179
International journal of forecasting
114
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
78
Journal of forecasting
72
Economics letters
44
Discussion paper / Tinbergen Institute
43
Journal of empirical finance
32
Econometric reviews
31
CREATES research paper
24
Econometric theory
24
Working paper / Department of Econometrics and Business Statistics, Monash University
24
Economic modelling
23
Journal of financial econometrics : official journal of the Society for Financial Econometrics
22
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
22
Quantitative finance
20
Journal of financial econometrics
18
Finance research letters
17
Journal of banking & finance
17
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
15
Journal of the American Statistical Association : JASA
15
Working papers / Rutgers University, Department of Economics
15
Computational economics
14
European journal of operational research : EJOR
14
Journal of risk and financial management : JRFM
14
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
13
Econometrics : open access journal
13
Insurance / Mathematics & economics
13
International journal of theoretical and applied finance
13
Working paper
13
Applied economics
12
Discussion paper
12
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
12
Discussion papers / CEPR
11
Empirical economics : a quarterly journal of the Institute for Advanced Studies
11
Journal of mathematical finance
11
NBER Working Paper
11
NBER working paper series
11
Risks : open access journal
11
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ECONIS (ZBW)
48
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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
Semi-parametric inference on Gini indices of two semi-continuous populations under density ratio models
Yuan, Meng
;
Li, Pengfei
;
Wu, Changbao
- In:
The econometrics journal
26
(
2023
)
2
,
pp. 174-188
Persistent link: https://www.econbiz.de/10014319288
Saved in:
3
Factor-augmented forecasting regressions with threshold effects
Yan, Yayi
;
Cheng, Tingting
- In:
The econometrics journal
25
(
2022
)
1
,
pp. 134-154
Persistent link: https://www.econbiz.de/10012878901
Saved in:
4
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:
5
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:
6
Forecasting using cross-section average-augmented time series regressions
Karabiyik, Hande
;
Westerlund, Joakim
- In:
The econometrics journal
24
(
2021
)
2
,
pp. 315-333
Persistent link: https://www.econbiz.de/10012595000
Saved in:
7
Online estimation of DSGE models
Cai, Michael
;
Del Negro, Marco
;
Herbst, Edward P.
; …
- In:
The econometrics journal
24
(
2021
)
1
,
pp. C33-C58
Persistent link: https://www.econbiz.de/10012504440
Saved in:
8
Generalized forecast averaging in autoregressions with a near unit root
Kejriwal, Mohitosh
;
Yu, Xuewen
- In:
The econometrics journal
24
(
2021
)
1
,
pp. 83-102
Persistent link: https://www.econbiz.de/10012504451
Saved in:
9
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:
10
Holidays, weekends and range-based volatility
Díaz-Mendoza, Ana-Carmen
;
Alañón Pardo, Ángel
- In:
The North American journal of economics and finance : a …
52
(
2020
),
pp. 1-8
Persistent link: https://www.econbiz.de/10012656917
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