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isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
subject:"Volatility"
~isPartOf:"CREATES research paper"
~subject:"Analysis of variance"
~subject:"Noise Trading"
~subject:"Stochastischer Prozess"
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Search: subject_exact:"Estimation theory"
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Volatility
Analysis of variance
Noise Trading
Stochastischer Prozess
Estimation theory
210
Schätztheorie
210
Time series analysis
79
Zeitreihenanalyse
79
Estimation
33
Schätzung
33
Volatilität
31
Nichtparametrisches Verfahren
28
Nonparametric statistics
28
Theorie
27
Theory
27
ARCH model
23
ARCH-Modell
23
Stochastic process
22
Regression analysis
17
Regressionsanalyse
17
Statistical test
17
Statistischer Test
17
Cointegration
16
Forecasting model
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Kointegration
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Prognoseverfahren
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USA
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United States
14
Bootstrap approach
13
Bootstrap-Verfahren
13
Market microstructure
13
Marktmikrostruktur
13
Capital income
12
Kapitaleinkommen
12
Correlation
11
Korrelation
11
Maximum likelihood estimation
11
Maximum-Likelihood-Schätzung
11
Börsenkurs
10
Induktive Statistik
10
Share price
10
Statistical inference
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English
51
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Nielsen, Morten Ørregaard
4
Teräsvirta, Timo
4
Silvennoinen, Annastiina
3
Barndorff-Nielsen, Ole E.
2
Bennedsen, Mikkel
2
Kristensen, Dennis
2
Lunde, Asger
2
Pakkanen, Mikko S.
2
Podolskij, Mark
2
Rossi, Eduardo
2
Santucci de Magistris, Paolo
2
Amado, Cristina
1
Andersen, Torben
1
Andreou, Alena
1
Balter, Janine
1
Bos, Charles S.
1
Boudt, Kris
1
Bu, Ruijun
1
Caldeira, João F.
1
Carrasco, Marine
1
Casas, Isabel
1
Cavaliere, Giuseppe
1
Christensen, Bent Jesper
1
Christensen, Kim
1
Corcuera, José Manual
1
Corsi, Fulvio
1
Creel, Michael D.
1
Croux, Christophe
1
Demetrescum, Matei
1
Ergemen, Yunus Emre
1
Fan, Jianqing
1
Fan, Yingying
1
Feng, Dingan
1
Floor Brix, Anne
1
Francq, Christian
1
Frederiksen, Per
1
Ghysels, Eric
1
Giet, Ludovic
1
Gijbels, Irène
1
Guégan, Dominique
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
CREATES research paper
Journal of econometrics
151
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
52
Discussion paper / Tinbergen Institute
38
Economics letters
36
Econometric reviews
29
Economic modelling
29
Econometric theory
25
Journal of empirical finance
25
Finance research letters
20
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
20
Quantitative finance
19
European journal of operational research : EJOR
18
Journal of financial econometrics
18
International journal of forecasting
17
SFB 649 discussion paper
17
International journal of theoretical and applied finance
16
Journal of banking & finance
16
The econometrics journal
16
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
15
Journal of forecasting
15
Journal of risk and financial management : JRFM
15
Journal of the American Statistical Association : JASA
14
Cowles Foundation discussion paper
13
Econometrics : open access journal
13
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
13
Discussion papers of interdisciplinary research project 373
12
The North American journal of economics and finance : a journal of financial economics studies
12
Computational economics
11
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
11
Mathematics of operations research
11
Working paper
11
Finance and stochastics
10
Journal of mathematical finance
10
NBER Working Paper
10
Operations research
10
Série des documents de travail / Centre de Recherche en Économie et Statistique
10
Working papers
10
Insurance / Mathematics & economics
9
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ECONIS (ZBW)
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1
Estimation of continuous-time linear DSGE models from discrete-time measurements
Christensen, Bent Jesper
;
Neri, Luca
;
Parra-Alvarez, …
-
2023
Persistent link: https://www.econbiz.de/10014280884
Saved in:
2
A parsimonious test of constancy of a positive definite correlation matrix in a multivariate time-varying GARCH model
Kang, Jian
;
Jakobsen, Johan Stax
;
Silvennoinen, Annastiina
-
2022
Persistent link: https://www.econbiz.de/10012816369
Saved in:
3
Inference on the dimension of the nonstationary subspace in functional time series
Nielsen, Morten Ørregaard
;
Seo, Wonk-ki
;
Seong, Dakyung
-
2022
Persistent link: https://www.econbiz.de/10012816384
Saved in:
4
Parametric estimation of long memory in factor models
Ergemen, Yunus Emre
-
2022
Persistent link: https://www.econbiz.de/10013367389
Saved in:
5
Four Australian banks and the multivariate time-varying smooth transition correlation GARCH model
Hall, Anthony D.
;
Silvennoinen, Annastiina
; …
-
2021
Persistent link: https://www.econbiz.de/10012815962
Saved in:
6
Cross-sectional noise reduction and more efficient estimation of integrated variance
Mirone, Giorgio
-
2018
Persistent link: https://www.econbiz.de/10011864983
Saved in:
7
Semiparametric inference on the fractal index of Gaussian and conditionally Gaussian time series data
Bennedsen, Mikkel
-
2016
Persistent link: https://www.econbiz.de/10011524100
Saved in:
8
Fixed-b inference in the presence of time-varying volatility
Demetrescum, Matei
;
Hanck, Christoph
;
Kruse, Robinson
-
2016
Persistent link: https://www.econbiz.de/10011409125
Saved in:
9
Testing constancy of unconditional variance in volatility models by misspecification and specification tests
Silvennoinen, Annastiina
;
Teräsvirta, Timo
-
2015
Persistent link: https://www.econbiz.de/10011373232
Saved in:
10
Validity of Edgeworth expansions for realized volatility estimators
Hounyo, Ulrich
;
Veliyev, Bezirgen
-
2015
Persistent link: https://www.econbiz.de/10010529455
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