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subject:"Stichprobenerhebung"
type:"article"
~accessRights:"restricted"
~subject:"Volatilität"
~type_genre:"Article in journal"
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Search: subject_exact:"Estimation theory"
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Stichprobenerhebung
Volatilität
Estimation theory
4,611
Schätztheorie
4,611
Estimation
1,117
Schätzung
1,096
Time series analysis
882
Zeitreihenanalyse
882
Regression analysis
849
Regressionsanalyse
847
Nichtparametrisches Verfahren
680
Nonparametric statistics
680
Forecasting model
478
Prognoseverfahren
478
Volatility
394
Panel
387
Panel study
387
Statistical test
356
Statistischer Test
356
Statistical distribution
327
Statistische Verteilung
327
Bayesian inference
283
Bayes-Statistik
281
ARCH model
280
ARCH-Modell
280
Stochastic process
251
Stochastischer Prozess
251
Maximum likelihood estimation
245
Maximum-Likelihood-Schätzung
243
Capital income
240
Kapitaleinkommen
240
Correlation
230
Korrelation
229
Method of moments
224
Momentenmethode
223
Autocorrelation
209
Autokorrelation
207
Statistical inference
202
Bootstrap approach
200
Bootstrap-Verfahren
200
Induktive Statistik
199
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Online availability
All
Undetermined
Free
146
Type of publication
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Article
Type of publication (narrower categories)
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Article in journal
Aufsatz in Zeitschrift
541
Aufsatz im Buch
16
Book section
16
Conference paper
3
Konferenzbeitrag
3
Language
All
English
540
German
1
Author
All
Todorov, Viktor
10
Kumar, Dilip
9
Li, Jia
9
Mykland, Per A.
7
Kim, Donggyu
6
Li, Yingying
6
Maheswaran, S.
6
Tauchen, George Eugene
6
Andersen, Torben
5
Francq, Christian
5
Liu, Zhi
5
Bollerslev, Tim
4
Mancino, Maria Elvira
4
Nonejad, Nima
4
Potiron, Yoann
4
Sucarrat, Genaro
4
Wang, Yazhen
4
Wu, Xinyu
4
Zhang, Lan
4
Bauwens, Luc
3
Buccheri, Giuseppe
3
Clements, Adam
3
Escanciano, Juan Carlos
3
Jing, Bingyi
3
Kayal, Parthajit
3
Kim, Jong-Min
3
Kunitomo, Naoto
3
Lee, Kyungsub
3
Li, Guodong
3
Li, Wai Keung
3
Liu, Guangying
3
Otranto, Edoardo
3
Park, Joon Y.
3
Song, Yuping
3
Teräsvirta, Timo
3
Varneskov, Rasmus Tangsgaard
3
Wang, Bin
3
Yang, Xiye
3
Zakoïan, Jean-Michel
3
Zhang, Xinyu
3
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Published in...
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Journal of econometrics
98
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
25
Economics letters
23
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
18
Econometric reviews
16
Journal of financial econometrics
15
International journal of forecasting
14
Economic modelling
12
Finance research letters
12
Journal of empirical finance
11
Quantitative finance
11
The North American journal of economics and finance : a journal of financial economics studies
9
Computational economics
8
Econometric theory
8
The econometrics journal
8
Journal of quantitative economics
7
Applied economics
6
Journal of banking & finance
6
Journal of risk
6
Decisions in economics and finance : DEF ; a journal of applied mathematics
5
European journal of operational research : EJOR
5
International journal of financial engineering
5
Journal of forecasting
5
Journal of mathematical finance
5
Energy economics
4
Finance and stochastics
4
Insurance / Mathematics & economics
4
International journal of production research
4
Journal of financial econometrics : official journal of the Society for Financial Econometrics
4
Operations research
4
Operations research letters
4
The journal of risk model validation
4
Theoretical economics letters
4
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
3
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
3
Empirical economics : a quarterly journal of the Institute for Advanced Studies
3
IIMB management review
3
International journal of computational economics and econometrics : IJCEE
3
International journal of theoretical and applied finance
3
Journal of econometric methods
3
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ECONIS (ZBW)
541
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541
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1
Constructing copulas using corrected Hermite polynomial expansion for estimating cross foreign exchange volatility
Shiraya, Kenichiro
;
Yamakami, Tomohisa
- In:
European journal of operational research : EJOR
314
(
2024
)
3
,
pp. 1195-1214
Persistent link: https://www.econbiz.de/10014456946
Saved in:
2
Score-driven location plus scale models : asymptotic theory and an application to forecasting Dow Jones volatility
Blazsek, Szabolcs
;
Escribano, Álvaro
;
Licht, Adrian
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
28
(
2024
)
1
,
pp. 61-82
Persistent link: https://www.econbiz.de/10014506888
Saved in:
3
Prediction using many samples with models possibly containing partially shared parameters
Zhang, Xinyu
;
Liu, Huihang
;
Wei, Yizheng
;
Ma, Yanyuan
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
1
,
pp. 187-196
Persistent link: https://www.econbiz.de/10014449883
Saved in:
4
Outlier-robust methods for forecasting realized covariance matrices
Li, Dan
;
Drovandi, Christopher
;
Clements, Adam
- In:
International journal of forecasting
40
(
2024
)
1
,
pp. 392-408
Persistent link: https://www.econbiz.de/10014450278
Saved in:
5
Sample selection in linear panel data models with heterogeneous coefficients
Carlson, Alyssa
;
Joshi, Riju
- In:
Journal of applied econometrics
39
(
2024
)
2
,
pp. 237-255
Persistent link: https://www.econbiz.de/10014517326
Saved in:
6
Forecasting the equity premium using weighted regressions : Does the jump variation help?
Zhang, Zhikai
;
Zhang, Yaojie
;
Wang, Yudong
- In:
Empirical economics : a quarterly journal of the …
66
(
2024
)
5
,
pp. 2049-2082
Persistent link: https://www.econbiz.de/10014520108
Saved in:
7
The impact of deviations from soybean product crushing estimates on return and risk
Abdoh, Hussein
;
Chitavi, Michael
- In:
Agricultural economics : the journal of the …
55
(
2024
)
2
,
pp. 181-199
Persistent link: https://www.econbiz.de/10014517518
Saved in:
8
Volatility of volatility estimation : central limit theorems for the fourier transform estimator and empirical study of the daily time series stylized facts
Toscano, Giacomo
;
Livieri, Giulia
;
Mancino, Maria Elvira
; …
- In:
Journal of financial econometrics
22
(
2024
)
1
,
pp. 252-296
Persistent link: https://www.econbiz.de/10014526318
Saved in:
9
Dynamic covariance matrix estimation and portfolio analysis with high-frequency data
Jiang, Binyan
;
Liu, Cheng
;
Tang, Cheng Yong
- In:
Journal of financial econometrics
22
(
2024
)
2
,
pp. 461-491
Persistent link: https://www.econbiz.de/10014526333
Saved in:
10
Estimating risk in illiquid markets : a model of market friction with stochastic volatility
Buccheri, Giuseppe
;
Grassi, Stefano
;
Vocalelli, Giorgio
- In:
Journal of financial econometrics
22
(
2024
)
2
,
pp. 531-574
Persistent link: https://www.econbiz.de/10014526336
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