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subject:"Stochastischer Prozess"
subject:"Volatility"
~accessRights:"restricted"
~isPartOf:"Journal of empirical finance"
~isPartOf:"The econometrics journal"
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Stochastischer Prozess
Volatility
Estimation theory
124
Schätztheorie
124
Nichtparametrisches Verfahren
28
Nonparametric statistics
28
Regression analysis
27
Regressionsanalyse
27
Time series analysis
26
Zeitreihenanalyse
26
Estimation
24
Schätzung
24
Panel
18
Panel study
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Statistical test
15
Statistischer Test
15
Volatilität
14
Forecasting model
13
Prognoseverfahren
13
Capital income
11
Correlation
11
Kapitaleinkommen
11
Korrelation
11
ARCH model
10
ARCH-Modell
10
Instrumental variables
10
Statistical distribution
10
Statistische Verteilung
10
Bootstrap approach
9
Bootstrap-Verfahren
9
Induktive Statistik
9
Statistical inference
9
Autocorrelation
8
IV-Schätzung
8
Modellierung
8
Portfolio selection
8
Portfolio-Management
8
Scientific modelling
8
VAR model
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VAR-Modell
8
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English
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Kristensen, Dennis
2
Agosto, Arianna
1
Cavaliere, Giuseppe
1
Creel, Michael D.
1
D'Addona, Stefano
1
Dalla, Violetta
1
Ghosh, Anisha
1
Götz, Thomas B.
1
Hao, Hong-Xia
1
Hauzenberger, Klemens
1
Hounyo, Ulrich
1
Hubner, Stefan
1
Jondeau, Eric
1
Kang, Kyu Ho
1
Kinnunen, Jyri
1
Lee, Cheol Woo
1
Lee, Kyungsub
1
Lin, Jin-Guan
1
Linton, Oliver
1
Marinelli, Carlo
1
Rahbek, Anders
1
Seo, Byoung Ki
1
Veliyev, Bezirgen
1
Wu, Jilin
1
Xiao, Zhijie
1
Ye, Xu-Guo
1
Zhao, Yan-Yong
1
Zoubi, Haitham al-
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Journal of empirical finance
The econometrics journal
Journal of econometrics
90
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
25
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
20
Econometric reviews
18
Economics letters
16
Economic modelling
15
Finance research letters
15
International journal of forecasting
15
Econometric theory
13
Journal of financial econometrics
13
Quantitative finance
12
The North American journal of economics and finance : a journal of financial economics studies
10
Computational economics
8
European journal of operational research : EJOR
8
Journal of banking & finance
7
Journal of forecasting
7
Operations research
7
Insurance / Mathematics & economics
6
Journal of quantitative economics
6
Journal of risk
6
Operations research letters
6
Decisions in economics and finance : DEF ; a journal of applied mathematics
5
Discussion papers / CEPR
5
Energy economics
5
International journal of financial engineering
5
Journal of mathematical finance
5
Journal of time series econometrics
5
Mathematics of operations research
5
Empirical economics : a quarterly journal of the Institute for Advanced Studies
4
Finance and stochastics
4
International journal of production research
4
Journal of financial econometrics : official journal of the Society for Financial Econometrics
4
The journal of risk model validation
4
Theoretical economics letters
4
Applied economics
3
Applied economics letters
3
Discussion paper / Centre for Economic Policy Research
3
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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ECONIS (ZBW)
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1
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:
2
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:
3
Large mixed-frequency VARs with a parsimonious time-varying parameter structure
Götz, Thomas B.
;
Hauzenberger, Klemens
- In:
The econometrics journal
24
(
2021
)
3
,
pp. 442-461
Persistent link: https://www.econbiz.de/10012620715
Saved in:
4
Quantile-based smooth transition value at risk estimation
Hubner, Stefan
;
Čížek, Pavel
- In:
The econometrics journal
22
(
2019
)
3
,
pp. 241-261
Persistent link: https://www.econbiz.de/10012166749
Saved in:
5
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:
6
Testing for changing volatility
Wu, Jilin
;
Xiao, Zhijie
- In:
The econometrics journal
21
(
2018
)
2
,
pp. 192-217
Persistent link: https://www.econbiz.de/10012166609
Saved in:
7
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:
8
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:
9
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:
10
Validity of Edgeworth expansions for realized volatility estimators
Hounyo, Ulrich
;
Veliyev, Bezirgen
- In:
The econometrics journal
19
(
2016
)
1
,
pp. 1-32
Persistent link: https://www.econbiz.de/10011487524
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