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source:"econis"
subject:"Statistical theory"
~isPartOf:"Econometric theory"
~isPartOf:"Finance research letters"
~subject:"Volatilität"
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Search: subject_exact:"Estimation theory"
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Statistical theory
Volatilität
Estimation theory
785
Schätztheorie
785
Theorie
286
Theory
286
Time series analysis
170
Zeitreihenanalyse
170
Nichtparametrisches Verfahren
105
Nonparametric statistics
105
Regression analysis
94
Regressionsanalyse
94
ARCH model
47
ARCH-Modell
47
Estimation
45
Schätzung
45
Statistical test
45
Statistischer Test
45
Autocorrelation
33
Autokorrelation
33
Statistical distribution
31
Statistische Verteilung
31
Method of moments
26
Momentenmethode
26
Volatility
26
Cointegration
25
Kointegration
25
Induktive Statistik
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Statistical inference
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Einheitswurzeltest
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Statistische Methodenlehre
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Unit root test
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Panel
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Panel study
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Forecasting model
21
Prognoseverfahren
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Correlation
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Korrelation
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English
49
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Zheng, John Xu
3
Fan, Yanqin
2
Ghysels, Eric
2
Li, Jia
2
White, Halbert
2
Wu, Xinyu
2
Adesina, Tola
1
Ardia, David
1
Arnerić, Josip
1
Bates, Charles E.
1
Bluteau, Keven
1
Bonaparte, Yosef
1
Breitung, Jörg
1
Cavaliere, Giuseppe
1
Chatrath, Arjun
1
Chen, Xiaohong
1
Christie-David, Rohan
1
Ergün, Tolga
1
Forchini, Giovanni
1
Francq, Christian
1
Guay, Alain
1
Gupta, Abhimanyu
1
Han, Xu
1
Hansen, Bruce E.
1
Harvey, David I.
1
Hornik, Kurt
1
Hou, Xinmeng
1
Huang, Xiaozhou
1
Inoue, Atsushi
1
Jandhyala, V. K.
1
Jing, Bingyi
1
Kambouroudis, Dimos
1
Kanaya, Shin
1
Kim, Jihyun
1
Kim, Tae-hwan
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Kim, Yunmi
1
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1
Koo, Bonsoo
1
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1
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Econometric theory
Finance research letters
Journal of econometrics
148
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
70
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
52
Econometric reviews
49
Economics letters
48
Discussion paper / Tinbergen Institute
34
Journal of empirical finance
20
Economic modelling
17
Journal of financial econometrics : official journal of the Society for Financial Econometrics
17
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
17
NBER Working Paper
16
CREATES research paper
15
Quantitative finance
15
Série des documents de travail / Centre de Recherche en Économie et Statistique
15
International journal of forecasting
14
The econometrics journal
14
Econometrics : open access journal
13
International journal of theoretical and applied finance
13
Journal of banking & finance
13
Journal of financial econometrics
13
Working paper / Department of Econometrics and Business Statistics, Monash University
13
CORE discussion paper : DP
12
Europäische Hochschulschriften / 5
12
Oxford bulletin of economics and statistics
12
Technical working paper / National Bureau of Economic Research
12
International economic review
11
Journal of forecasting
11
SFB 649 discussion paper
11
The North American journal of economics and finance : a journal of financial economics studies
11
Discussion papers of interdisciplinary research project 373
10
Journal of quantitative economics : official journal of the Indian Econometric Society
10
Journal of risk and financial management : JRFM
10
Working papers in economics and econometrics
10
American journal of agricultural economics
9
Computational economics
9
Discussion paper
9
Discussion paper / Center for Economic Research, Tilburg University
9
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
9
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1
Consistent specification testing under spatial dependence
Gupta, Abhimanyu
;
Qu, Xi
- In:
Econometric theory
40
(
2024
)
2
,
pp. 278-319
Persistent link: https://www.econbiz.de/10014485243
Saved in:
2
Recurrent neural network based parameter estimation of Hawkes model on high-frequency financial data
Lee, Kyungsub
- In:
Finance research letters
55
(
2023
)
1
,
pp. 1-6
Persistent link: https://www.econbiz.de/10014473319
Saved in:
3
Do extreme range estimators improve realized volatility forecasts? : evidence from G7 Stock Markets
Korkusuz, Burak
;
Kambouroudis, Dimos
;
McMillan, David G.
- In:
Finance research letters
55
(
2023
)
2
,
pp. 1-7
Persistent link: https://www.econbiz.de/10014473523
Saved in:
4
The Chinese oil futures volatility : evidence from high-low estimator information
Huang, Xiaozhou
;
Wang, Yubao
;
Song, Juan
- In:
Finance research letters
56
(
2023
),
pp. 1-4
Persistent link: https://www.econbiz.de/10014473684
Saved in:
5
Backward CUSUM for testing and monitoring structural change with an application to COVID-19 pandemic data
Otto, Sven
;
Breitung, Jörg
- In:
Econometric theory
39
(
2023
)
4
,
pp. 659-692
Persistent link: https://www.econbiz.de/10014342231
Saved in:
6
S&P volatility, VIX, and asymptotic volatility estimates
Bonaparte, Yosef
;
Chatrath, Arjun
;
Christie-David, Rohan
- In:
Finance research letters
51
(
2023
),
pp. 1-5
Persistent link: https://www.econbiz.de/10014286751
Saved in:
7
A discussion on the robustness of conditional heteroskedasticity models : simulation evidence and applications of the crude oil returns
Shi, Yanlin
- In:
Finance research letters
44
(
2022
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014494772
Saved in:
8
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:
9
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:
10
A realized EGARCH-MIDAS model with higher moments
Wu, Xinyu
;
Xie, Haibin
- In:
Finance research letters
38
(
2021
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012485028
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