//--> //--> //--> //-->
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:"Volatility"
type_genre:"Article in journal"
~accessRights:"restricted"
~subject:"Panel study"
~type_genre:"Government document"
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
Volatility
Panel study
Estimation theory
4,623
Schätztheorie
4,623
Estimation
1,119
Schätzung
1,098
Time series analysis
883
Zeitreihenanalyse
883
Regression analysis
852
Regressionsanalyse
850
Nichtparametrisches Verfahren
680
Nonparametric statistics
680
Forecasting model
479
Prognoseverfahren
479
Volatilität
394
Panel
390
Statistical test
357
Statistischer Test
357
Statistical distribution
328
Statistische Verteilung
328
Bayesian inference
284
Bayes-Statistik
282
ARCH model
280
ARCH-Modell
280
Stochastic process
251
Stochastischer Prozess
251
Maximum likelihood estimation
245
Maximum-Likelihood-Schätzung
243
Capital income
240
Kapitaleinkommen
240
Correlation
230
Korrelation
229
Method of moments
224
Momentenmethode
223
Autocorrelation
209
Autokorrelation
207
Statistical inference
203
Bootstrap approach
200
Bootstrap-Verfahren
200
Induktive Statistik
200
more ...
less ...
Online availability
All
Undetermined
Free
170
Type of publication
All
Article
779
Book / Working Paper
3
Type of publication (narrower categories)
All
Article in journal
Government document
Aufsatz in Zeitschrift
781
Aufsatz im Buch
20
Book section
20
Arbeitspapier
15
Graue Literatur
15
Non-commercial literature
15
Working Paper
15
Conference paper
8
Konferenzbeitrag
8
Aufsatzsammlung
2
Amtsdruckschrift
1
Collection of articles of several authors
1
Hochschulschrift
1
Lehrbuch
1
Sammelwerk
1
Systematic review
1
Thesis
1
Übersichtsarbeit
1
more ...
less ...
Language
All
English
782
Author
All
Baltagi, Badi H.
15
Gao, Jiti
10
Lee, Lung-fei
10
Todorov, Viktor
10
Kumar, Dilip
9
Li, Jia
9
Su, Liangjun
9
Bai, Jushan
8
Peng, Bin
8
Westerlund, Joakim
8
Zhou, Qiankun
8
Hsiao, Cheng
7
Kao, Chihwa
6
Kim, Donggyu
6
Kumbhakar, Subal
6
Li, Kunpeng
6
Li, Yingying
6
Mykland, Per A.
6
Tauchen, George Eugene
6
Andersen, Torben
5
Ando, Tomohiro
5
Cai, Zongwu
5
Francq, Christian
5
Han, Chirok
5
Liu, Long
5
Liu, Zhi
5
Maheswaran, S.
5
Okui, Ryo
5
Robinson, Peter M.
5
Yang, Zhenlin
5
Yu, Jihai
5
Zhang, Yonghui
5
Arellano, Manuel
4
Bollerslev, Tim
4
Fang, Ying
4
Gørgens, Tue
4
Hayakawa, Kazuhiko
4
Karabiyik, Hande
4
Mancino, Maria Elvira
4
Park, Joon Y.
4
more ...
less ...
Published in...
All
Journal of econometrics
166
Economics letters
59
Econometric reviews
54
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
45
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
22
The econometrics journal
22
Economic modelling
19
International journal of forecasting
15
Econometric theory
13
Empirical economics : a quarterly journal of the Institute for Advanced Studies
13
Applied economics letters
12
Computational economics
12
Finance research letters
12
Journal of financial econometrics
12
Quantitative finance
11
Journal of empirical finance
10
The North American journal of economics and finance : a journal of financial economics studies
9
Applied economics
8
Journal of quantitative economics
8
Energy economics
6
Journal of banking & finance
6
Journal of econometric methods
6
Journal of forecasting
6
Regional science & urban economics
6
Theoretical economics letters
6
Decisions in economics and finance : DEF ; a journal of applied mathematics
5
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
5
European journal of operational research : EJOR
5
Journal of mathematical finance
5
Journal of risk
5
Finance and stochastics
4
International journal of financial engineering
4
Journal of financial econometrics : official journal of the Society for Financial Econometrics
4
Journal of international financial markets, institutions & money
4
Journal of time series econometrics
4
Letters in spatial and resource sciences : LSRS
4
Oxford bulletin of economics and statistics
4
The journal of risk model validation
4
Annals of economics and statistics
3
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
3
more ...
