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subject:"Großbritannien"
subject:"Volatilität"
~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of forecasting"
~subject:"Correlation"
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Großbritannien
Volatilität
Correlation
Estimation theory
1,761
Schätztheorie
1,761
Theorie
413
Theory
413
Zeitreihenanalyse
363
Time series analysis
362
Nichtparametrisches Verfahren
316
Nonparametric statistics
316
Regression analysis
285
Regressionsanalyse
285
Estimation
234
Schätzung
230
Panel
157
Panel study
157
Statistical test
154
Statistischer Test
154
Forecasting model
144
Prognoseverfahren
144
Volatility
126
Method of moments
100
Momentenmethode
99
Maximum likelihood estimation
86
Maximum-Likelihood-Schätzung
86
Induktive Statistik
83
Statistical inference
83
Autocorrelation
80
Autokorrelation
80
Bootstrap approach
74
Bootstrap-Verfahren
74
Instrumental variables
69
Cointegration
66
Kointegration
65
Statistical distribution
65
Statistische Verteilung
65
Stochastic process
65
Stochastischer Prozess
65
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63
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63
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61
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English
180
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Todorov, Viktor
10
Tauchen, George Eugene
7
Andersen, Torben
6
Li, Jia
6
Fan, Jianqing
5
Kim, Donggyu
5
Li, Yingying
5
Mykland, Per A.
5
Francq, Christian
4
Linton, Oliver
4
Zakoïan, Jean-Michel
4
Zhang, Lan
4
Aït-Sahalia, Yacine
3
Bollerslev, Tim
3
Hafner, Christian M.
3
Koopman, Siem Jan
3
Meddahi, Nour
3
Park, Joon Y.
3
Potiron, Yoann
3
Varneskov, Rasmus Tangsgaard
3
Wang, Yazhen
3
Xiu, Dacheng
3
Zheng, Xinghua
3
Bai, Jushan
2
Chen, Song Xi
2
Clinet, Simon
2
Gallant, A. Ronald
2
Gouriéroux, Christian
2
Grynkiv, Iaryna
2
Hsiao, Cheng
2
Jasiak, Joann
2
Kong, Xin-Bing
2
Li, Degui
2
Li, Guodong
2
Li, Kunpeng
2
Li, Wai Keung
2
Lu, Lina
2
Patton, Andrew J.
2
Pesaran, M. Hashem
2
Robinson, Peter M.
2
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Journal of econometrics
Journal of forecasting
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
80
Economics letters
52
Discussion paper / Tinbergen Institute
37
Econometric reviews
30
Econometric theory
28
Journal of empirical finance
26
Journal of banking & finance
22
Journal of financial econometrics : official journal of the Society for Financial Econometrics
22
The econometrics journal
21
Cambridge working papers in economics
20
Finance research letters
20
Journal of the American Statistical Association : JASA
20
NBER Working Paper
20
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
20
Economic modelling
19
Journal of financial econometrics
19
Quantitative finance
19
International journal of forecasting
18
Applied economics letters
17
CREATES research paper
17
SFB 649 discussion paper
17
Working paper / National Bureau of Economic Research, Inc.
17
Econometrics : open access journal
16
Journal of applied econometrics
15
NBER working paper series
15
Oxford bulletin of economics and statistics
15
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
14
Working paper
14
Applied economics
13
CEMMAP working papers / Centre for Microdata Methods and Practice
13
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
13
International journal of theoretical and applied finance
13
The North American journal of economics and finance : a journal of financial economics studies
12
Computational economics
11
Discussion paper
11
CESifo working papers
10
Journal of risk and financial management : JRFM
10
Working paper / Department of Econometrics and Business Statistics, Monash University
10
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ECONIS (ZBW)
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1
Asymptotic F test in regressions with observations collected at high frequency over long span
Pellatt, Daniel F.
;
Sun, Yixiao
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1281-1309
Persistent link: https://www.econbiz.de/10014471377
Saved in:
2
Parametric estimation of long memory in factor models
Ergemen, Yunus Emre
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1483-1499
Persistent link: https://www.econbiz.de/10014471404
Saved in:
3
Beta observation-driven models with exogenous regressors : a joint analysis of realized correlation and leverage effects
Gorgi, Paolo
;
Koopman, Siem Jan
- In:
Journal of econometrics
237
(
2023
)
2,2
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014471518
Saved in:
4
A dynamic conditional score model for the log correlation matrix
Hafner, Christian M.
;
Wang, Linqi
- In:
Journal of econometrics
237
(
2023
)
2,2
,
pp. 1-18
Persistent link: https://www.econbiz.de/10014471519
Saved in:
5
Volatility measurement with pockets of extreme return persistence
Andersen, Torben
;
Li, Yingying
;
Todorov, Viktor
;
Zhou, Bo
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014471793
Saved in:
6
Semiparametric estimation of latent variable asset pricing models
Dalderop, Jeroen
- In:
Journal of econometrics
236
(
2023
)
1
,
pp. 1-30
Persistent link: https://www.econbiz.de/10014332225
Saved in:
7
Post-processed posteriors for sparse covariances
Lee, Kwangmin
;
Lee, Jaeyong
- In:
Journal of econometrics
236
(
2023
)
1
,
pp. 1-12
Persistent link: https://www.econbiz.de/10014332347
Saved in:
8
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:
9
Bias reduction in spot volatility estimation from options
Todorov, Viktor
;
Zhang, Yang
- In:
Journal of econometrics
234
(
2023
)
1
,
pp. 53-81
Persistent link: https://www.econbiz.de/10014364661
Saved in:
10
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
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