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subject:"Estimation theory"
subject:"Statistische Methodenlehre"
~accessRights:"free"
~isPartOf:"CREATES research paper"
~subject:"Stochastischer Prozess"
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Estimation theory
Statistische Methodenlehre
Stochastischer Prozess
Theorie
211
Theory
211
Time series analysis
70
Zeitreihenanalyse
70
Forecasting model
46
Prognoseverfahren
46
Volatility
39
Volatilität
39
Stochastic process
35
Estimation
32
Schätzung
32
USA
20
United States
20
Schätztheorie
18
Yield curve
17
Zinsstruktur
17
VAR model
16
VAR-Modell
16
Capital income
15
Kapitaleinkommen
15
CAPM
14
Börsenkurs
13
Cointegration
13
Kointegration
13
Risikoprämie
13
Risk premium
13
Share price
13
Statistical test
11
Statistischer Test
11
ARCH model
10
ARCH-Modell
10
Factor analysis
10
Faktorenanalyse
10
Martingal
10
Martingale
10
Nichtlineare Regression
9
Nonlinear regression
9
Regression analysis
9
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Book / Working Paper
50
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Arbeitspapier
50
Graue Literatur
50
Non-commercial literature
50
Working Paper
50
Language
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English
50
Author
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Podolskij, Mark
11
Barndorff-Nielsen, Ole E.
5
Veraart, Almut E. D.
5
Pakkanen, Mikko S.
4
Christensen, Kim
3
Grassi, Stefano
3
Kristensen, Dennis
3
Santucci de Magistris, Paolo
3
Veliyev, Bezirgen
3
Andersen, Torben
2
Basse-O'Connor, Andreas
2
Bennedsen, Mikkel
2
Benth, Fred Espen
2
Callot, Laurent
2
Kock, Anders Bredahl
2
Lunde, Asger
2
Proietti, Tommaso
2
Rossi, Eduardo
2
Yoshida, Nakahiro
2
Agosto, Arianna
1
Andreasen, Martin M.
1
Andreasen, Martin Møller
1
Baltazar-Larios, Fernando
1
Benzoni, Luca
1
Bolko, Anine E.
1
Callot, Laurent A. F.
1
Caner, Mehmet
1
Cattaneo, Matias D.
1
Cavaliere, Giuseppe
1
Corcuera, José Manual
1
Corcuera, José Manuel
1
Crump, Richard K.
1
Exterkate, Peter
1
Fissler, Tobias
1
Fusari, Nicola
1
Guégan, Dominique
1
Gärtner, Kerstin
1
Haldrup, Niels
1
Hansen, Peter Reinhard
1
Hedevang, Emil
1
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Published in...
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CREATES research paper
Discussion paper / Tinbergen Institute
83
SFB 649 discussion paper
74
Discussion papers of interdisciplinary research project 373
61
Discussion paper series / IZA
59
Risks : open access journal
58
Working paper / National Bureau of Economic Research, Inc.
51
NBER Working Paper
48
Cowles Foundation discussion paper
47
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
44
CESifo working papers
40
Discussion paper / Center for Economic Research, Tilburg University
40
NBER working paper series
39
CEMMAP working papers / Centre for Microdata Methods and Practice
32
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
30
Mathematics Preprint Archive
24
Working paper / Department of Econometrics and Business Statistics, Monash University
22
CoFE discussion papers
21
Discussion paper
21
Journal of risk and financial management : JRFM
21
Research paper series / Swiss Finance Institute
21
Technical working paper / National Bureau of Economic Research
21
Working paper
21
Economics working paper
19
Finance and economics discussion series
19
Les cahiers du GERAD
19
Working papers / Universitat Pompeu Fabra, Department of Economics and Business
19
Working paper series
18
Working papers / TSE : WP
18
Econometric Institute research papers
17
Cambridge working papers in economics
16
Swiss Finance Institute Research Paper
15
Working papers / Rutgers University, Department of Economics
15
Working papers / Universität Bielefeld, Center for Mathematical Economics (IMW)
15
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
14
Econometrics : open access journal
14
Memorandum / Department of Economics, University of Oslo
14
NBER technical working paper series
14
Working papers
14
CAMA working paper series
13
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ECONIS (ZBW)
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1
Roughness in spot variance? : a GMM approach for estimation of fractional log-normal stochastic volatility models using realized measures
Bolko, Anine E.
;
Christensen, Kim
;
Pakkanen, Mikko S.
; …
-
2020
Persistent link: https://www.econbiz.de/10012318238
Saved in:
2
Explaining bond return predictability in an estimated New Keynesian model
Andreasen, Martin Møller
-
2019
Persistent link: https://www.econbiz.de/10012063989
Saved in:
3
Cross-sectional noise reduction and more efficient estimation of integrated variance
Mirone, Giorgio
-
2018
Persistent link: https://www.econbiz.de/10011864983
Saved in:
4
The realized empirical distribution function of stochastic variance with application to goodness-of-fit testing
Christensen, Kim
;
Thyrsgaard, Martin
;
Veliyev, Bezirgen
-
2018
Persistent link: https://www.econbiz.de/10011913657
Saved in:
5
Edgeworth expansion for Euler approximation of continuous diffusion processes
Podolskij, Mark
;
Veliyev, Bezirgen
;
Yoshida, Nakahiro
-
2018
Persistent link: https://www.econbiz.de/10011946254
Saved in:
6
A regime-switching stochastic volatility model for forecasting electricity prices
Exterkate, Peter
;
Knapik, Oskar
-
2017
Persistent link: https://www.econbiz.de/10011624014
Saved in:
7
Decoupling the short- and long-term behavior of stochastic volatility
Bennedsen, Mikkel
;
Lunde, Asger
;
Pakkanen, Mikko S.
-
2017
Persistent link: https://www.econbiz.de/10011706192
Saved in:
8
Estimation of the global regularity of a multifractional Brownian motion
Lebovits, Joachim
;
Podolskij, Mark
-
2016
Persistent link: https://www.econbiz.de/10011573309
Saved in:
9
A weak limit theorem for numerical approximation of Brownian semi-stationary processes
Podolskij, Mark
;
Thamrongrat, Nopporn
-
2015
Persistent link: https://www.econbiz.de/10011398537
Saved in:
10
Limit theorems for stationary increments Lévy driven moving averages
Basse-O'Connor, Andreas
;
Lachièze-Rey, Raphaël
; …
-
2015
Persistent link: https://www.econbiz.de/10011398661
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