//--> //--> //--> //-->
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:"Econometrics : open access journal"
~subject:"Prognoseverfahren"
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
Prognoseverfahren
Estimation theory
225
Schätztheorie
225
Time series analysis
68
Zeitreihenanalyse
68
Estimation
40
Schätzung
40
Regression analysis
34
Regressionsanalyse
34
Nichtparametrisches Verfahren
28
Nonparametric statistics
28
Volatilität
26
Statistical test
24
Statistischer Test
24
Cointegration
20
Kointegration
20
ARCH model
18
ARCH-Modell
18
Correlation
18
Korrelation
18
Method of moments
16
Momentenmethode
16
Stochastic process
16
Stochastischer Prozess
16
VAR model
16
VAR-Modell
16
Capital income
15
Kapitaleinkommen
15
Panel
15
Panel study
15
Bayesian inference
14
Modellierung
14
Scientific modelling
14
Bayes-Statistik
13
Statistical distribution
13
Statistische Verteilung
13
Börsenkurs
12
Forecasting model
12
Market microstructure
12
Marktmikrostruktur
12
more ...
less ...
Online availability
All
Free
14
Undetermined
5
Type of publication
All
Article
36
Type of publication (narrower categories)
All
Article in journal
36
Aufsatz in Zeitschrift
36
Language
All
English
36
Author
All
Francq, Christian
2
Horváth, Lajos
2
Silvennoinen, Annastiina
2
Teräsvirta, Timo
2
Zakoïan, Jean-Michel
2
Alwan, Layth C.
1
Andreou, Alena
1
Audrino, Francesco
1
Balter, Janine
1
Becker, Ralf
1
Bos, Charles S.
1
Caldeira, João F.
1
Calvet, Laurent E.
1
Carrasco, Marine
1
Chang, Chia-ling
1
Chudý, Marek
1
Clements, Adam
1
Czellar, Veronika
1
Davies, Robert
1
Dong, Yingjie
1
Fan, Jianqing
1
Fan, Yingying
1
Frahm, Gabriel
1
Frederiksen, Per
1
Ghysels, Eric
1
Gruszka, Jarosław
1
Göb, Rainer
1
Hall, Anthony
1
Hassler, Uwe
1
Herwartz, Helmut
1
Homburg, Annika
1
Härdle, Wolfgang
1
Ikeda, Shin S.
1
Jakobsen, Johan Stax
1
Janus, Paweł
1
Kang, Jian
1
Kejriwal, Mohitosh
1
Kim, Donggyu
1
Koopman, Siem Jan
1
Kotchoni, Rachidi
1
more ...
less ...
Published in...
All
Journal of financial econometrics : official journal of the Society for Financial Econometrics
Econometrics : open access journal
Journal of econometrics
179
International journal of forecasting
117
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
82
Journal of forecasting
74
Economics letters
44
Discussion paper / Tinbergen Institute
43
Journal of empirical finance
33
Econometric reviews
32
Econometric theory
25
CREATES research paper
24
Working paper / Department of Econometrics and Business Statistics, Monash University
24
Economic modelling
23
Finance research letters
23
The econometrics journal
23
Quantitative finance
22
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
22
Journal of financial econometrics
18
Journal of banking & finance
17
European journal of operational research : EJOR
16
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
15
Journal of the American Statistical Association : JASA
15
Working papers / Rutgers University, Department of Economics
15
Computational economics
14
Journal of risk and financial management : JRFM
14
Working paper
14
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
13
Insurance / Mathematics & economics
13
International journal of theoretical and applied finance
13
The North American journal of economics and finance : a journal of financial economics studies
13
Applied economics
12
Discussion paper
12
International Journal of Energy Economics and Policy : IJEEP
12
NBER working paper series
12
Risks : open access journal
12
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
12
Working papers
12
Discussion papers / CEPR
11
Empirical economics : a quarterly journal of the Institute for Advanced Studies
11
more ...
less ...
Source
All
ECONIS (ZBW)
36
Showing
31
-
36
of
36
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
31
GARCH parameter estimation using high-frequency data
Visser, Marcel P.
- In:
Journal of financial econometrics : official journal of …
9
(
2011
)
1
,
pp. 162-197
Persistent link: https://www.econbiz.de/10009125144
Saved in:
32
Bias-reduced estimation of long-memory stochastic volatility
Frederiksen, Per
;
Nielsen, Morten Ørregaard
- In:
Journal of financial econometrics : official journal of …
6
(
2008
)
4
,
pp. 496-512
Persistent link: https://www.econbiz.de/10003778957
Saved in:
33
Aggregation of nonparametric estimators for volatility matrix
Fan, Jianqing
;
Fan, Yingying
;
Lv, Jinchi
- In:
Journal of financial econometrics : official journal of …
5
(
2007
)
3
,
pp. 321-357
Persistent link: https://www.econbiz.de/10003518410
Saved in:
34
Accurate short-term yield curve forecasting using functional gradient descent
Audrino, Francesco
;
Trojani, Fabio
- In:
Journal of financial econometrics : official journal of …
5
(
2007
)
4
,
pp. 591-623
Persistent link: https://www.econbiz.de/10003570734
Saved in:
35
The impact of sampling frequency and volatility estimators on change-point tests
Andreou, Alena
;
Ghysels, Eric
- In:
Journal of financial econometrics : official journal of …
2
(
2004
)
2
,
pp. 290-318
Persistent link: https://www.econbiz.de/10002214288
Saved in:
36
Time inhomogenous multiple volatility modeling
Härdle, Wolfgang
;
Herwartz, Helmut
;
Spokojnyj, Vladimir G.
- In:
Journal of financial econometrics : official journal of …
1
(
2003
)
1
,
pp. 55-95
Persistent link: https://www.econbiz.de/10002220931
Saved in:
First
Prev
1
2
3
4
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->