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subject:"Arbeitslosigkeit"
subject:"Simulation"
~isPartOf:"Econometric theory"
~source:"econis"
~subject:"Volatility"
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Search: subject_exact:"Estimation theory"
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Arbeitslosigkeit
Simulation
Volatility
Estimation theory
723
Schätztheorie
723
Theorie
284
Theory
284
Time series analysis
159
Zeitreihenanalyse
159
Nichtparametrisches Verfahren
103
Nonparametric statistics
103
Regression analysis
91
Regressionsanalyse
91
Statistical test
42
Statistischer Test
42
ARCH model
35
ARCH-Modell
35
Autocorrelation
31
Autokorrelation
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Estimation
27
Schätzung
27
Cointegration
24
Kointegration
24
Method of moments
24
Momentenmethode
24
Statistical distribution
24
Statistische Verteilung
24
Induktive Statistik
23
Statistical inference
23
Panel
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22
Statistical theory
22
Statistische Methodenlehre
22
Einheitswurzeltest
21
Unit root test
21
IV-Schätzung
15
Instrumental variables
15
Modellierung
14
Scientific modelling
14
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14
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13
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Li, Jia
2
Cavaliere, Giuseppe
1
Chambers, Marcus J.
1
Chen, Xiaohong
1
Francq, Christian
1
Ghysels, Eric
1
Gozalo, Pedro L.
1
Harvey, David I.
1
Hornik, Kurt
1
Jing, Bingyi
1
Kanaya, Shin
1
Kim, Jihyun
1
Kong, Xinbing
1
Koo, Bonsoo
1
Kristensen, Dennis
1
Kuan, Chung-ming
1
Le Quyen Thieu
1
Lee, Lung-fei
1
Leisch, Friedrich
1
Levine, Michael
1
Leybourne, Stephen James
1
Li, Jinguang
1
Linton, Oliver
1
Liu, Yunxiao
1
Liu, Zhi
1
Lütkepohl, Helmut
1
Park, Joon Y.
1
Renault, Eric
1
Renò, Roberto
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Saikkonen, Pentti
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Sarisoy, Cisil
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Tao, Minjing
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Taylor, Robert
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Todorov, Viktor
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Veraart, Almut E. D.
1
Wang, Bin
1
Wang, Fangfang
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Wang, Yazhen
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Econometric theory
Journal of econometrics
156
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
71
Economics letters
44
Econometric reviews
42
Discussion paper / Tinbergen Institute
39
Economic modelling
25
European journal of operational research : EJOR
25
Discussion paper series / IZA
22
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
21
Journal of empirical finance
20
Computational economics
19
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
19
International journal of forecasting
18
Discussion paper / Center for Economic Research, Tilburg University
17
Finance research letters
16
Journal of financial econometrics : official journal of the Society for Financial Econometrics
16
The econometrics journal
16
CREATES research paper
15
Journal of banking & finance
15
NBER Working Paper
15
Operations research
15
Quantitative finance
15
CEMMAP working papers / Centre for Microdata Methods and Practice
14
International journal of theoretical and applied finance
14
Working paper / National Bureau of Economic Research, Inc.
14
Discussion paper
13
Journal of financial econometrics
13
Applied economics
12
Econometrics : open access journal
12
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
12
Journal of forecasting
12
Journal of applied econometrics
11
Journal of risk and financial management : JRFM
11
Série des documents de travail / Centre de Recherche en Économie et Statistique
11
The North American journal of economics and finance : a journal of financial economics studies
11
Umeå economic studies
11
Working paper
11
Journal of economic dynamics & control
10
Management science : journal of the Institute for Operations Research and the Management Sciences
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ECONIS (ZBW)
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1
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:
2
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:
3
QML inference for volatility models with covariates
Francq, Christian
;
Le Quyen Thieu
- In:
Econometric theory
35
(
2019
)
1
,
pp. 37-72
Persistent link: https://www.econbiz.de/10012146117
Saved in:
4
Estimating volatility functionals with multiple transactions
Jing, Bingyi
;
Liu, Zhi
;
Kong, Xinbing
- In:
Econometric theory
33
(
2017
)
2
,
pp. 331-365
Persistent link: https://www.econbiz.de/10011665349
Saved in:
5
Efficient estimation of integrated volatility and related processes
Renault, Eric
;
Sarisoy, Cisil
;
Werker, Bas J. M.
- In:
Econometric theory
33
(
2017
)
2
,
pp. 439-478
Persistent link: https://www.econbiz.de/10011665439
Saved in:
6
Estimation of stochastic volatility models by nonparametric filtering
Kanaya, Shin
;
Kristensen, Dennis
- In:
Econometric theory
32
(
2016
)
4
,
pp. 861-916
Persistent link: https://www.econbiz.de/10011644214
Saved in:
7
Estimating the volatility occupation time via regularized Laplace inversion
Li, Jia
;
Todorov, Viktor
;
Tauchen, George Eugene
- In:
Econometric theory
32
(
2016
)
5
,
pp. 1253-1288
Persistent link: https://www.econbiz.de/10011661745
Saved in:
8
Let's get lade : robust estimation of semiparametric multiplicative volatility models
Koo, Bonsoo
;
Linton, Oliver
- In:
Econometric theory
31
(
2015
)
4
,
pp. 671-702
Persistent link: https://www.econbiz.de/10011341932
Saved in:
9
Econometric analysis of volatility component models
Wang, Fangfang
;
Ghysels, Eric
- In:
Econometric theory
31
(
2015
)
2
,
pp. 362-393
Persistent link: https://www.econbiz.de/10010532059
Saved in:
10
Fast convergence rates in estimating large volatility matrices using high-frequency financial data
Tao, Minjing
;
Wang, Yazhen
;
Chen, Xiaohong
- In:
Econometric theory
29
(
2013
)
4
,
pp. 838-856
Persistent link: https://www.econbiz.de/10010210158
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