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isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
subject:"Volatility"
~isPartOf:"Economic modelling"
~subject:"ARCH model"
~subject:"Nonparametric statistics"
~subject:"Stochastischer Prozess"
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Search: subject_exact:"Estimation theory"
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Volatility
ARCH model
Nonparametric statistics
Stochastischer Prozess
Estimation theory
209
Schätztheorie
209
Estimation
68
Schätzung
67
Time series analysis
54
Zeitreihenanalyse
54
Volatilität
33
Regression analysis
28
Regressionsanalyse
28
Theorie
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Theory
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Nichtparametrisches Verfahren
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ARCH-Modell
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Statistischer Test
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Cointegration
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Kointegration
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Forecasting model
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Prognoseverfahren
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Capital income
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Kapitaleinkommen
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Monte Carlo simulation
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Panel study
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Maximum likelihood estimation
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Maximum-Likelihood-Schätzung
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Market microstructure
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Kumar, Dilip
4
Maheswaran, S.
3
Bu, Ruijun
2
Francq, Christian
2
Hadri, Kaddour
2
Horváth, Lajos
2
Härdle, Wolfgang
2
Zakoïan, Jean-Michel
2
Acocella, Nicola
1
Agliardi, Rosella
1
Alleva, Giorgio
1
Amini, Shahram
1
Andreou, Alena
1
Arndt, Channing
1
Audrino, Francesco
1
Balter, Janine
1
Battisti, Michele
1
Beqiraj, Elton
1
Birke, Melanie
1
Boccanfuso, Dorothée
1
Bos, Charles S.
1
Boudt, Kris
1
Boughrara, Adel
1
Caldeira, João F.
1
Carrasco, Marine
1
Castillo B., Paul
1
Chen, Yi-ting
1
Cheng, Jie
1
Christoffersen, Peter F.
1
Conrad, Christian A.
1
Croux, Christophe
1
Demetrescu, Matei
1
Deng, Wen-Shuenn
1
Denuit, Michel
1
Desli, Evangelia
1
Di Bartolomeo, Giovanni
1
Di Dio, Fabio
1
Di Pietro, Marco
1
Di, Jianing
1
Dridi, Ichrak
1
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
Economic modelling
Journal of econometrics
447
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
162
Econometric theory
153
Economics letters
125
CEMMAP working papers / Centre for Microdata Methods and Practice
124
Econometric reviews
112
Journal of the American Statistical Association : JASA
83
The econometrics journal
79
Discussion paper / Tinbergen Institute
74
Discussion papers of interdisciplinary research project 373
53
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
50
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
48
CREATES research paper
47
Working paper / Department of Econometrics and Business Statistics, Monash University
46
Cowles Foundation discussion paper
45
SFB 649 discussion paper
45
Quantitative economics : QE ; journal of the Econometric Society
42
European journal of operational research : EJOR
38
Série des documents de travail / Centre de Recherche en Économie et Statistique
38
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
37
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
37
Discussion paper series / IZA
36
Econometrics : open access journal
32
Econometrics papers
32
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
32
Journal of empirical finance
32
International journal of forecasting
31
Cowles Foundation Discussion Paper
30
Journal of risk and financial management : JRFM
27
NBER Working Paper
27
Computational economics
26
Applied economics letters
25
Journal of banking & finance
25
NBER working paper series
25
Working papers / TSE : WP
25
Boston College working papers in economics
24
Insurance / Mathematics & economics
24
Applied economics
23
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70
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1
Flexible inflation targeting and stock market volatility : evidence from emerging market economies
Dridi, Ichrak
;
Boughrara, Adel
- In:
Economic modelling
126
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014462464
Saved in:
2
Effects of external shocks on macroeconomic fluctuations in Pacific Alliance countries
Rodriguez, Gabriel
;
Vassallo, Renato
;
Castillo B., Paul
- In:
Economic modelling
124
(
2023
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014463282
Saved in:
3
Testing for integration and cointegration when time series are observed with noise
Gianfreda, Angelica
;
Maranzano, Paolo
;
Parisio, Lucia
; …
- In:
Economic modelling
125
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014463618
Saved in:
4
Nonparametric estimates of price efficiency for the Greek infant milk market : curing the curse of dimensionality with shannon entropy
Karagiannis, Roxani
;
Karagiannēs, Giannēs
- In:
Economic modelling
121
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014384352
Saved in:
5
Testing for no cointegration in vector autoregressions with estimated degree of fractional integration
Demetrescu, Matei
;
Kusin, Vladimir
;
Salish, Nazarii
- In:
Economic modelling
108
(
2022
),
pp. 1-32
Persistent link: https://www.econbiz.de/10013347934
Saved in:
6
Identification and estimation of a heteroskedastic censored regression model with random coefficient dummy endogenous regressors
Guo, Jing
;
Wang, Lei
;
Zhang, ZhengYu
- In:
Economic modelling
110
(
2022
),
pp. 1-20
Persistent link: https://www.econbiz.de/10013348383
Saved in:
7
Bayesian estimation for a semiparametric nonlinear volatility model
Hu, Shuowen
;
Poskitt, Donald Stephen
;
Zhang, Xibin
- In:
Economic modelling
98
(
2021
),
pp. 361-370
Persistent link: https://www.econbiz.de/10012793996
Saved in:
8
World economic convergence : does the estimation methodology matter?
Desli, Evangelia
;
Gkoulgkoutsika, A.
- In:
Economic modelling
91
(
2020
),
pp. 138-147
Persistent link: https://www.econbiz.de/10012429028
Saved in:
9
A stochastic estimated version of the Italian dynamic General Equilibrium Model
Acocella, Nicola
;
Beqiraj, Elton
;
Di Bartolomeo, Giovanni
; …
- In:
Economic modelling
92
(
2020
),
pp. 339-357
Persistent link: https://www.econbiz.de/10012429788
Saved in:
10
Macroeconomic effects of monetary policy in Korea : a time-varying coefficient VAR approach
Han, Jeong sug
;
Hur, Joonyoung
- In:
Economic modelling
89
(
2020
),
pp. 142-152
Persistent link: https://www.econbiz.de/10012425933
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