less ...
Source
All
ECONIS (ZBW)
782
Showing
1
-
10
of
782
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Constructing copulas using corrected Hermite polynomial expansion for estimating cross foreign exchange volatility
Shiraya, Kenichiro
;
Yamakami, Tomohisa
- In:
European journal of operational research : EJOR
314
(
2024
)
3
,
pp. 1195-1214
Persistent link: https://www.econbiz.de/10014456946
Saved in:
2
Score-driven location plus scale models : asymptotic theory and an application to forecasting Dow Jones volatility
Blazsek, Szabolcs
;
Escribano, Álvaro
;
Licht, Adrian
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
28
(
2024
)
1
,
pp. 61-82
Persistent link: https://www.econbiz.de/10014506888
Saved in:
3
Two-step estimation of quantile panel data models with interactive fixed effects
Chen, Liang
- In:
Econometric theory
40
(
2024
)
2
,
pp. 419-446
Persistent link: https://www.econbiz.de/10014485255
Saved in:
4
Outlier-robust methods for forecasting realized covariance matrices
Li, Dan
;
Drovandi, Christopher
;
Clements, Adam
- In:
International journal of forecasting
40
(
2024
)
1
,
pp. 392-408
Persistent link: https://www.econbiz.de/10014450278
Saved in:
5
Sample selection in linear panel data models with heterogeneous coefficients
Carlson, Alyssa
;
Joshi, Riju
- In:
Journal of applied econometrics
39
(
2024
)
2
,
pp. 237-255
Persistent link: https://www.econbiz.de/10014517326
Saved in:
6
Forecasting the equity premium using weighted regressions : Does the jump variation help?
Zhang, Zhikai
;
Zhang, Yaojie
;
Wang, Yudong
- In:
Empirical economics : a quarterly journal of the …
66
(
2024
)
5
,
pp. 2049-2082
Persistent link: https://www.econbiz.de/10014520108
Saved in:
7
The impact of deviations from soybean product crushing estimates on return and risk
Abdoh, Hussein
;
Chitavi, Michael
- In:
Agricultural economics : the journal of the …
55
(
2024
)
2
,
pp. 181-199
Persistent link: https://www.econbiz.de/10014517518
Saved in:
8
Volatility of volatility estimation : central limit theorems for the fourier transform estimator and empirical study of the daily time series stylized facts
Toscano, Giacomo
;
Livieri, Giulia
;
Mancino, Maria Elvira
; …
- In:
Journal of financial econometrics
22
(
2024
)
1
,
pp. 252-296
Persistent link: https://www.econbiz.de/10014526318
Saved in:
9
Dynamic covariance matrix estimation and portfolio analysis with high-frequency data
Jiang, Binyan
;
Liu, Cheng
;
Tang, Cheng Yong
- In:
Journal of financial econometrics
22
(
2024
)
2
,
pp. 461-491
Persistent link: https://www.econbiz.de/10014526333
Saved in:
10
Estimating risk in illiquid markets : a model of market friction with stochastic volatility
Buccheri, Giuseppe
;
Grassi, Stefano
;
Vocalelli, Giorgio
- In:
Journal of financial econometrics
22
(
2024
)
2
,
pp. 531-574
Persistent link: https://www.econbiz.de/10014526336
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->