//--> //--> //--> //-->
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 theory"
~isPartOf:"Economics letters"
~subject:"ARCH-Modell"
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
ARCH-Modell
Estimation theory
1,724
Schätztheorie
1,724
Theorie
691
Theory
691
Time series analysis
296
Zeitreihenanalyse
296
Regression analysis
186
Regressionsanalyse
186
Nichtparametrisches Verfahren
185
Nonparametric statistics
185
Estimation
143
Schätzung
141
Panel
114
Panel study
114
Statistical test
88
Statistischer Test
88
Autocorrelation
67
Autokorrelation
67
Method of moments
58
Momentenmethode
58
ARCH model
55
Statistical distribution
48
Statistische Verteilung
48
Statistical theory
47
Statistische Methodenlehre
47
Cointegration
42
Kointegration
42
Volatility
41
Bias
38
Systematischer Fehler
38
Correlation
37
Korrelation
37
USA
37
United States
37
Einheitswurzeltest
36
Induktive Statistik
36
Statistical inference
36
Unit root test
36
more ...
less ...
Online availability
All
Undetermined
32
Type of publication
All
Article
89
Type of publication (narrower categories)
All
Article in journal
89
Aufsatz in Zeitschrift
89
Conference paper
1
Konferenzbeitrag
1
Language
All
English
89
Author
All
Linton, Oliver
6
Shin, Dong-wan
4
Chan, Ngai Hang
3
Francq, Christian
3
Horváth, Lajos
3
Hwang, Eunju
3
Kokoszka, Piotr
3
Berkes, István
2
Hafner, Christian M.
2
Jeong, Minsoo
2
Kristensen, Dennis
2
Krämer, Walter
2
Li, Jia
2
Preminger, Arie
2
Rahbek, Anders
2
Renò, Roberto
2
Saikkonen, Pentti
2
Zaffaroni, Paolo
2
Zakoïan, Jean-Michel
2
Zhang, Rongmao
2
Alizadeh, Sassan
1
Amilon, Henrik
1
Anatolyev, Stanislav
1
Andrews, Beth
1
Annaert, Jan
1
Ardia, David
1
Arvanitis, Stelios
1
Atak, Alev
1
Avarucci, Marco
1
Azamo, Baudouin Tameze
1
Beutner, Eric
1
Brandt, Michael W.
1
Braun, Phillip A.
1
Cavaliere, Giuseppe
1
Cecen, A. A.
1
Chan, Kung-sik
1
Chen, Xiaohong
1
Choi, Ji-Eun
1
Claes, Anouk G. P.
1
Comte, Fabienne
1
more ...
less ...
Published in...
All
The journal of finance : the journal of the American Finance Association
Econometric theory
Economics letters
Journal of econometrics
141
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
57
Discussion paper / Tinbergen Institute
37
Econometric reviews
31
Journal of empirical finance
29
CREATES research paper
24
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
24
Journal of financial econometrics : official journal of the Society for Financial Econometrics
23
The econometrics journal
20
Economic modelling
19
International journal of forecasting
18
Finance research letters
17
Journal of banking & finance
17
Journal of financial econometrics
17
Journal of forecasting
16
Quantitative finance
15
International journal of economics and financial issues : IJEFI
13
International journal of theoretical and applied finance
13
Journal of risk
13
Journal of risk and financial management : JRFM
13
Série des documents de travail / Centre de Recherche en Économie et Statistique
13
The North American journal of economics and finance : a journal of financial economics studies
13
Applied economics
12
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
12
Econometrics : open access journal
12
SFB 649 discussion paper
12
Computational economics
11
Journal of mathematical finance
11
Journal of time series econometrics
11
Applied economics letters
10
CORE discussion papers : DP
9
NBER Working Paper
9
Working papers
9
Finance and stochastics
8
Handbook of financial time series
8
The European journal of finance
8
Working paper / Department of Econometrics and Business Statistics, Monash University
8
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
7
more ...
less ...
Source
All
ECONIS (ZBW)
89
Showing
1
-
10
of
89
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
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:
3
Least squares and IVX limit theory in systems of predictive regressions with GARCH innovations
Magdalinos, Tassos
- In:
Econometric theory
38
(
2022
)
5
,
pp. 875-912
Persistent link: https://www.econbiz.de/10013469682
Saved in:
4
Nonstationary linear processes with infinite variance GARCH errors
Zhang, Rongmao
;
Chan, Ngai Hang
- In:
Econometric theory
37
(
2021
)
5
,
pp. 892-925
Persistent link: https://www.econbiz.de/10012656388
Saved in:
5
Estimation of volatility functions in jump diffusions using truncated bipower increments
Kim, Jihyun
;
Park, Joon Y.
;
Wang, Bin
- In:
Econometric theory
37
(
2021
)
5
,
pp. 926-958
Persistent link: https://www.econbiz.de/10012656389
Saved in:
6
Efficient estimation of integrated volatility functionals under general volatility dynamics
Li, Jia
;
Liu, Yunxiao
- In:
Econometric theory
37
(
2021
)
4
,
pp. 664-707
Persistent link: https://www.econbiz.de/10012618196
Saved in:
7
A residual-based test for multivariate GARCH models using transformed quadratic residuals
Ke, Rui
;
Jia, Jing
;
Tan, Changchun
- In:
Economics letters
206
(
2021
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012886565
Saved in:
8
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:
9
A self-normalization test for correlation change
Choi, Ji-Eun
;
Shin, Dong-wan
- In:
Economics letters
193
(
2020
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012509218
Saved in:
10
Maximum likelihood estimation of a TVP-VAR
Moura, Guilherme Valle
;
Noriller, Mateus R.
- In:
Economics letters
174
(
2019
),
pp. 78-83
Persistent link: https://www.econbiz.de/10012121029
Saved in:
1
2
3
4
5
6
7
8
9
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->