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subject:"Stochastischer Prozess"
subject:"Volatility"
~isPartOf:"Econometric reviews"
~isPartOf:"Econometric theory"
~isPartOf:"Série des documents de travail / Centre de Recherche en Économie et Statistique"
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Search: subject_exact:"Estimation theory"
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Stochastischer Prozess
Volatility
Estimation theory
1,396
Schätztheorie
1,396
Theorie
570
Theory
570
Time series analysis
273
Zeitreihenanalyse
273
Nichtparametrisches Verfahren
206
Nonparametric statistics
206
Regression analysis
166
Regressionsanalyse
166
Statistical test
103
Statistischer Test
103
Estimation
89
Schätzung
89
Panel
81
Panel study
81
Autocorrelation
62
Autokorrelation
62
Method of moments
59
Momentenmethode
59
Statistical theory
59
Statistische Methodenlehre
59
ARCH model
58
ARCH-Modell
58
Statistical distribution
55
Statistische Verteilung
55
Cointegration
48
Kointegration
47
Volatilität
41
Bootstrap approach
38
Bootstrap-Verfahren
38
Induktive Statistik
37
Modellierung
37
Scientific modelling
37
Statistical inference
37
Maximum likelihood estimation
36
Maximum-Likelihood-Schätzung
36
Monte Carlo simulation
34
Monte-Carlo-Simulation
34
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Undetermined
31
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1
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51
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12
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53
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10
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10
Graue Literatur
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4
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63
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Gouriéroux, Christian
3
Jasiak, Joann
3
Maasoumi, Esfandiar
3
Teräsvirta, Timo
3
Cavaliere, Giuseppe
2
Ghysels, Eric
2
Kanaya, Shin
2
Li, Dong
2
Li, Jia
2
McAleer, Michael
2
Renault, Eric
2
Taylor, Robert
2
Amado, Cristina
1
Arteche, Josu
1
Bandi, Federico M.
1
Bao, Yong
1
Bennedsen, Mikkel
1
Bermudez, P. de Zea
1
Bertholon, Henri
1
Blasques, Francisco
1
Boswijk, Herman Peter
1
Brownlees, Christian
1
Cai, Yuzhi
1
Cai, Zongwu
1
Catani, Paul
1
Chen, Qiang
1
Chen, Xiaohong
1
Christopeit, Norbert
1
Dauxois, Jean-Yves
1
De Angelis, Luca
1
Dong, Chaohua
1
Duffy, James A.
1
Fermanian, Jean-David
1
Fernandes, Marcelo
1
Fornari, Fabio
1
Francq, Christian
1
Galbraith, John W.
1
Gao, Jiti
1
Georgiev, Iliyan
1
Gu, Wentao
1
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Econometric reviews
Econometric theory
Série des documents de travail / Centre de Recherche en Économie et Statistique
Journal of econometrics
139
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
48
Discussion paper / Tinbergen Institute
37
Economics letters
35
Economic modelling
27
CREATES research paper
26
Journal of empirical finance
22
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
20
Journal of financial econometrics : official journal of the Society for Financial Econometrics
19
International journal of forecasting
17
Finance research letters
16
Quantitative finance
16
International journal of theoretical and applied finance
15
Journal of banking & finance
15
Journal of financial econometrics
15
SFB 649 discussion paper
15
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
14
European journal of operational research : EJOR
14
Journal of forecasting
14
Journal of risk and financial management : JRFM
14
The econometrics journal
14
Cowles Foundation discussion paper
13
Econometrics : open access journal
13
The North American journal of economics and finance : a journal of financial economics studies
12
Discussion papers of interdisciplinary research project 373
11
Mathematics of operations research
11
Computational economics
10
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
10
Finance and stochastics
10
Journal of mathematical finance
10
Operations research
10
Insurance / Mathematics & economics
9
NBER Working Paper
9
Working paper
9
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
8
Handbook of financial time series
8
International journal of economics and financial issues : IJEFI
8
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ECONIS (ZBW)
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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
Specification tests for univariate diffusions
Hurn, Stan
;
Martin, Vance
;
Xu, Lina
- In:
Econometric reviews
41
(
2022
)
6
,
pp. 607-632
Persistent link: https://www.econbiz.de/10013364897
Saved in:
3
Estimation of volatility functions in jump diffusions using truncated bipower increments
Kim, Jihyun
;
Park, Joon Y.
;
Wang, Bin
- In:
Econometric theory
37
(
2021
)
5
,
pp. 926-958
Persistent link: https://www.econbiz.de/10012656389
Saved in:
4
Efficient estimation of integrated volatility functionals under general volatility dynamics
Li, Jia
;
Liu, Yunxiao
- In:
Econometric theory
37
(
2021
)
4
,
pp. 664-707
Persistent link: https://www.econbiz.de/10012618196
Saved in:
5
Exact local whittle estimation in long memory time series with multiple poles
Arteche, Josu
- In:
Econometric theory
36
(
2020
)
6
,
pp. 1064-1098
Persistent link: https://www.econbiz.de/10012404090
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
Expansion and estimation of Lévy process functionals in nonlinear and nonstationary time series regression
Dong, Chaohua
;
Gao, Jiti
- In:
Econometric reviews
38
(
2019
)
2
,
pp. 125-150
Persistent link: https://www.econbiz.de/10012180710
Saved in:
10
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
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