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isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
subject:"Volatility"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~subject:"Noise Trading"
~subject:"Stochastic process"
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Search: subject_exact:"Estimation theory"
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Volatility
Noise Trading
Stochastic process
Estimation theory
778
Schätztheorie
778
Theorie
210
Theory
210
Time series analysis
210
Zeitreihenanalyse
210
Estimation
177
Schätzung
177
Nichtparametrisches Verfahren
130
Nonparametric statistics
130
Regression analysis
111
Regressionsanalyse
111
USA
104
United States
103
Volatilität
75
Statistical test
59
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59
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58
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Capital income
47
Kapitaleinkommen
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Panel study
47
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Induktive Statistik
44
Statistical inference
44
Maximum likelihood estimation
37
Maximum-Likelihood-Schätzung
37
Stochastischer Prozess
34
Monte Carlo simulation
33
Monte-Carlo-Simulation
33
Börsenkurs
32
Method of moments
32
Momentenmethode
32
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32
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Ghysels, Eric
3
Bu, Ruijun
2
Francq, Christian
2
Hadri, Kaddour
2
Hautsch, Nikolaus
2
Hurn, Stan
2
Jing, Bingyi
2
Koopman, Siem Jan
2
Li, Jing
2
Lindsay, Kenneth A.
2
Ling, Shiqing
2
Mykland, Per A.
2
Russell, Jeffrey R.
2
Shephard, Neil G.
2
Song, Peter X.-K.
2
Teräsvirta, Timo
2
Tsay, Ruey S.
2
Yang, Xiye
2
Abbara, Omar
1
Alfelt, Gustav
1
Amado, Cristina
1
Anatolyev, Stanislav
1
Andersen, Torben
1
Andreou, Alena
1
Andreou, Elena
1
Balter, Janine
1
Bandi, Federico M.
1
Baruník, Jozef
1
Bauwens, Luc
1
Bibinger, Markus
1
Blazsek, Szabolcs
1
Bodnar, Taras
1
Bollerslev, Tim
1
Bormetti, Giacomo
1
Bos, Charles S.
1
Boswijk, Herman Peter
1
Buccheri, Giuseppe
1
Caldeira, João F.
1
Cape, Joshua
1
Carrasco, Marine
1
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
Journal of econometrics
142
Discussion paper / Tinbergen Institute
37
Economics letters
35
Econometric reviews
29
CREATES research paper
28
Economic modelling
27
Econometric theory
25
Journal of empirical finance
22
International journal of forecasting
17
Finance research letters
16
Quantitative finance
16
International journal of theoretical and applied finance
15
Journal of banking & finance
15
Journal of financial econometrics
15
SFB 649 discussion paper
15
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
14
European journal of operational research : EJOR
14
Journal of forecasting
14
Journal of risk and financial management : JRFM
14
The econometrics journal
14
Cowles Foundation discussion paper
13
Econometrics : open access journal
13
The North American journal of economics and finance : a journal of financial economics studies
12
Discussion papers of interdisciplinary research project 373
11
Mathematics of operations research
11
Computational economics
10
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
10
Finance and stochastics
10
Journal of mathematical finance
10
Operations research
10
Série des documents de travail / Centre de Recherche en Économie et Statistique
10
Insurance / Mathematics & economics
9
NBER Working Paper
9
Working paper
9
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
8
Handbook of financial time series
8
International journal of economics and financial issues : IJEFI
8
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1
Singular conditional autoregressive Wishart model for realized covariance matrices
Alfelt, Gustav
;
Bodnar, Taras
;
Javed, Farrukh
;
Tyrcha, …
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
3
,
pp. 833-845
Persistent link: https://www.econbiz.de/10014448443
Saved in:
2
Adaptive testing for cointegration with nonstationary volatility
Boswijk, Herman Peter
;
Zu, Yang
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
2
,
pp. 744-755
Persistent link: https://www.econbiz.de/10013534484
Saved in:
3
Estimating monotone concave stochastic production frontiers
Tsionas, Efthymios G.
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
3
,
pp. 1403-1414
Persistent link: https://www.econbiz.de/10013539534
Saved in:
4
Score-driven location plus scale models : asymptotic theory and an application to forecasting Dow Jones volatility
Blazsek, Szabolcs
;
Escribano, Álvaro
;
Licht, Adrian
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
28
(
2024
)
1
,
pp. 61-82
Persistent link: https://www.econbiz.de/10014506888
Saved in:
5
Inference for nonparametric high-frequency estimators with an application to time variation in betas
Kalnina, Ilze
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
2
,
pp. 538-549
Persistent link: https://www.econbiz.de/10014448338
Saved in:
6
Estimation of leverage effect : kernel function and efficiency
Yang, Xiye
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
3
,
pp. 939-956
Persistent link: https://www.econbiz.de/10014448463
Saved in:
7
Overnight GARCH-Itô volatility models
Kim, Donggyu
;
Shin, Minseok
;
Wang, Yazhen
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
4
,
pp. 1215-1227
Persistent link: https://www.econbiz.de/10014448607
Saved in:
8
Spectral estimation of large stochastic blockmodels with discrete nodal covariates
Mele, Angelo
;
Hao, Lingxin
;
Cape, Joshua
;
Priebe, Carey E.
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
4
,
pp. 1364-1376
Persistent link: https://www.econbiz.de/10014448655
Saved in:
9
Estimation and forecasting of long memory stochastic volatility models
Abbara, Omar
;
Zevallos, Mauricio
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10014288818
Saved in:
10
Unrestricted, restricted, and regularized models for forecasting multivariate volatility
Anatolyev, Stanislav
;
Staněk, Filip
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
2
,
pp. 199-218
Persistent link: https://www.econbiz.de/10014288890
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