//--> //--> //--> //-->
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:"CREATES research paper"
~subject:"Capital income"
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
| 4 applied filters
Year of publication
From:
To:
Subject
All
Volatility
Capital income
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
Stochastischer Prozess
22
Regression analysis
17
Regressionsanalyse
17
Statistical test
17
Statistischer Test
17
Cointegration
16
Forecasting model
16
Kointegration
16
Prognoseverfahren
16
USA
14
United States
14
Bootstrap approach
13
Bootstrap-Verfahren
13
Market microstructure
13
Marktmikrostruktur
13
Kapitaleinkommen
12
Correlation
11
Korrelation
11
Maximum likelihood estimation
11
Maximum-Likelihood-Schätzung
11
Börsenkurs
10
Induktive Statistik
10
Share price
10
Statistical inference
10
more ...
less ...
Online availability
All
Free
16
Undetermined
8
Type of publication
All
Article
23
Book / Working Paper
16
Type of publication (narrower categories)
All
Article in journal
23
Aufsatz in Zeitschrift
23
Arbeitspapier
16
Graue Literatur
16
Non-commercial literature
16
Working Paper
16
Language
All
English
39
Author
All
Teräsvirta, Timo
4
Silvennoinen, Annastiina
3
Kristensen, Dennis
2
Nielsen, Morten Ørregaard
2
Ahlgren, Niklas
1
Amado, Cristina
1
Andersen, Torben
1
Andreou, Alena
1
Antell, Jan
1
Balter, Janine
1
Barndorff-Nielsen, Ole E.
1
Bos, Charles S.
1
Caldeira, João F.
1
Carrasco, Marine
1
Casas, Isabel
1
Cavaliere, Giuseppe
1
Chen, Jiaqin
1
Corsi, Fulvio
1
Creel, Michael D.
1
Demetrescum, Matei
1
Engle, Robert F.
1
Ergemen, Yunus Emre
1
Fan, Jianqing
1
Fan, Yingying
1
Floor Brix, Anne
1
Francq, Christian
1
Frederiksen, Per
1
Galbraith, John W.
1
Ghysels, Eric
1
Gijbels, Irène
1
Grassi, Stefano
1
Hall, Anthony D.
1
Hanck, Christoph
1
Hassler, Uwe
1
Herwartz, Helmut
1
Horváth, Lajos
1
Hounyo, Ulrich
1
Härdle, Wolfgang
1
Ikeda, Shin S.
1
Jakobsen, Johan Stax
1
more ...
less ...
Published in...
All
Journal of financial econometrics : official journal of the Society for Financial Econometrics
CREATES research paper
Journal of econometrics
137
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
57
Journal of empirical finance
34
Economics letters
33
Discussion paper / Tinbergen Institute
28
Econometric reviews
23
Finance research letters
21
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
21
Economic modelling
18
Journal of banking & finance
18
Quantitative finance
17
Journal of financial econometrics
16
Journal of forecasting
16
Econometric theory
15
International journal of theoretical and applied finance
15
Journal of risk and financial management : JRFM
15
International journal of forecasting
14
The econometrics journal
13
Econometrics : open access journal
12
Journal of financial economics
12
NBER Working Paper
12
The European journal of finance
12
The North American journal of economics and finance : a journal of financial economics studies
12
International journal of economics and financial issues : IJEFI
11
Journal of mathematical finance
11
SFB 649 discussion paper
11
Working paper / National Bureau of Economic Research, Inc.
11
Computational economics
10
NBER working paper series
10
The review of financial studies
10
Journal of financial and quantitative analysis : JFQA
9
Journal of risk
9
Working paper
9
Working papers
9
Cambridge working papers in economics
8
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
8
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
more ...
less ...
Source
All
ECONIS (ZBW)
39
Showing
1
-
10
of
39
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
Parametric estimation of long memory in factor models
Ergemen, Yunus Emre
-
2022
Persistent link: https://www.econbiz.de/10013367389
Saved in:
3
Asset pricing using block-cholesky GARCH and time-varying betas
Grassi, Stefano
;
Violante, Francesco
-
2021
Persistent link: https://www.econbiz.de/10012620745
Saved in:
4
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:
5
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:
6
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:
7
Validity of Edgeworth expansions for realized volatility estimators
Hounyo, Ulrich
;
Veliyev, Bezirgen
-
2015
Persistent link: https://www.econbiz.de/10010529455
Saved in:
8
Bootstrap score tests for fractional integration in heteroskedastic ARFIMA Models, with an application to price dynamics in commodity spot and futures markets
Cavaliere, Giuseppe
;
Nielsen, Morten Ørregaard
; …
-
2014
Persistent link: https://www.econbiz.de/10010394614
Saved in:
9
ABC of SV : limited information likelihood inference in stochastic volatility jump-diffusion models
Creel, Michael D.
;
Kristensen, Dennis
-
2014
Persistent link: https://www.econbiz.de/10010401691
Saved in:
10
Dynamic functional regression with application to the cross-section of returns
Kokoszka, Piotr
;
Miao, Hong
;
Reimherr, Matthew
; …
- In:
Journal of financial econometrics : official journal of …
16
(
2018
)
3
,
pp. 461-485
Persistent link: https://www.econbiz.de/10011987795
Saved in:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->