//--> //--> //--> //-->
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"
~isPartOf:"Journal of financial econometrics"
~isPartOf:"The econometrics journal"
~subject:"Autocorrelation"
~subject:"Prognoseverfahren"
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
| 6 applied filters
Year of publication
From:
To:
Subject
All
Volatility
Autocorrelation
Prognoseverfahren
Estimation theory
316
Schätztheorie
316
Nichtparametrisches Verfahren
61
Nonparametric statistics
61
Regression analysis
59
Regressionsanalyse
59
Time series analysis
51
Zeitreihenanalyse
51
Estimation
47
Schätzung
47
Statistical test
45
Statistischer Test
45
Panel
40
Panel study
40
Theorie
31
Theory
31
Induktive Statistik
24
Statistical inference
24
Volatilität
24
Statistical distribution
23
Statistische Verteilung
23
ARCH model
22
ARCH-Modell
22
Forecasting model
20
Bootstrap approach
18
Bootstrap-Verfahren
18
Correlation
17
Korrelation
17
Autokorrelation
16
Modellierung
16
Scientific modelling
16
Instrumental variables
15
Method of moments
15
Momentenmethode
15
Monte Carlo simulation
15
Monte-Carlo-Simulation
15
Heteroscedasticity
14
more ...
less ...
Online availability
All
Undetermined
33
Free
4
Type of publication
All
Article
55
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
55
Language
All
English
55
Author
All
Sancetta, Alessio
3
Lee, Lung-fei
2
Sun, Yixiao
2
Taylor, Stephen
2
Xu, Ke-Li
2
Abadir, Karim Maher
1
Baillie, Richard
1
Baltagi, Badi H.
1
Buccheri, Giuseppe
1
Cai, Charlie X.
1
Cai, Michael
1
Cai, Yuzhi
1
Chang, Pao-li
1
Cheng, Tingting
1
Chong, Terence Tai-Leung
1
Cipollini, Fabrizio
1
Coudin, Elise
1
Dahl, Christian M.
1
Del Negro, Marco
1
Dufour, Jean-Marie
1
Elliott, Robert J.
1
Gallo, Giampiero M.
1
Ginker, Tim
1
Grassi, Stefano
1
Grønneberg, Steffen
1
Gungor, Sermin
1
Guo, Gangzheng
1
Guo, Junjie
1
Götz, Thomas B.
1
Hafner, Christian M.
1
Hauzenberger, Klemens
1
Herbst, Edward P.
1
Hong, Seok Young
1
Hounyo, Ulrich
1
Hubner, Stefan
1
Hung, Mao-Wei
1
Iglesias, Emma M.
1
Inoue, Atsushi
1
Jach, Agnieszka
1
Jiang, Binyan
1
more ...
less ...
Published in...
All
Journal of financial econometrics
The econometrics journal
Journal of econometrics
250
International journal of forecasting
114
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
95
Economics letters
75
Journal of forecasting
72
Econometric reviews
58
Econometric theory
53
Journal of empirical finance
36
Economic modelling
29
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
27
Journal of financial econometrics : official journal of the Society for Financial Econometrics
24
Econometrics : open access journal
20
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
20
Quantitative finance
20
Finance research letters
19
Applied economics letters
18
Journal of the American Statistical Association : JASA
18
Journal of banking & finance
17
Journal of risk and financial management : JRFM
16
Computational economics
15
European journal of operational research : EJOR
15
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
14
The North American journal of economics and finance : a journal of financial economics studies
14
Applied economics
13
Insurance / Mathematics & economics
13
International journal of economics and financial issues : IJEFI
13
International journal of theoretical and applied finance
13
Regional science & urban economics
13
Empirical economics : a quarterly journal of the Institute for Advanced Studies
12
Journal of mathematical finance
11
Journal of quantitative economics
11
Journal of time series econometrics
11
Oxford bulletin of economics and statistics
11
Risks : open access journal
11
International Journal of Energy Economics and Policy : IJEEP
10
Finance and stochastics
9
Journal of applied econometrics
9
Journal of risk
9
more ...
less ...
Source
All
ECONIS (ZBW)
55
Showing
1
-
10
of
55
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Empirical asset pricing with functional factors
Nadler, Philip
;
Sancetta, Alessio
- In:
Journal of financial econometrics
21
(
2023
)
4
,
pp. 1258-1281
Persistent link: https://www.econbiz.de/10014391457
Saved in:
2
Intraday trades profile estimation : an intensity approach
Sancetta, Alessio
- In:
Journal of financial econometrics
21
(
2023
)
3
,
pp. 651-677
Persistent link: https://www.econbiz.de/10014314773
Saved in:
3
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:
4
A new test for multiple predictive regression
Xu, Ke-Li
;
Guo, Junjie
- In:
Journal of financial econometrics
22
(
2024
)
1
,
pp. 119-156
Persistent link: https://www.econbiz.de/10014526308
Saved in:
5
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:
6
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:
7
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:
8
Exact inference in long-horizon predictive quantile regressions with an application to stock returns
Gungor, Sermin
;
Luger, Richard
- In:
Journal of financial econometrics
19
(
2021
)
4
,
pp. 746-788
Persistent link: https://www.econbiz.de/10012654991
Saved in:
9
An application of damped diffusion for modeling volatility dynamics
Hung, Mao-Wei
;
Ko, Yi-Chen
;
Wang, Jr-Yan
- In:
Journal of financial econometrics
21
(
2023
)
3
,
pp. 779-809
Persistent link: https://www.econbiz.de/10014314820
Saved in:
10
Semi-parametric inference on Gini indices of two semi-continuous populations under density ratio models
Yuan, Meng
;
Li, Pengfei
;
Wu, Changbao
- In:
The econometrics journal
26
(
2023
)
2
,
pp. 174-188
Persistent link: https://www.econbiz.de/10014319288
Saved in:
1
2
3
4
5
6
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->