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subject:"Share price"
subject:"Volatilität"
~isPartOf:"Econometric reviews"
~isPartOf:"Journal of financial economics"
~subject:"Statistische Methodenlehre"
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Share price
Volatilität
Statistische Methodenlehre
Estimation theory
466
Schätztheorie
466
Theorie
141
Theory
141
Time series analysis
88
Zeitreihenanalyse
88
Nichtparametrisches Verfahren
82
Nonparametric statistics
82
Regression analysis
69
Regressionsanalyse
69
Estimation
63
Schätzung
63
Statistical test
59
Statistischer Test
59
Panel
57
Panel study
57
Method of moments
37
Momentenmethode
37
Autocorrelation
29
Autokorrelation
29
Statistical theory
28
Volatility
26
Cointegration
24
Bootstrap approach
23
Bootstrap-Verfahren
23
Kointegration
23
Modellierung
23
Scientific modelling
23
Simulation
22
Monte Carlo simulation
21
Monte-Carlo-Simulation
21
Statistical distribution
21
Statistische Verteilung
21
Maximum likelihood estimation
20
Maximum-Likelihood-Schätzung
20
Kleinste-Quadrate-Methode
18
Least squares method
18
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18
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57
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59
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Teräsvirta, Timo
4
Maasoumi, Esfandiar
3
Bera, Anil K.
2
Boswijk, Herman Peter
2
King, Maxwell L.
2
McAleer, Michael
2
Amado, Cristina
1
Andrews, Donald W. K.
1
Bakshi, Gurdip S.
1
Bekaert, Geert
1
Bennedsen, Mikkel
1
Bermudez, P. de Zea
1
Bollerslev, Tim
1
Brandt, Michael W.
1
Brooks, Robert
1
Brownlees, Christian
1
Cai, Yuzhi
1
Cai, Zongwu
1
Catani, Paul
1
Cavaliere, Giuseppe
1
Chen, Qiang
1
Chinco, Alex
1
Cho, Jin Seo
1
Chu, Chia-shang James
1
Cordeiro, Gauss M.
1
Cremers, Martijn
1
Cribari-Neto, Francisco
1
Dangl, Thomas
1
De Angelis, Luca
1
DeLima, Pedro J. F.
1
Dolado, Juan J.
1
Fleckenstein, Matthias
1
Fornari, Fabio
1
Galbraith, John W.
1
Gandhi, Priyank
1
Godfrey, L. G.
1
González-Rivera, Gloria
1
Gray, Stephen
1
Gu, Wentao
1
Halling, Michael
1
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Econometric reviews
Journal of financial economics
Journal of econometrics
162
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
76
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
54
Economics letters
53
Econometric theory
38
Discussion paper / Tinbergen Institute
36
Journal of empirical finance
27
Journal of financial econometrics : official journal of the Society for Financial Econometrics
21
Economic modelling
20
Journal of banking & finance
20
NBER Working Paper
20
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
20
Quantitative finance
18
Working paper / Department of Econometrics and Business Statistics, Monash University
18
CREATES research paper
17
Finance research letters
17
Série des documents de travail / Centre de Recherche en Économie et Statistique
17
CORE discussion paper : DP
15
Journal of financial econometrics
15
Working paper
15
International journal of forecasting
14
International journal of theoretical and applied finance
14
Journal of forecasting
14
The North American journal of economics and finance : a journal of financial economics studies
14
The econometrics journal
14
Econometrics : open access journal
13
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
13
International journal of economics and financial issues : IJEFI
13
Journal of risk and financial management : JRFM
13
SFB 649 discussion paper
13
Technical working paper / National Bureau of Economic Research
13
Discussion paper
12
Europäische Hochschulschriften / 5
12
NBER working paper series
12
Oxford bulletin of economics and statistics
12
Working paper / National Bureau of Economic Research, Inc.
12
Working paper series
12
Cambridge working papers in economics
11
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
11
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1
Adaptive information-based methods for determining the co-integration rank in heteroskedastic VAR models
Boswijk, Herman Peter
;
Cavaliere, Giuseppe
;
De Angelis, Luca
- In:
Econometric reviews
42
(
2023
)
9/10
,
pp. 725-757
Persistent link: https://www.econbiz.de/10014420355
Saved in:
2
Comprehensively testing linearity hypothesis using the smooth transition autoregressive model
Seong, Dakyung
;
Cho, Jin Seo
;
Teräsvirta, Timo
- In:
Econometric reviews
41
(
2022
)
8
,
pp. 966-984
Persistent link: https://www.econbiz.de/10013364922
Saved in:
3
Treasury yield implied volatility and real activity
Cremers, Martijn
;
Fleckenstein, Matthias
;
Gandhi, Priyank
- In:
Journal of financial economics
140
(
2021
)
2
,
pp. 412-435
Persistent link: https://www.econbiz.de/10012650450
Saved in:
4
Estimating the anomaly base rate
Chinco, Alex
;
Neuhierl, Andreas
;
Weber, Michael
- In:
Journal of financial economics
140
(
2021
)
1
,
pp. 101-126
Persistent link: https://www.econbiz.de/10013188625
Saved in:
5
Asymptotic properties of bubble monitoring tests
Kurozumi, Eiji
- In:
Econometric reviews
39
(
2020
)
5
,
pp. 510-538
Persistent link: https://www.econbiz.de/10012181408
Saved in:
6
On the estimation of integrated volatility in the presence of jumps and microstructure noise
Brownlees, Christian
;
Nualart, Eulalia
;
Sun, Yucheng
- In:
Econometric reviews
39
(
2020
)
10
,
pp. 991-1013
Persistent link: https://www.econbiz.de/10012406198
Saved in:
7
Data cloning estimation for asymmetric stochastic volatility models
Bermudez, P. de Zea
;
Marín, J. Miguel
;
Veiga, Helena
- In:
Econometric reviews
39
(
2020
)
10
,
pp. 1057-1074
Persistent link: https://www.econbiz.de/10012406209
Saved in:
8
Semiparametric estimation and inference on the fractal index of Gaussian and conditionally Gaussian time series data
Bennedsen, Mikkel
- In:
Econometric reviews
39
(
2020
)
9
,
pp. 875-903
Persistent link: https://www.econbiz.de/10012295586
Saved in:
9
Bias-corrected realized variance
Yeh, Jin-huei
;
Wang, Jying-Nan
- In:
Econometric reviews
38
(
2019
)
2
,
pp. 170-192
Persistent link: https://www.econbiz.de/10012180719
Saved in:
10
A nonparametric specification test for the volatility functions of diffusion processes
Chen, Qiang
;
Hu, Meidi
;
Song, Xiaojun
- In:
Econometric reviews
38
(
2019
)
5
,
pp. 557-576
Persistent link: https://www.econbiz.de/10012181335
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