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subject:"Großbritannien"
subject:"Volatilität"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~isPartOf:"Journal of forecasting"
~subject:"Prognose"
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Search: subject_exact:"Estimation theory"
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Großbritannien
Volatilität
Prognose
Estimation theory
725
Schätztheorie
725
Theorie
243
Theory
243
Time series analysis
194
Zeitreihenanalyse
194
Estimation
147
Schätzung
147
Forecasting model
114
Nichtparametrisches Verfahren
114
Nonparametric statistics
114
Prognoseverfahren
114
Regression analysis
107
Regressionsanalyse
107
USA
103
United States
102
Volatility
52
Statistical test
47
Statistischer Test
47
Induktive Statistik
43
Statistical inference
43
Panel
42
Panel study
42
Correlation
40
Korrelation
40
Capital income
38
Kapitaleinkommen
38
ARCH model
36
ARCH-Modell
36
Maximum likelihood estimation
33
Maximum-Likelihood-Schätzung
33
Statistical theory
30
Statistische Methodenlehre
30
Bootstrap approach
29
Bootstrap-Verfahren
29
Simulation
29
Bayes-Statistik
28
Bayesian inference
28
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28
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69
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English
69
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Ghysels, Eric
3
Bollerslev, Tim
2
Hautsch, Nikolaus
2
Jing, Bingyi
2
Shephard, Neil G.
2
Taylor, James W.
2
Yang, Xiye
2
Abraham, Bovas
1
Alfelt, Gustav
1
Amado, Cristina
1
Andersen, Torben
1
Andreou, Elena
1
Ang, Andrew
1
Atici, Kazim Baris
1
Balakrishna, N.
1
Bandi, Federico M.
1
Bauwens, Luc
1
Bekaert, Geert
1
Ben-Zion, Uri
1
Bibinger, Markus
1
Blanco-Fernández, Ángela
1
Bodnar, Taras
1
Bormetti, Giacomo
1
Boswijk, Herman Peter
1
Buccheri, Giuseppe
1
Chan, Joshua
1
Chaves, Leonardo Salim Saker
1
Chen, Bei
1
Chen, Wilson Ye
1
Chen, Xiangjin B.
1
Cheung, Yin-Wong
1
Corsi, Fulvio
1
Cunningham, Alastair W. F.
1
Drost, Feike C.
1
Dueker, Michael
1
Eklund, Jana
1
Enginar, Onur
1
Engle, Robert F.
1
Escanciano, Juan Carlos
1
Estrella, Arturo
1
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Journal of forecasting
Journal of econometrics
122
Discussion paper / Tinbergen Institute
29
Economics letters
28
International journal of forecasting
24
Econometric reviews
23
Journal of empirical finance
20
Economic modelling
19
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
18
Econometric theory
16
Journal of banking & finance
16
Journal of financial econometrics : official journal of the Society for Financial Econometrics
16
Quantitative finance
16
CREATES research paper
15
International journal of theoretical and applied finance
13
Journal of applied econometrics
13
Journal of financial econometrics
13
Oxford bulletin of economics and statistics
13
The econometrics journal
13
Discussion paper
12
Finance research letters
12
Applied economics
11
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
11
NBER Working Paper
11
The North American journal of economics and finance : a journal of financial economics studies
11
Working paper / National Bureau of Economic Research, Inc.
11
Journal of risk and financial management : JRFM
10
NBER working paper series
10
Working paper
10
Discussion paper / A
9
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
9
Econometrics : open access journal
9
International journal of economics and financial issues : IJEFI
9
SFB 649 discussion paper
9
Finance and stochastics
8
Applied economics letters
7
CEMMAP working papers / Centre for Microdata Methods and Practice
7
Discussion papers in economics
7
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ECONIS (ZBW)
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1
Combining p-values for multivariate predictive ability testing
Spreng, Lars
;
Urga, Giovanni
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
3
,
pp. 765-777
Persistent link: https://www.econbiz.de/10014448433
Saved in:
2
Singular conditional autoregressive Wishart model for realized covariance matrices
Alfelt, Gustav
;
Bodnar, Taras
;
Javed, Farrukh
;
Tyrcha, …
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
3
,
pp. 833-845
Persistent link: https://www.econbiz.de/10014448443
Saved in:
3
Adaptive testing for cointegration with nonstationary volatility
Boswijk, Herman Peter
;
Zu, Yang
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
2
,
pp. 744-755
Persistent link: https://www.econbiz.de/10013534484
Saved in:
4
Dynamic forecasting for nonstationary high-frequency financial data with jumps based on series decomposition and reconstruction
Song, Yuping
;
Li, Zhenwei
;
Ma, Zhiren
;
Sun, Xiaoyu
- In:
Journal of forecasting
42
(
2023
)
5
,
pp. 1055-1068
Persistent link: https://www.econbiz.de/10014338810
Saved in:
5
Forecasting stock return volatility : realized volatility-type or duration-based estimators
Fei, Tianlun
;
Liu, Xiaoquan
;
Wen, Conghua
- In:
Journal of forecasting
42
(
2023
)
7
,
pp. 1594-1621
Persistent link: https://www.econbiz.de/10014432725
Saved in:
6
Inference for nonparametric high-frequency estimators with an application to time variation in betas
Kalnina, Ilze
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
2
,
pp. 538-549
Persistent link: https://www.econbiz.de/10014448338
Saved in:
7
Estimation of leverage effect : kernel function and efficiency
Yang, Xiye
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
3
,
pp. 939-956
Persistent link: https://www.econbiz.de/10014448463
Saved in:
8
Overnight GARCH-Itô volatility models
Kim, Donggyu
;
Shin, Minseok
;
Wang, Yazhen
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
4
,
pp. 1215-1227
Persistent link: https://www.econbiz.de/10014448607
Saved in:
9
Volatility estimation when the zero-process is nonstationary
Francq, Christian
;
Sucarrat, Genaro
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
1
,
pp. 53-66
Persistent link: https://www.econbiz.de/10013540630
Saved in:
10
Optimal forecast error as an unbiased estimator of abnormal return : a proposition
Enginar, Onur
;
Atici, Kazim Baris
- In:
Journal of forecasting
41
(
2022
)
1
,
pp. 158-166
Persistent link: https://www.econbiz.de/10012796281
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