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subject:"Schätzung"
subject:"Statistical theory"
~isPartOf:"Journal of forecasting"
~source:"econis"
~subject:"Volatilität"
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Search: subject_exact:"Estimation theory"
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Schätzung
Statistical theory
Volatilität
Estimation theory
123
Schätztheorie
123
Forecasting model
71
Prognoseverfahren
71
Time series analysis
54
Zeitreihenanalyse
54
Theorie
45
Theory
45
Estimation
18
Regression analysis
17
Regressionsanalyse
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Markov-Kette
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Bayes-Statistik
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Maximum likelihood estimation
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Maximum-Likelihood-Schätzung
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Robust statistics
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Robustes Verfahren
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Statistical distribution
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Statistische Verteilung
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Causality analysis
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Forecast
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26
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Chan, Ngai Hang
2
Taylor, James W.
2
Abraham, Bovas
1
Ai, Chunrong
1
An, Yang
1
Balakrishna, N.
1
Ben-Zion, Uri
1
Bermejo, Miguel Ángel
1
Blanco-Fernández, Ángela
1
Brou, Jean Marcelin Bosson
1
Brännäs, Kurt
1
Chen, Bei
1
Clark, Todd E.
1
Doran, Howard E.
1
Eidestedt, Richard
1
Ekberg, Stefan
1
Fei, Tianlun
1
Ferrara, Laurent
1
Fischer, Henning
1
Gel, Yulia R.
1
Gooijer, Jan G. de
1
Guo, Mengmeng
1
Guégan, Dominique
1
He, Mengxi
1
Hu, Yu-pin
1
Härdle, Wolfgang
1
Jeon, Jooyoung
1
Kamdem, Alain Constant
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Ke, Tsung-han
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Kouassi, Eugène
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Li, Zhenwei
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Liu, Xiaoquan
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Lyhagen, Johan
1
Ma, Zhiren
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Mougoué, Mbodja
1
Neftci, Salih N.
1
Nonejad, Nima
1
Pajhede, Thor
1
Palma, Wilfredo
1
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Journal of forecasting
Journal of econometrics
310
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
172
Economics letters
146
Econometric reviews
96
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
66
Discussion paper / Tinbergen Institute
60
Applied economics letters
59
NBER Working Paper
59
Discussion paper series / IZA
58
Economic modelling
58
Econometric theory
55
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
55
CEMMAP working papers / Centre for Microdata Methods and Practice
49
NBER working paper series
47
Working paper / Department of Econometrics and Business Statistics, Monash University
47
Applied economics
46
Journal of applied econometrics
44
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
44
The econometrics journal
39
Working paper
38
Working paper / National Bureau of Economic Research, Inc.
38
Journal of banking & finance
37
Discussion paper
35
Journal of empirical finance
34
International journal of forecasting
33
CESifo working papers
32
Econometrics : open access journal
32
IZA Discussion Paper
32
Quantitative economics : QE ; journal of the Econometric Society
31
Journal of the American Statistical Association : JASA
29
Discussion papers / CEPR
28
The review of economics and statistics
28
CREATES research paper
27
Empirical economics : a quarterly journal of the Institute for Advanced Studies
26
Computational economics
25
Journal of financial econometrics : official journal of the Society for Financial Econometrics
25
Finance research letters
23
International journal of economics and financial issues : IJEFI
23
SFB 649 discussion paper
23
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ECONIS (ZBW)
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1
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:
2
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:
3
Large covariance estimation using a factor model with common and group-specific factors
Shi, Yafeng
;
Ai, Chunrong
;
Shi, Yanlong
;
Ying, Tingting
; …
- In:
Journal of forecasting
42
(
2023
)
8
,
pp. 2217-2248
Persistent link: https://www.econbiz.de/10014432877
Saved in:
4
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:
5
Adaptive interest rate modelling
Guo, Mengmeng
;
Härdle, Wolfgang
- In:
Journal of forecasting
36
(
2017
)
3
,
pp. 241-256
Persistent link: https://www.econbiz.de/10011729251
Saved in:
6
Short‐term stock price prediction based on limit order book dynamics
An, Yang
;
Chan, Ngai Hang
- In:
Journal of forecasting
36
(
2017
)
5
,
pp. 541-556
Persistent link: https://www.econbiz.de/10011860685
Saved in:
7
Backtesting value‐at‐risk : a generalized Markov test
Pajhede, Thor
- In:
Journal of forecasting
36
(
2017
)
5
,
pp. 597-613
Persistent link: https://www.econbiz.de/10011860704
Saved in:
8
Robust estimation of conditional variance of time series using density power divergences
Park, Jin‐Hong
;
Sriram, T. N.
- In:
Journal of forecasting
36
(
2017
)
6
,
pp. 703-717
Persistent link: https://www.econbiz.de/10011861411
Saved in:
9
Modeling and forecasting aggregate stock market volatility in unstable environments using mixture innovation regressions
Nonejad, Nima
- In:
Journal of forecasting
36
(
2017
)
6
,
pp. 718-740
Persistent link: https://www.econbiz.de/10011861413
Saved in:
10
Predicting stock return volatility : can we benefit from regression models for return intervals?
Fischer, Henning
;
Blanco-Fernández, Ángela
;
Winker, Peter
- In:
Journal of forecasting
35
(
2016
)
2
,
pp. 113-146
Persistent link: https://www.econbiz.de/10011580244
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