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isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
subject:"Volatility"
~isPartOf:"Econometric reviews"
~isPartOf:"International journal of economics and financial issues : IJEFI"
~subject:"Capital income"
~subject:"Multivariate analysis"
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Search: subject_exact:"Estimation theory"
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Volatility
Capital income
Multivariate analysis
Estimation theory
547
Schätztheorie
547
Theorie
140
Theory
140
Time series analysis
117
Zeitreihenanalyse
117
Nichtparametrisches Verfahren
91
Nonparametric statistics
91
Estimation
88
Schätzung
88
Regression analysis
75
Regressionsanalyse
75
Statistical test
61
Statistischer Test
61
Panel
60
Panel study
60
Volatilität
46
Method of moments
38
Momentenmethode
38
ARCH model
36
ARCH-Modell
36
Cointegration
36
Kointegration
35
Autocorrelation
34
Autokorrelation
34
Statistical theory
28
Statistische Methodenlehre
28
Bootstrap approach
25
Bootstrap-Verfahren
25
Modellierung
25
Scientific modelling
25
Monte Carlo simulation
24
Monte-Carlo-Simulation
24
Statistical distribution
23
Statistische Verteilung
23
Stochastic process
23
Stochastischer Prozess
23
Maximum likelihood estimation
22
Maximum-Likelihood-Schätzung
22
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Article
58
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English
60
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Maasoumi, Esfandiar
3
Teräsvirta, Timo
3
Galbraith, John W.
2
Koopman, Siem Jan
2
McAleer, Michael
2
Wang, Jying-Nan
2
Ahlgren, Niklas
1
Amado, Cristina
1
Andreou, Alena
1
Antell, Jan
1
Balter, Janine
1
Belasri, Yassine
1
Bennedsen, Mikkel
1
Bermudez, P. de Zea
1
Bormann, Carsten
1
Bos, Charles S.
1
Boswijk, Herman Peter
1
Brownlees, Christian
1
Cai, Yuzhi
1
Cai, Zongwu
1
Caldeira, João F.
1
Carrasco, Marine
1
Catani, Paul
1
Cavaliere, Giuseppe
1
Chen, Jiaqin
1
Chen, Qiang
1
Corsi, Fulvio
1
Daei-Karimzadeh, Saeed
1
Daryanto, Arief
1
De Angelis, Luca
1
Ellaia, Rachid
1
Engle, Robert F.
1
Fan, Jianqing
1
Fan, Yanqin
1
Fan, Yingying
1
Fermanian, Jean-David
1
Fornari, Fabio
1
Francq, Christian
1
Frederiksen, Per
1
Ghysels, Eric
1
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
Econometric reviews
International journal of economics and financial issues : IJEFI
Journal of econometrics
153
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
67
Journal of empirical finance
34
Economics letters
33
Discussion paper / Tinbergen Institute
29
Finance research letters
22
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
21
Econometric theory
20
Journal of forecasting
19
Journal of the American Statistical Association : JASA
19
CREATES research paper
18
Economic modelling
18
Journal of banking & finance
18
Quantitative finance
17
International journal of forecasting
16
Journal of financial econometrics
16
Journal of risk and financial management : JRFM
16
SFB 649 discussion paper
16
International journal of theoretical and applied finance
15
The econometrics journal
15
Econometrics : open access journal
14
NBER Working Paper
13
Journal of financial economics
12
The European journal of finance
12
The North American journal of economics and finance : a journal of financial economics studies
12
Computational economics
11
Journal of mathematical finance
11
Working paper / Department of Econometrics and Business Statistics, Monash University
11
Working paper / National Bureau of Economic Research, Inc.
11
Working papers
11
Insurance / Mathematics & economics
10
KBI
10
NBER working paper series
10
The review of financial studies
10
Working paper
10
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
9
Journal of financial and quantitative analysis : JFQA
9
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1
Adaptive information-based methods for determining the co-integration rank in heteroskedastic VAR models
Boswijk, Herman Peter
;
Cavaliere, Giuseppe
;
De Angelis, Luca
- In:
Econometric reviews
42
(
2023
)
9/10
,
pp. 725-757
Persistent link: https://www.econbiz.de/10014420355
Saved in:
2
Time varying dependence in the cryptocurrency market and COVID 19 panic index : an empirical investigation
Kalai, Lamia
- In:
International journal of economics and financial issues …
12
(
2022
)
2
,
pp. 37-51
Persistent link: https://www.econbiz.de/10013257285
Saved in:
3
Climate change and milk price volatility in Indonesia
Daryanto, Arief
;
Sofia, Diani Aliya
;
Sahara, Sahara
; …
- In:
International journal of economics and financial issues …
10
(
2020
)
2
,
pp. 282-288
Persistent link: https://www.econbiz.de/10012215193
Saved in:
4
High-dimensional penalized arch processes
Poignard, Benjamin
;
Fermanian, Jean-David
- In:
Econometric reviews
40
(
2021
)
1
,
pp. 86-107
Persistent link: https://www.econbiz.de/10012483797
Saved in:
5
Investigate the effect of exchange rate volatility on the demand for life insurance in Iran
Hosseinzadeh, Maryam
;
Daei-Karimzadeh, Saeed
- In:
International journal of economics and financial issues …
7
(
2017
)
2
,
pp. 166-174
Persistent link: https://www.econbiz.de/10011786561
Saved in:
6
Estimation of volatility and correlation with multivariate generalized autoregressive conditional heteroskedasticity models : an application to Moroccan stock markets
Belasri, Yassine
;
Ellaia, Rachid
- In:
International journal of economics and financial issues …
7
(
2017
)
2
,
pp. 384-396
Persistent link: https://www.econbiz.de/10011789279
Saved in:
7
Effect of economic announcements on FX fluctuations : testing a unified approach for prediction
Tianqiong, Wang
;
Yang, Shu
;
Saddique, Shamila
- In:
International journal of economics and financial issues …
7
(
2017
)
2
,
pp. 631-640
Persistent link: https://www.econbiz.de/10011789394
Saved in:
8
Estimation error of earnings information : a test of representativeness and anchoring-adjustment heuristic
Habbe, Abdul Hamid
- In:
International journal of economics and financial issues …
7
(
2017
)
1
,
pp. 224-233
Persistent link: https://www.econbiz.de/10011784484
Saved in:
9
On the estimation of integrated volatility in the presence of jumps and microstructure noise
Brownlees, Christian
;
Nualart, Eulalia
;
Sun, Yucheng
- In:
Econometric reviews
39
(
2020
)
10
,
pp. 991-1013
Persistent link: https://www.econbiz.de/10012406198
Saved in:
10
Data cloning estimation for asymmetric stochastic volatility models
Bermudez, P. de Zea
;
Marín, J. Miguel
;
Veiga, Helena
- In:
Econometric reviews
39
(
2020
)
10
,
pp. 1057-1074
Persistent link: https://www.econbiz.de/10012406209
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