//--> //--> //--> //-->
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:"Stochastic process"
subject:"Volatility"
~isPartOf:"Journal of empirical finance"
~subject:"Theorie"
~subject:"Time series analysis"
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 theory"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Stochastic process
Volatility
Theorie
Time series analysis
Estimation theory
76
Schätztheorie
76
Zeitreihenanalyse
24
Estimation
22
Schätzung
22
Volatilität
20
Capital income
19
Kapitaleinkommen
19
Theory
18
ARCH model
13
ARCH-Modell
13
Forecasting model
12
Prognoseverfahren
12
Portfolio selection
11
Portfolio-Management
11
Börsenkurs
10
Share price
10
Stochastischer Prozess
10
Autocorrelation
9
Autokorrelation
9
Statistical distribution
8
Statistische Verteilung
8
Correlation
7
Korrelation
7
Nichtparametrisches Verfahren
7
Nonparametric statistics
7
Yield curve
7
Zinsstruktur
7
CAPM
6
USA
6
United States
6
Regression analysis
5
Regressionsanalyse
5
Bayes-Statistik
4
Bayesian inference
4
Interest rate
4
more ...
less ...
Online availability
All
Undetermined
16
Free
1
Type of publication
All
Article
47
Book / Working Paper
2
Type of publication (narrower categories)
All
Article in journal
48
Aufsatz in Zeitschrift
48
Collection of articles of several authors
2
Sammelwerk
2
Conference proceedings
1
Konferenzschrift
1
Language
All
English
49
Author
All
Baillie, Richard
2
Kim, Chang-Jin
2
Kristensen, Dennis
2
McKenzie, Michael D.
2
Nelson, Charles R.
2
Rahbek, Anders
2
Satchell, Stephen
2
Scaillet, Olivier
2
Wongwachara, Warapong
2
Abergel, Frédéric
1
Agosto, Arianna
1
Amado, Cristina
1
Asai, Manabu
1
Astill, Sam
1
Ball, Clifford A.
1
Bekaert, Geert
1
Berens, Tobias
1
Bohn Nielsen, Heino
1
Broze, Laurence
1
Campbell, John Y.
1
Cavaliere, Giuseppe
1
Chambers, Marcus J.
1
Chan, Chia-ying
1
Cheng, Wan-hsiu
1
Chourdakis, Kyriakos
1
Creel, Michael D.
1
D'Addona, Stefano
1
Dacorogna, Michel M.
1
Dalla, Violetta
1
Daníelsson, Jón
1
Dark, Jonathan
1
Dolatabadi, Sepideh
1
Dotsis, George
1
Fornari, Fabio
1
Ghose, Devajyoti
1
Ghosh, Anisha
1
Gouriéroux, Christian
1
Granger, C. W. J.
1
Hao, Hong-Xia
1
Harvey, Andrew C.
1
more ...
less ...
Institution
All
HFDF <1, 1995, Zürich>
1
Published in...
All
Journal of empirical finance
Journal of econometrics
692
Economics letters
480
Econometric theory
402
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
311
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
245
Econometric reviews
210
Discussion paper / Tinbergen Institute
167
Série des documents de travail / Centre de Recherche en Économie et Statistique
164
Journal of applied econometrics
146
Journal of quantitative economics : official journal of the Indian Econometric Society
139
The review of economics and statistics
124
Oxford bulletin of economics and statistics
112
Working paper / National Bureau of Economic Research, Inc.
101
Discussion paper / Center for Economic Research, Tilburg University
94
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
86
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
86
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
84
International journal of forecasting
84
Journal of forecasting
83
Applied economics
81
CORE discussion paper : DP
81
Cowles Foundation discussion paper
79
Statistical papers
79
Working paper / Department of Econometrics and Business Statistics, Monash University
76
CREATES research paper
75
The econometrics journal
73
Working paper series
68
Technical working paper / National Bureau of Economic Research
67
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
64
The review of economic studies
63
Economic modelling
61
International economic review
60
SFB 649 discussion paper
59
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
59
Metrika : international journal for theoretical and applied statistics
58
Annales d'économie et de statistique
57
Applied economics letters
57
American journal of agricultural economics
56
Discussion paper series / IZA
52
Econometrics : open access journal
51
more ...
less ...
Source
All
ECONIS (ZBW)
49
Showing
1
-
10
of
49
Sort
Relevance
Date (newest first)
Date (oldest first)
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
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:
3
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:
4
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:
5
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:
6
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:
7
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:
8
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:
9
A fractionally cointegrated VAR model with deterministic trends and application to commodity futures markets
Dolatabadi, Sepideh
;
Nielsen, Morten Ørregaard
;
Xu, Ke
- In:
Journal of empirical finance
38
(
2016
),
pp. 623-639
Persistent link: https://www.econbiz.de/10011663388
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:
1
2
3
4
5
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->