//--> //--> //--> //-->
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
subject:"Großbritannien"
subject:"Volatilität"
~isPartOf:"Cambridge working papers in economics"
~isPartOf:"Quantitative finance"
~subject:"Statistical test"
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
Großbritannien
Volatilität
Statistical test
Estimation theory
99
Schätztheorie
99
Estimation
28
Schätzung
28
Time series analysis
23
Zeitreihenanalyse
23
Volatility
20
Nichtparametrisches Verfahren
19
Nonparametric statistics
19
Correlation
18
Korrelation
18
Börsenkurs
16
Panel
16
Panel study
16
Share price
16
Regression analysis
13
Regressionsanalyse
13
Statistischer Test
12
Forecasting model
11
Prognoseverfahren
11
Portfolio selection
10
Portfolio-Management
10
Market microstructure
9
Marktmikrostruktur
9
Statistical distribution
9
Statistische Verteilung
9
Stochastic process
8
Stochastischer Prozess
8
Bayes-Statistik
7
Bayesian inference
7
Capital income
7
Kapitaleinkommen
7
Option pricing theory
7
Optionspreistheorie
7
Theorie
7
Theory
7
Autocorrelation
6
Autokorrelation
6
more ...
less ...
Online availability
All
Free
19
Undetermined
13
Type of publication
All
Article
17
Book / Working Paper
15
Type of publication (narrower categories)
All
Article in journal
24
Aufsatz in Zeitschrift
24
Graue Literatur
7
Non-commercial literature
7
Arbeitspapier
2
Working Paper
2
Language
All
English
32
Author
All
Linton, Oliver
5
Jochmans, Koen
4
Pesaran, M. Hashem
2
Bayer, Christian
1
Behrendt, Simon
1
Breneis, Simon
1
Bu, Ruijun
1
Canabarro, Askery
1
Cang, Yuquan
1
Chatterjee, Rupak
1
Chen, Jia
1
Chi, Xie
1
Chronopoulou, Alexandra
1
Chudik, Akexander
1
Favreau, Charles
1
Galakis, John
1
Han, Yongli
1
Hizmeri, Rodrigo
1
Izzeldin, Marwan
1
Jiang, Zhi-Qiang
1
Johnstone, Iain M.
1
Kaibuchi, Hibiki
1
Kane, Hayden
1
Kapetanios, George
1
Kawasaki, Yoshinori
1
Laeven, Roger J. A.
1
Lewis, Alan L.
1
Li, Degui
1
Li, Yu-Ning
1
Li, Z. Merrick
1
Li, Zhen
1
Liu, Guangying
1
Malec, Peter
1
Mathew, Thomas
1
Mingone, A.
1
Nolte, Ingmar
1
Onatski, Alexei
1
Palumbo, Dario
1
Pappas, Vasileios
1
Pirjol, Dan
1
more ...
less ...
Published in...
All
Cambridge working papers in economics
Quantitative finance
Journal of econometrics
263
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
95
Econometric reviews
77
Economics letters
71
Econometric theory
58
CEMMAP working papers / Centre for Microdata Methods and Practice
52
The econometrics journal
47
Discussion paper / Tinbergen Institute
42
Cowles Foundation discussion paper
33
Economic modelling
33
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
28
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
27
CREATES research paper
26
Econometrics : open access journal
26
Cowles Foundation Discussion Paper
25
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
24
Journal of empirical finance
24
Journal of financial econometrics
22
Applied economics letters
21
International journal of forecasting
20
Journal of banking & finance
20
Journal of financial econometrics : official journal of the Society for Financial Econometrics
20
Quantitative economics : QE ; journal of the Econometric Society
20
Discussion paper
19
Journal of applied econometrics
19
Oxford bulletin of economics and statistics
19
Working paper
18
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
17
NBER Working Paper
17
Discussion papers of interdisciplinary research project 373
16
Discussion paper / Center for Economic Research, Tilburg University
15
Finance research letters
15
Journal of forecasting
15
Journal of the American Statistical Association : JASA
15
SFB 649 discussion paper
15
Working paper / Department of Econometrics and Business Statistics, Monash University
15
Applied economics
14
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
13
more ...
less ...
Source
All
ECONIS (ZBW)
32
Showing
1
-
10
of
32
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Markovian approximations of stochastic Volterra equations with the fractional kernel
Bayer, Christian
;
Breneis, Simon
- In:
Quantitative finance
23
(
2023
)
1
,
pp. 53-70
Persistent link: https://www.econbiz.de/10013490954
Saved in:
2
Nonparametric estimation of large spot volatility matrices for high-frequency financial data
Bu, Ruijun
;
Li, Degui
;
Linton, Oliver
;
Wang, Hanchao
-
2022
-
This version: March 16, 2022
Persistent link: https://www.econbiz.de/10013263439
Saved in:
3
GARCH-UGH : a bias-reduced approach for dynamic extreme Value-at-Risk estimation in financial time series
Kaibuchi, Hibiki
;
Kawasaki, Yoshinori
;
Stupfler, G.
- In:
Quantitative finance
22
(
2022
)
7
,
pp. 1277-1294
Persistent link: https://www.econbiz.de/10013367899
Saved in:
4
A generalized heterogeneous autoregressive model using market information
Hizmeri, Rodrigo
;
Izzeldin, Marwan
;
Nolte, Ingmar
; …
- In:
Quantitative finance
22
(
2022
)
8
,
pp. 1513-1534
Persistent link: https://www.econbiz.de/10013367925
Saved in:
5
Implied volatility directional forecasting : a machine learning approach
Vrontos, Spyridon D.
;
Galakis, John
;
Vrontos, Ioannis D.
- In:
Quantitative finance
21
(
2021
)
10
,
pp. 1687-1706
Persistent link: https://www.econbiz.de/10012653707
Saved in:
6
Testing and modelling time series with time varying tails
Palumbo, Dario
-
2021
Persistent link: https://www.econbiz.de/10013254110
Saved in:
7
Estimation of common factors for microstructure noise and efficient price in a high-frequency dual factor model
Li, Yu-Ning
;
Chen, Jia
;
Linton, Oliver
-
2021
Persistent link: https://www.econbiz.de/10013259517
Saved in:
8
Robust estimation of integrated volatility
Li, Zhen
;
Linton, Oliver
-
2021
Persistent link: https://www.econbiz.de/10013206057
Saved in:
9
Estimation of the Kronecker covariance model by quadratic form
Linton, Oliver
;
Tang, Haihan
-
2020
Persistent link: https://www.econbiz.de/10013203297
Saved in:
10
Proof of non-convergence of the short-maturity expansion for the SABR model
Lewis, Alan L.
;
Pirjol, Dan
- In:
Quantitative finance
22
(
2022
)
9
,
pp. 1747-1757
Persistent link: https://www.econbiz.de/10013367944
Saved in:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->