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subject:"Stochastischer Prozess"
subject:"Volatility"
~isPartOf:"Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria"
~isPartOf:"Finance research letters"
~isPartOf:"Journal of econometrics"
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Stochastischer Prozess
Volatility
Estimation theory
1,887
Schätztheorie
1,887
Theorie
433
Theory
433
Zeitreihenanalyse
353
Time series analysis
352
Nichtparametrisches Verfahren
339
Nonparametric statistics
339
Regression analysis
295
Regressionsanalyse
295
Estimation
282
Schätzung
278
Panel
169
Panel study
169
Statistical test
161
Statistischer Test
161
Volatilität
132
Method of moments
102
Momentenmethode
101
Forecasting model
95
Prognoseverfahren
95
Maximum likelihood estimation
86
Maximum-Likelihood-Schätzung
86
Autocorrelation
84
Autokorrelation
84
Induktive Statistik
83
Statistical inference
83
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80
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80
Cointegration
75
Kointegration
74
Instrumental variables
72
Statistical distribution
71
Statistische Verteilung
71
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69
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66
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English
163
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Todorov, Viktor
10
Tauchen, George Eugene
7
Andersen, Torben
6
Li, Jia
6
Zakoïan, Jean-Michel
6
Francq, Christian
5
Kim, Donggyu
5
Li, Yingying
5
Mykland, Per A.
4
Park, Joon Y.
4
Aït-Sahalia, Yacine
3
Bollerslev, Tim
3
Li, Dong
3
Li, Guodong
3
Meddahi, Nour
3
Varneskov, Rasmus Tangsgaard
3
Wang, Yazhen
3
Zhang, Lan
3
Zhu, Ke
3
Chen, Song Xi
2
Clinet, Simon
2
Fan, Jianqing
2
Gallant, A. Ronald
2
Gouriéroux, Christian
2
Grynkiv, Iaryna
2
Jasiak, Joann
2
Kong, Xin-Bing
2
Koopman, Siem Jan
2
Li, Muyi
2
Li, Wai Keung
2
Lieberman, Offer
2
Patton, Andrew J.
2
Phillips, Peter C. B.
2
Potiron, Yoann
2
Sibbertsen, Philipp
2
Taylor, Robert
2
Wang, Bin
2
Wu, Xinyu
2
Xiu, Dacheng
2
Zhang, Congshan
2
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
Finance research letters
Journal of econometrics
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
48
Discussion paper / Tinbergen Institute
37
Economics letters
35
Econometric reviews
29
Economic modelling
27
CREATES research paper
26
Econometric theory
24
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
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
Série des documents de travail / Centre de Recherche en Économie et Statistique
10
Insurance / Mathematics & economics
9
NBER Working Paper
9
Working paper
9
Handbook of financial time series
8
International journal of economics and financial issues : IJEFI
8
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ECONIS (ZBW)
163
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1
Nonparametric statistical inference for stochastic optimal control problems and its applications for financial investment
Yang, Liu
;
Liang, Yanzi
;
Lan, Xinchen
;
Lu, Zheng
- In:
Finance research letters
64
(
2024
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014531668
Saved in:
2
Asymptotic F test in regressions with observations collected at high frequency over long span
Pellatt, Daniel F.
;
Sun, Yixiao
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1281-1309
Persistent link: https://www.econbiz.de/10014471377
Saved in:
3
Parametric estimation of long memory in factor models
Ergemen, Yunus Emre
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1483-1499
Persistent link: https://www.econbiz.de/10014471404
Saved in:
4
A new generalized exponentially weighted moving average quantile model and its statistical inference
Zhu, Ke
- In:
Journal of econometrics
237
(
2023
)
1
,
pp. 1-25
Persistent link: https://www.econbiz.de/10014471471
Saved in:
5
Volatility measurement with pockets of extreme return persistence
Andersen, Torben
;
Li, Yingying
;
Todorov, Viktor
;
Zhou, Bo
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014471793
Saved in:
6
Recurrent neural network based parameter estimation of Hawkes model on high-frequency financial data
Lee, Kyungsub
- In:
Finance research letters
55
(
2023
)
1
,
pp. 1-6
Persistent link: https://www.econbiz.de/10014473319
Saved in:
7
Do extreme range estimators improve realized volatility forecasts? : evidence from G7 Stock Markets
Korkusuz, Burak
;
Kambouroudis, Dimos
;
McMillan, David G.
- In:
Finance research letters
55
(
2023
)
2
,
pp. 1-7
Persistent link: https://www.econbiz.de/10014473523
Saved in:
8
The Chinese oil futures volatility : evidence from high-low estimator information
Huang, Xiaozhou
;
Wang, Yubao
;
Song, Juan
- In:
Finance research letters
56
(
2023
),
pp. 1-4
Persistent link: https://www.econbiz.de/10014473684
Saved in:
9
Challenging golden standards in EWMA smoothing parameter calibration based on realized covariance measures
Hartkopf, Jan Patrick
;
Reh, Laura
- In:
Finance research letters
56
(
2023
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014473708
Saved in:
10
Semiparametric estimation of latent variable asset pricing models
Dalderop, Jeroen
- In:
Journal of econometrics
236
(
2023
)
1
,
pp. 1-30
Persistent link: https://www.econbiz.de/10014332225
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