//--> //--> //--> //-->
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:"The journal of finance : the journal of the American Finance Association"
subject:"Volatilität"
~isPartOf:"Econometric reviews"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~subject:"Germany"
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
| 5 applied filters
Year of publication
From:
To:
Subject
All
Volatilität
Germany
Estimation theory
494
Schätztheorie
494
Theorie
156
Theory
156
Time series analysis
98
Zeitreihenanalyse
98
Nichtparametrisches Verfahren
83
Nonparametric statistics
83
Estimation
72
Schätzung
72
Regression analysis
69
Regressionsanalyse
69
Panel
56
Panel study
56
Statistical test
56
Statistischer Test
56
Method of moments
37
Momentenmethode
37
Volatility
36
Autocorrelation
30
Autokorrelation
30
Statistical theory
28
Statistische Methodenlehre
28
Cointegration
25
Kointegration
24
Statistical distribution
24
Statistische Verteilung
24
ARCH model
23
ARCH-Modell
23
Bootstrap approach
23
Bootstrap-Verfahren
23
Maximum likelihood estimation
22
Maximum-Likelihood-Schätzung
22
Modellierung
22
Monte Carlo simulation
22
Monte-Carlo-Simulation
22
Scientific modelling
22
Simulation
22
USA
20
more ...
less ...
Online availability
All
Undetermined
21
Free
1
Type of publication
All
Article
36
Book / Working Paper
2
Type of publication (narrower categories)
All
Article in journal
38
Aufsatz in Zeitschrift
38
Collection of articles of several authors
1
Sammelwerk
1
Language
All
English
38
Author
All
Maasoumi, Esfandiar
3
Teräsvirta, Timo
3
McAleer, Michael
2
Alañón Pardo, Ángel
1
Alizadeh, Sassan
1
Amado, Cristina
1
Arize, Augustine Chuck
1
Baillie, Richard
1
Bennedsen, Mikkel
1
Bermudez, P. de Zea
1
Bollerslev, Tim
1
Boswijk, Herman Peter
1
Brandt, Michael W.
1
Braun, Phillip A.
1
Brownlees, Christian
1
Cai, Yuzhi
1
Cai, Zongwu
1
Catani, Paul
1
Cavaliere, Giuseppe
1
Chen, Cathy W. S.
1
Chen, Qiang
1
De Angelis, Luca
1
Diebold, Francis X.
1
Díaz-Mendoza, Ana-Carmen
1
Fornari, Fabio
1
Galbraith, John W.
1
Gu, Wentao
1
Guillén, Montserrat
1
Hansen, Peter Reinhard
1
Horváth, Roman
1
Hoshikawa, Toshiya
1
Hu, Meidi
1
Ilmanen, Antti
1
Jorion, Philippe
1
Kanatani, Taro
1
Koopman, Siem Jan
1
Kumar, Satish
1
Kunitomo, Naoto
1
Large, Jeremy
1
León-González, Roberto
1
more ...
less ...
Published in...
All
The journal of finance : the journal of the American Finance Association
Econometric reviews
The North American journal of economics and finance : a journal of financial economics studies
Journal of econometrics
119
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
54
Discussion paper / Tinbergen Institute
28
Economics letters
28
Journal of empirical finance
20
Economic modelling
18
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
17
Econometric theory
16
International journal of forecasting
16
Journal of financial econometrics : official journal of the Society for Financial Econometrics
16
CREATES research paper
15
Europäische Hochschulschriften / 5
15
Quantitative finance
15
Discussion paper
14
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
14
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
13
International journal of theoretical and applied finance
13
Journal of banking & finance
13
Journal of financial econometrics
13
SFB 649 discussion paper
13
Finance research letters
12
NBER Working Paper
12
The econometrics journal
11
Discussion paper series / IZA
10
Econometrics : open access journal
10
Journal of forecasting
10
Journal of risk and financial management : JRFM
10
NBER working paper series
10
Working paper / National Bureau of Economic Research, Inc.
10
Discussion papers of interdisciplinary research project 373
9
Schriften zur angewandten Ökonometrie
9
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
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
Kieler Arbeitspapiere
8
Reihe Quantitative Ökonomie : Ökon
8
Applied economics
7
more ...
less ...
Source
All
ECONIS (ZBW)
38
Showing
1
-
10
of
38
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Adaptive information-based methods for determining the co-integration rank in heteroskedastic VAR models
Boswijk, Herman Peter
;
Cavaliere, Giuseppe
;
De Angelis, Luca
- In:
Econometric reviews
42
(
2023
)
9/10
,
pp. 725-757
Persistent link: https://www.econbiz.de/10014420355
Saved in:
2
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:
3
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:
4
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
Saved in:
5
On the estimation of integrated volatility in the presence of jumps and microstructure noise
Brownlees, Christian
;
Nualart, Eulalia
;
Sun, Yucheng
- In:
Econometric reviews
39
(
2020
)
10
,
pp. 991-1013
Persistent link: https://www.econbiz.de/10012406198
Saved in:
6
Data cloning estimation for asymmetric stochastic volatility models
Bermudez, P. de Zea
;
Marín, J. Miguel
;
Veiga, Helena
- In:
Econometric reviews
39
(
2020
)
10
,
pp. 1057-1074
Persistent link: https://www.econbiz.de/10012406209
Saved in:
7
Semiparametric estimation and inference on the fractal index of Gaussian and conditionally Gaussian time series data
Bennedsen, Mikkel
- In:
Econometric reviews
39
(
2020
)
9
,
pp. 875-903
Persistent link: https://www.econbiz.de/10012295586
Saved in:
8
Bias-corrected realized variance
Yeh, Jin-huei
;
Wang, Jying-Nan
- In:
Econometric reviews
38
(
2019
)
2
,
pp. 170-192
Persistent link: https://www.econbiz.de/10012180719
Saved in:
9
A nonparametric specification test for the volatility functions of diffusion processes
Chen, Qiang
;
Hu, Meidi
;
Song, Xiaojun
- In:
Econometric reviews
38
(
2019
)
5
,
pp. 557-576
Persistent link: https://www.econbiz.de/10012181335
Saved in:
10
Efficient Bayesian inference in generalized inverse gamma processes for stochastic volatility
León-González, Roberto
- In:
Econometric reviews
38
(
2019
)
8
,
pp. 899-920
Persistent link: https://www.econbiz.de/10012181373
Saved in:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->