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isPartOf:"Economics letters"
subject:"Wechselkurs"
~subject:"Volatility"
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Search: subject_exact:"Estimation theory"
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Wechselkurs
Volatility
Estimation theory
970
Schätztheorie
970
Theorie
383
Theory
383
Time series analysis
135
Zeitreihenanalyse
135
Estimation
110
Schätzung
108
Regression analysis
94
Regressionsanalyse
94
Panel
92
Panel study
92
Nichtparametrisches Verfahren
81
Nonparametric statistics
81
Statistical test
46
Statistischer Test
46
Autocorrelation
36
Autokorrelation
36
Method of moments
34
Momentenmethode
34
Bias
29
Panel data
29
Systematischer Fehler
29
Sampling
27
Stichprobenerhebung
27
Correlation
25
Korrelation
25
Maximum likelihood estimation
25
Forecasting model
24
Maximum-Likelihood-Schätzung
24
Prognoseverfahren
24
Statistical distribution
24
Statistical theory
24
Statistische Methodenlehre
24
Statistische Verteilung
24
Volatilität
24
Kleinste-Quadrate-Methode
21
Least squares method
21
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21
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English
29
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Hwang, Eunju
3
Shin, Dong-wan
3
Anatolyev, Stanislav
1
Annaert, Jan
1
Ardia, David
1
Atak, Alev
1
Beckmann, Joscha
1
Cecen, A. A.
1
Claes, Anouk G. P.
1
Corré, Nienke
1
Czudaj, Robert
1
Davidson, James E. H.
1
De Ceuster, Marc J.
1
Deb, Partha
1
Dehay, Dominique
1
Dong, Yingjie
1
Erkal, Cahit
1
Fornari, Fabio
1
Gefang, Deborah
1
Gradojevic, Nikola
1
Hafner, Christian M.
1
Harrison, Michael J.
1
Hoogerheide, Lennart F.
1
Jeong, Minsoo
1
Jung, Hojin
1
Kapetanios, George
1
Katsiampa, Paraskevi
1
Kim, Chang Sik
1
Kim, Dukpa
1
Kim, Jong-Min
1
Koop, Gary
1
Lee, Sungro
1
Leśkow, Jacek
1
Martins-Filho, Carlos
1
McNelis, Paul D.
1
Mele, Antonio
1
Moura, Guilherme Valle
1
Neftci, Salih N.
1
Noriller, Mateus R.
1
Peel, David
1
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Economics letters
Journal of econometrics
118
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
59
Discussion paper / Tinbergen Institute
31
Econometric reviews
23
Economic modelling
22
Journal of empirical finance
21
Quantitative finance
17
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
17
CREATES research paper
16
Econometric theory
16
International journal of forecasting
16
Journal of financial econometrics : official journal of the Society for Financial Econometrics
16
Journal of banking & finance
14
Finance research letters
13
International journal of theoretical and applied finance
13
Journal of financial econometrics
13
Journal of forecasting
13
International journal of economics and financial issues : IJEFI
12
The econometrics journal
12
The North American journal of economics and finance : a journal of financial economics studies
11
Econometrics : open access journal
10
Journal of risk and financial management : JRFM
10
SFB 649 discussion paper
10
Working paper / National Bureau of Economic Research, Inc.
10
Applied economics
9
Discussion paper
9
NBER Working Paper
9
Research in international business and finance
9
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
8
Finance and stochastics
8
Journal of applied econometrics
8
Working papers
8
Discussion paper / Tinbergen Institute / Tinbergen Institute
7
GRIPS discussion papers
7
International journal of financial engineering
7
Journal of international money and finance
7
Journal of mathematical finance
7
NBER working paper series
7
The European journal of finance
7
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ECONIS (ZBW)
29
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1
Consistent estimation of drift parameter in diffusion model with misspecified volatility function
Jeong, Minsoo
- In:
Economics letters
211
(
2022
),
pp. 1-4
Persistent link: https://www.econbiz.de/10013172040
Saved in:
2
A new estimator of a jump discontinuity in regression
Martins-Filho, Carlos
;
Xie, Sihong
;
Yao, Feng
- In:
Economics letters
218
(
2022
),
pp. 1-6
Persistent link: https://www.econbiz.de/10013466389
Saved in:
3
Computationally efficient inference in large Bayesian mixed frequency VARs
Gefang, Deborah
;
Koop, Gary
;
Poon, Aubrey
- In:
Economics letters
191
(
2020
),
pp. 1-6
Persistent link: https://www.econbiz.de/10012508486
Saved in:
4
Maximum likelihood estimation of a TVP-VAR
Moura, Guilherme Valle
;
Noriller, Mateus R.
- In:
Economics letters
174
(
2019
),
pp. 78-83
Persistent link: https://www.econbiz.de/10012121029
Saved in:
5
Volatility estimation for Bitcoin : a comparison of GARCH models
Katsiampa, Paraskevi
- In:
Economics letters
158
(
2017
),
pp. 3-6
Persistent link: https://www.econbiz.de/10011849728
Saved in:
6
On estimating market microstructure noise variance
Dong, Yingjie
;
Tse, Yiu Kuen
- In:
Economics letters
150
(
2017
),
pp. 59-62
Persistent link: https://www.econbiz.de/10011762850
Saved in:
7
Linear time-varying regression with Copula-DCC-GARCH models for volatility
Kim, Jong-Min
;
Jung, Hojin
- In:
Economics letters
145
(
2016
),
pp. 262-265
Persistent link: https://www.econbiz.de/10011618857
Saved in:
8
An ARCH model without intercept
Hafner, Christian M.
;
Preminger, Arie
- In:
Economics letters
129
(
2015
),
pp. 13-17
Persistent link: https://www.econbiz.de/10011421858
Saved in:
9
A Lagrangian multiplier test for market microstructure noise with applications to sampling interval determination for realized volatilities
Shin, Dong-wan
;
Hwang, Eunju
- In:
Economics letters
129
(
2015
),
pp. 95-99
Persistent link: https://www.econbiz.de/10011422016
Saved in:
10
Estimating the long rate and its volatility
Annaert, Jan
;
Claes, Anouk G. P.
;
De Ceuster, Marc J.
; …
- In:
Economics letters
129
(
2015
),
pp. 100-102
Persistent link: https://www.econbiz.de/10011422029
Saved in:
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