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subject:"Großbritannien"
subject:"Volatilität"
~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of forecasting"
~subject:"Prognose"
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Großbritannien
Volatilität
Prognose
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
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65
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63
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63
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137
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Todorov, Viktor
10
Tauchen, George Eugene
7
Andersen, Torben
6
Li, Jia
6
Kim, Donggyu
5
Li, Yingying
5
Francq, Christian
4
Mykland, Per A.
4
Zakoïan, Jean-Michel
4
Aït-Sahalia, Yacine
3
Bollerslev, Tim
3
Meddahi, Nour
3
Park, Joon Y.
3
Varneskov, Rasmus Tangsgaard
3
Wang, Yazhen
3
Zhang, Lan
3
Clinet, Simon
2
Fan, Jianqing
2
Gallant, A. Ronald
2
Gouriéroux, Christian
2
Grynkiv, Iaryna
2
Jasiak, Joann
2
Kong, Xin-Bing
2
Koopman, Siem Jan
2
Li, Guodong
2
Li, Wai Keung
2
Patton, Andrew J.
2
Potiron, Yoann
2
Taylor, James W.
2
Wang, Bin
2
Xiu, Dacheng
2
Zhang, Congshan
2
Zhang, Zhiyuan
2
Zheng, Xinghua
2
Zheng, Xu
2
Zhu, Ke
2
Zu, Yang
2
Abraham, Bovas
1
Ahn, Dong-Hyun
1
Ahsan, Nazmul
1
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Journal of econometrics
Journal of forecasting
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
54
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
Documento de trabajo
7
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ECONIS (ZBW)
137
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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
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:
4
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:
5
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:
6
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:
7
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:
8
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
Saved in:
9
Forecasting Bitcoin volatility : a new insight from the threshold regression model
Zhang, Yaojie
;
He, Mengxi
;
Wen, Danyan
;
Wang, Yudong
- In:
Journal of forecasting
41
(
2022
)
3
,
pp. 633-652
Persistent link: https://www.econbiz.de/10013166172
Saved in:
10
Nonparametric jump variation measures from options
Todorov, Viktor
- In:
Journal of econometrics
230
(
2022
)
2
,
pp. 255-280
Persistent link: https://www.econbiz.de/10013463804
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