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subject:"Nichtparametrisches Verfahren"
subject:"Volatilität"
~isPartOf:"Journal of empirical finance"
~subject:"ARCH model"
~subject:"Maximum likelihood estimation"
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Nichtparametrisches Verfahren
Volatilität
ARCH model
Maximum likelihood estimation
Estimation theory
76
Schätztheorie
76
Time series analysis
24
Zeitreihenanalyse
24
Estimation
22
Schätzung
22
Volatility
20
Capital income
19
Kapitaleinkommen
19
Theorie
18
Theory
18
ARCH-Modell
13
Forecasting model
12
Prognoseverfahren
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Portfolio selection
11
Portfolio-Management
11
Börsenkurs
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Share price
10
Stochastic process
10
Stochastischer Prozess
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Autocorrelation
9
Autokorrelation
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Statistical distribution
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Statistische Verteilung
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Correlation
7
Korrelation
7
Nonparametric statistics
7
Yield curve
7
Zinsstruktur
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CAPM
6
USA
6
United States
6
Regression analysis
5
Regressionsanalyse
5
Bayes-Statistik
4
Bayesian inference
4
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4
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32
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32
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English
32
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Kristensen, Dennis
2
Abergel, Frédéric
1
Agosto, Arianna
1
Amado, Cristina
1
Asai, Manabu
1
Bauwens, Luc
1
Berens, Tobias
1
Cavaliere, Giuseppe
1
Cheng, Wan-hsiu
1
Chourdakis, Kyriakos
1
Creel, Michael D.
1
D'Addona, Stefano
1
Dalla, Violetta
1
Daníelsson, Jón
1
Dark, Jonathan
1
De Backer, Bruno
1
De Nard, Gianluca
1
Dotsis, George
1
Dufays, Arnaud
1
Fornari, Fabio
1
Ghosh, Anisha
1
Gospodinov, Nikolaj
1
Hao, Hong-Xia
1
Harvey, Andrew C.
1
He, Xue-zhong
1
Hirukawa, Masayuki
1
Hung, Jui-cheng
1
Huth, Nicolas
1
Jackson, David
1
Jondeau, Eric
1
Kang, Kyu Ho
1
King, Maxwell L.
1
Kinnunen, Jyri
1
Lee, Cheol Woo
1
Lee, Kyungsub
1
Li, Minqiang
1
Li, Youwei
1
Lin, Jin-Guan
1
Linton, Oliver
1
Marinelli, Carlo
1
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Journal of empirical finance
Journal of econometrics
497
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
171
Econometric theory
151
Economics letters
134
CEMMAP working papers / Centre for Microdata Methods and Practice
131
Econometric reviews
120
Journal of the American Statistical Association : JASA
89
The econometrics journal
84
Discussion paper / Tinbergen Institute
81
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
51
Discussion papers of interdisciplinary research project 373
49
Working paper / Department of Econometrics and Business Statistics, Monash University
49
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
46
CREATES research paper
43
SFB 649 discussion paper
43
Quantitative economics : QE ; journal of the Econometric Society
41
Cowles Foundation discussion paper
40
Discussion paper series / IZA
40
European journal of operational research : EJOR
38
Série des documents de travail / Centre de Recherche en Économie et Statistique
38
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
37
Economic modelling
36
Econometrics : open access journal
35
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
32
Econometrics papers
32
Computational economics
31
Cowles Foundation Discussion Paper
31
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
31
International journal of forecasting
31
NBER Working Paper
31
Journal of financial econometrics : official journal of the Society for Financial Econometrics
30
Applied economics letters
28
Insurance / Mathematics & economics
27
Applied economics
26
Journal of risk and financial management : JRFM
26
NBER working paper series
25
Boston College working papers in economics
24
Discussion paper / Center for Economic Research, Tilburg University
24
Journal of banking & finance
24
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ECONIS (ZBW)
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1
An adaptive long memory conditional correlation model
Dark, Jonathan
- In:
Journal of empirical finance
75
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014491877
Saved in:
2
Using, taming or avoiding the factor zoo? : a double-shrinkage estimator for covariance matrices
De Nard, Gianluca
;
Zhao, Zhao
- In:
Journal of empirical finance
72
(
2023
),
pp. 23-35
Persistent link: https://www.econbiz.de/10014476795
Saved in:
3
Estimating and testing skewness in a stochastic volatility model
Lee, Cheol Woo
;
Kang, Kyu Ho
- In:
Journal of empirical finance
72
(
2023
),
pp. 445-467
Persistent link: https://www.econbiz.de/10014476881
Saved in:
4
Estimation with mixed data frequencies : a bias-correction approach
Ghosh, Anisha
;
Linton, Oliver
- In:
Journal of empirical finance
74
(
2023
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014477062
Saved in:
5
Bond and option prices with permanent shocks
Zoubi, Haitham al-
- In:
Journal of empirical finance
53
(
2019
),
pp. 272-290
Persistent link: https://www.econbiz.de/10012171645
Saved in:
6
Dynamic cross-autocorrelation in stock returns
Kinnunen, Jyri
- In:
Journal of empirical finance
40
(
2017
),
pp. 162-173
Persistent link: https://www.econbiz.de/10011744473
Saved in:
7
Marked Hawkes process modeling of price dynamics and volatility estimation
Lee, Kyungsub
;
Seo, Byoung Ki
- In:
Journal of empirical finance
40
(
2017
),
pp. 174-200
Persistent link: https://www.econbiz.de/10011745018
Saved in:
8
Nonparametric estimates of pricing functionals
Marinelli, Carlo
;
D'Addona, Stefano
- In:
Journal of empirical finance
44
(
2017
),
pp. 19-35
Persistent link: https://www.econbiz.de/10011817977
Saved in:
9
Testing against changing correlation
Harvey, Andrew C.
;
Thiele, Stephen
- In:
Journal of empirical finance
38
(
2016
),
pp. 575-589
Persistent link: https://www.econbiz.de/10011663373
Saved in:
10
Modeling corporate defaults : poisson autoregressions with exogenous covariates (PARX)
Agosto, Arianna
;
Cavaliere, Giuseppe
;
Kristensen, Dennis
; …
- In:
Journal of empirical finance
38
(
2016
),
pp. 640-663
Persistent link: https://www.econbiz.de/10011663393
Saved in:
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