//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
subject:"Schock"
subject:"Volatilität"
~isPartOf:"Journal of econometrics"
~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~type_genre:"Article in journal"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Estimation"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Schock
Volatilität
Estimation
661
Schätzung
656
Estimation theory
249
Schätztheorie
249
Theorie
243
Theory
243
Time series analysis
175
Zeitreihenanalyse
175
Volatility
144
Nichtparametrisches Verfahren
120
Nonparametric statistics
120
Panel
105
Panel study
105
Regression analysis
100
Regressionsanalyse
100
USA
86
United States
86
Capital income
82
Kapitaleinkommen
82
Forecasting model
78
Prognoseverfahren
78
Börsenkurs
71
Share price
71
Stochastic process
57
Stochastischer Prozess
57
ARCH model
56
ARCH-Modell
56
Bayes-Statistik
50
Bayesian inference
50
Markov chain
50
Markov-Kette
50
Cointegration
48
Kointegration
48
VAR model
42
VAR-Modell
42
Factor analysis
40
Faktorenanalyse
40
Statistical distribution
40
Statistische Verteilung
40
more ...
less ...
Online availability
All
Undetermined
125
Type of publication
All
Article
160
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
160
Language
All
English
160
Author
All
Todorov, Viktor
13
Bollerslev, Tim
8
Tauchen, George Eugene
7
Kim, Donggyu
5
Li, Jia
5
Andersen, Torben
4
Aït-Sahalia, Yacine
4
Francq, Christian
3
McAleer, Michael
3
Patton, Andrew J.
3
Wang, Yazhen
3
Xiu, Dacheng
3
Zakoïan, Jean-Michel
3
Asai, Manabu
2
Barigozzi, Matteo
2
Bibinger, Markus
2
Chan, Joshua
2
Chevallier, Julien
2
Christensen, Kim
2
Creal, Drew
2
Ergemen, Yunus Emre
2
Fabozzi, Frank J.
2
Fan, Jianqing
2
Gallo, Giampiero M.
2
Ghysels, Eric
2
Gribisch, Bastian
2
Grynkiv, Iaryna
2
Hallin, Marc
2
Harvey, Andrew C.
2
Kong, Xin-Bing
2
Koop, Gary
2
Li, Yingying
2
Paolella, Marc S.
2
Park, Joon Y.
2
Polak, Pawel
2
Quaedvlieg, Rogier
2
Račev, Svetlozar T.
2
Taylor, Robert
2
Thyrsgaard, Martin
2
Valkanov, Rossen I.
2
more ...
less ...
Published in...
All
Journal of econometrics
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
Applied economics
181
Economic modelling
173
Energy economics
167
International review of economics & finance : IREF
130
Finance research letters
129
The North American journal of economics and finance : a journal of financial economics studies
110
International review of financial analysis
108
Journal of international money and finance
104
Applied economics letters
102
Economics letters
97
Journal of banking & finance
96
Journal of empirical finance
83
Applied financial economics
80
Journal of international financial markets, institutions & money
73
Journal of economic dynamics & control
70
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
69
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
69
Research in international business and finance
69
The journal of futures markets
61
Journal of risk and financial management : JRFM
60
Journal of macroeconomics
58
International journal of finance & economics : IJFE
54
Macroeconomic dynamics
51
International journal of forecasting
49
Journal of monetary economics
47
The European journal of finance
47
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
47
Journal of international economics
46
Journal of financial economics
43
International Journal of Energy Economics and Policy : IJEEP
40
Journal of money, credit and banking : JMCB
39
Journal of applied econometrics
36
International journal of economics and finance
35
Pacific-Basin finance journal
35
Journal of financial econometrics : official journal of the Society for Financial Econometrics
34
Quantitative finance
34
International journal of economics and financial issues : IJEFI
33
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
32
more ...
less ...
Source
All
ECONIS (ZBW)
160
Showing
1
-
10
of
160
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Time-varying unobserved heterogeneity in earnings shocks
Botosaru, Irene
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1378-1393
Persistent link: https://www.econbiz.de/10014471381
Saved in:
2
Intraday cross-sectional distributions of systematic risk
Andersen, Torben
;
Riva, Raul
;
Thyrsgaard, Martin
; …
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1394-1418
Persistent link: https://www.econbiz.de/10014471397
Saved in:
3
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:
4
Score-driven models for realized volatility
Harvey, Andrew C.
;
Palumbo, Dario
- In:
Journal of econometrics
237
(
2023
)
2,2
,
pp. 1-14
Persistent link: https://www.econbiz.de/10014471522
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
High-dimensional conditionally Gaussian state space models with missing data
Chan, Joshua
;
Poon, Aubrey
;
Zhu, Dan
- In:
Journal of econometrics
236
(
2023
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014332310
Saved in:
7
Score-driven multi-regime Markov-switching EGARCH : empirical evidence using the Meixner distribution
Blazsek, Szabolcs
;
Haddad, Michel Ferreira Cardia
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
4
,
pp. 589-634
Persistent link: https://www.econbiz.de/10014372917
Saved in:
8
Moments, shocks and spillovers in Markov-switching VAR models
Kole, Erik
;
Dijk, Dick van
- In:
Journal of econometrics
236
(
2023
)
2
,
pp. 1-26
Persistent link: https://www.econbiz.de/10014365495
Saved in:
9
Time series estimation of the dynamic effects of disaster-type shocks
Davis, Richard A.
;
Ng, Serena
- In:
Journal of econometrics
235
(
2023
)
1
,
pp. 180-201
Persistent link: https://www.econbiz.de/10014434389
Saved in:
10
Scalable inference for a full multivariate stochastic volatility model
Dellaportas, Petros
;
Titsias, Michalis K.
;
Petrova, Katerina
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 501-520
Persistent link: https://www.econbiz.de/10014340078
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->