//--> //--> //--> //-->
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
isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
subject:"Volatility"
~isPartOf:"Applied economics letters"
~isPartOf:"Computational economics"
~subject:"ARCH model"
~subject:"Stochastischer Prozess"
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
ARCH model
Stochastischer Prozess
Estimation theory
377
Schätztheorie
377
Time series analysis
100
Zeitreihenanalyse
100
Estimation
89
Schätzung
88
Regression analysis
45
Regressionsanalyse
45
Monte Carlo simulation
35
Monte-Carlo-Simulation
35
Nichtparametrisches Verfahren
35
Nonparametric statistics
35
Panel
29
Panel study
29
Einheitswurzeltest
27
Unit root test
27
Volatilität
26
Statistical test
25
Statistischer Test
25
ARCH-Modell
24
Cointegration
22
Correlation
22
Kointegration
22
Korrelation
22
Forecasting model
20
Prognoseverfahren
20
Stochastic process
19
Bayes-Statistik
17
Bayesian inference
17
Capital income
17
Kapitaleinkommen
17
Statistical distribution
17
Statistische Verteilung
17
Theorie
17
Theory
17
Maximum likelihood estimation
16
Maximum-Likelihood-Schätzung
16
more ...
less ...
Online availability
All
Undetermined
22
Free
1
Type of publication
All
Article
54
Type of publication (narrower categories)
All
Article in journal
54
Aufsatz in Zeitschrift
54
Language
All
English
54
Author
All
Boubaker, Heni
2
Francq, Christian
2
Horváth, Lajos
2
Zakoïan, Jean-Michel
2
Akira Toda, Alexis
1
Aloy, Marcel
1
Andreasen, Martin Møller
1
Andreou, Alena
1
Audrino, Francesco
1
Balter, Janine
1
Bartolucci, Francesco
1
Battaglia, Francesco
1
Bos, Charles S.
1
Brümmer, Bernhard
1
Bu, Ruijun
1
Cagnone, Silvia
1
Caldeira, João F.
1
Carrasco, Marine
1
Chen, Ho-chyuan
1
Chen, Kuang-hua
1
Chen, Yi-ting
1
Chen, Zirong
1
Choudhry, Taufiq
1
Christoffersen, Peter F.
1
Conrad, Christian A.
1
Cook, Steven
1
Dempsey, Michael
1
Di, Jianing
1
Ding, Cherng G.
1
Dotsis, George
1
Engle, Robert F.
1
Fan, Jianqing
1
Fan, Yingying
1
Feng, Dingan
1
Feng, Xuejie
1
Frederiksen, Per
1
Gangopadhyay, Ashis
1
Ghysels, Eric
1
Giet, Ludovic
1
Glauben, Thomas
1
more ...
less ...
Published in...
All
Journal of financial econometrics : official journal of the Society for Financial Econometrics
Applied economics letters
Computational economics
Journal of econometrics
162
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
63
Econometric theory
58
Economics letters
48
Discussion paper / Tinbergen Institute
47
Econometric reviews
38
CREATES research paper
35
Journal of empirical finance
30
Economic modelling
27
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
27
The econometrics journal
23
Finance research letters
21
International journal of forecasting
20
Journal of forecasting
20
Journal of banking & finance
19
Journal of financial econometrics
19
SFB 649 discussion paper
18
Journal of risk and financial management : JRFM
17
Série des documents de travail / Centre de Recherche en Économie et Statistique
17
Econometrics : open access journal
16
Quantitative finance
16
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
15
International journal of theoretical and applied finance
15
Cowles Foundation discussion paper
14
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
14
European journal of operational research : EJOR
14
Journal of mathematical finance
14
The North American journal of economics and finance : a journal of financial economics studies
14
Applied economics
13
Discussion papers of interdisciplinary research project 373
13
International journal of economics and financial issues : IJEFI
13
Journal of risk
13
Journal of time series econometrics
13
Insurance / Mathematics & economics
11
Mathematics of operations research
11
NBER Working Paper
11
Operations research
11
more ...
less ...
Source
All
ECONIS (ZBW)
54
Showing
1
-
10
of
54
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Penalized averaging of quantile forecasts from GARCH models with many exogenous predictors
Gooijer, Jan G. de
- In:
Computational economics
62
(
2023
)
1
,
pp. 407-424
Persistent link: https://www.econbiz.de/10014327543
Saved in:
2
Should (co)jump variation be included in asset allocation?
Chen, Zirong
;
Lin, Haonan
;
Zheng, Xu
- In:
Applied economics letters
29
(
2022
)
20
,
pp. 1868-1875
Persistent link: https://www.econbiz.de/10013412321
Saved in:
3
Data-based automatic discretization of nonparametric distributions
Akira Toda, Alexis
- In:
Computational economics
57
(
2021
)
4
,
pp. 1217-1235
Persistent link: https://www.econbiz.de/10012543278
Saved in:
4
Option pricing model biases : Bayesian and Markov Chain Monte Carlo regression analysis
Mozumder, Sharif
;
Choudhry, Taufiq
;
Dempsey, Michael
- In:
Computational economics
57
(
2021
)
4
,
pp. 1287-1305
Persistent link: https://www.econbiz.de/10012543312
Saved in:
5
Bayesian estimation for high-frequency volatility models in a time deformed framework
Santos, Antonio A. F.
- In:
Computational economics
57
(
2021
)
2
,
pp. 455-479
Persistent link: https://www.econbiz.de/10012486920
Saved in:
6
Corona, crisis and conditional heteroscedasticity
Kiss, Tamás
;
Österholm, Pär
- In:
Applied economics letters
28
(
2021
)
9
,
pp. 755-759
Persistent link: https://www.econbiz.de/10012501608
Saved in:
7
Estimation of STAR-GARCH models with iteratively weighted least squares
Midiliç, Murat
- In:
Computational economics
55
(
2020
)
1
,
pp. 87-117
Persistent link: https://www.econbiz.de/10012222593
Saved in:
8
Wavelet estimation performance of fractional integrated processes with heavy-tails
Boubaker, Heni
- In:
Computational economics
55
(
2020
)
2
,
pp. 473-498
Persistent link: https://www.econbiz.de/10012223642
Saved in:
9
A perturbation method to optimize the parameters of autoregressive conditional heteroscedasticity model
Feng, Xuejie
;
Zhang, Chiping
- In:
Computational economics
55
(
2020
)
3
,
pp. 1021-1044
Persistent link: https://www.econbiz.de/10012223692
Saved in:
10
Seasonality robust local whittle estimation
Wingert, Simon
;
Leschinski, Christian
;
Sibbertsen, Philipp
- In:
Applied economics letters
27
(
2020
)
18
,
pp. 1489-1494
Persistent link: https://www.econbiz.de/10012315624
Saved in:
1
2
3
4
5
6
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->