//--> //--> //--> //-->
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:"Stochastischer Prozess"
subject:"Volatility"
~isPartOf:"Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund"
~isPartOf:"The econometrics journal"
~subject:"Statistical distribution"
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
Stochastischer Prozess
Volatility
Statistical distribution
Estimation theory
483
Schätztheorie
483
Regression analysis
131
Regressionsanalyse
131
Nichtparametrisches Verfahren
103
Nonparametric statistics
103
Time series analysis
73
Zeitreihenanalyse
73
Theorie
62
Theory
62
Statistical test
58
Statistischer Test
58
Estimation
41
Schätzung
41
Panel
39
Panel study
39
Robust statistics
31
Robustes Verfahren
31
Statistische Verteilung
25
Autocorrelation
22
Autokorrelation
21
Heteroscedasticity
21
Heteroskedastizität
21
Induktive Statistik
21
Statistical inference
21
Bootstrap approach
20
Bootstrap-Verfahren
20
Forecasting model
19
Modellierung
19
Prognoseverfahren
19
Scientific modelling
19
Correlation
16
Korrelation
16
Volatilität
16
ARCH model
15
ARCH-Modell
15
Instrumental variables
15
Kleinste-Quadrate-Methode
15
more ...
less ...
Online availability
All
Free
18
Undetermined
11
Type of publication
All
Article
29
Book / Working Paper
16
Type of publication (narrower categories)
All
Article in journal
29
Aufsatz in Zeitschrift
29
Arbeitspapier
16
Graue Literatur
16
Non-commercial literature
16
Working Paper
16
Forschungsbericht
1
more ...
less ...
Language
All
English
45
Author
All
Pawlitschko, Jörg
3
Dette, Holger
2
Gather, Ursula
2
Sibbertsen, Philipp
2
Wu, Ximing
2
Abadir, Karim Maher
1
Adams, Christopher P.
1
Bao, Yong
1
Bianchi, Michele Leonardo
1
Bissantz1, Nicolai
1
Bonney, George E.
1
Braess, Dietrich
1
Calzolari, Giorgio
1
Chen, Jia
1
Christensen, Kim
1
Coudin, Elise
1
Croux, Christophe
1
Danilov, Dmitry L.
1
Delgado, Miguel A.
1
Du, Zaichao
1
Dufour, Jean-Marie
1
Dümbgen, Lutz
1
Elliott, Robert J.
1
Fabozzi, Frank J.
1
Fan, Jianqing
1
Gao, Jiti
1
García, Andrés
1
Gelper, Sarah
1
Götz, Thomas B.
1
Hall, Peter
1
Hauzenberger, Klemens
1
Hoga, Yannick
1
Holzmann, Hajo
1
Hounyo, Ulrich
1
Hubner, Stefan
1
Höchstötter, Markus
1
Jakobsen, Martin Emil
1
Joachim, Kötting
1
Kim, Kyoo Il
1
Knight, John L.
1
more ...
less ...
Published in...
All
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
The econometrics journal
Journal of econometrics
187
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
70
Economics letters
55
Discussion paper / Tinbergen Institute
53
Insurance / Mathematics & economics
51
Econometric reviews
47
Econometric theory
47
CREATES research paper
30
Economic modelling
29
Journal of empirical finance
27
International journal of forecasting
26
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
25
European journal of operational research : EJOR
24
Statistics in transition : an international journal of the Polish Statistical Association
24
Econometrics : open access journal
23
Journal of the American Statistical Association : JASA
23
CEMMAP working papers / Centre for Microdata Methods and Practice
22
Discussion paper / Center for Economic Research, Tilburg University
22
Discussion papers of interdisciplinary research project 373
21
Finance research letters
21
Journal of financial econometrics : official journal of the Society for Financial Econometrics
21
SFB 649 discussion paper
21
Cowles Foundation discussion paper
20
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
20
Journal of banking & finance
20
Journal of financial econometrics
20
Journal of risk and financial management : JRFM
20
Série des documents de travail / Centre de Recherche en Économie et Statistique
20
Journal of forecasting
19
Quantitative finance
18
International journal of theoretical and applied finance
17
Journal of mathematical finance
16
Risks : open access journal
16
Computational economics
15
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
15
Applied economics
14
NBER Working Paper
14
Working papers / TSE : WP
14
more ...
less ...
Source
All
ECONIS (ZBW)
45
Showing
1
-
10
of
45
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Explicit minimal representation of variance matrices, and its implication for dynamic volatility models
Abadir, Karim Maher
- In:
The econometrics journal
26
(
2023
)
1
,
pp. 88-104
Persistent link: https://www.econbiz.de/10013543279
Saved in:
2
Distributional robustness of K-class estimators and the PULSE
Jakobsen, Martin Emil
;
Peters, Jonas
- In:
The econometrics journal
25
(
2022
)
2
,
pp. 404-432
Persistent link: https://www.econbiz.de/10013253842
Saved in:
3
Distribution regression in duration analysis : an application to unemployment spells
Delgado, Miguel A.
;
García, Andrés
;
Sant'Anna, Pedro H. C.
- In:
The econometrics journal
25
(
2022
)
3
,
pp. 675-698
Persistent link: https://www.econbiz.de/10013399857
Saved in:
4
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:
5
A guided nonparametric goodness-of-fit test with application to income distributions
Wen, Kuangyu
;
Wu, Ximing
- In:
The econometrics journal
22
(
2019
)
3
,
pp. 207-222
Persistent link: https://www.econbiz.de/10012166735
Saved in:
6
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:
7
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:
8
A sequential test for the specification of predictive densities
Lin, Juan
;
Wu, Ximing
- In:
The econometrics journal
20
(
2017
)
2
,
pp. 190-220
Persistent link: https://www.econbiz.de/10011757383
Saved in:
9
Testing for changes in (extreme) VaR
Hoga, Yannick
- In:
The econometrics journal
20
(
2017
)
1
,
pp. 23-51
Persistent link: https://www.econbiz.de/10011719962
Saved in:
10
An overview of the estimation of large covariance and precision matrices
Fan, Jianqing
;
Liao, Yuan
;
Liu, Han
- In:
The econometrics journal
19
(
2016
)
1
,
pp. 1-32
Persistent link: https://www.econbiz.de/10011487485
Saved in:
1
2
3
4
5
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->