//--> //--> //--> //-->
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:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~subject:"Noise Trading"
~subject:"Regression analysis"
~subject:"Risikomaß"
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
| 6 applied filters
Year of publication
From:
To:
Subject
All
Volatility
Noise Trading
Regression analysis
Risikomaß
Estimation theory
176
Schätztheorie
176
Time series analysis
70
Zeitreihenanalyse
70
Estimation
48
Schätzung
48
Volatilität
33
ARCH model
28
ARCH-Modell
28
Regressionsanalyse
21
Nichtparametrisches Verfahren
19
Nonparametric statistics
19
Capital income
18
Kapitaleinkommen
18
Statistical test
16
Statistischer Test
16
Stochastic process
16
Stochastischer Prozess
16
Cointegration
15
Forecasting model
15
Kointegration
15
Prognoseverfahren
15
Börsenkurs
12
Risk measure
12
Share price
12
Theorie
12
Theory
12
Monte Carlo simulation
11
Monte-Carlo-Simulation
11
Correlation
10
Korrelation
10
Market microstructure
10
Markov chain
10
Markov-Kette
10
Marktmikrostruktur
10
Maximum likelihood estimation
9
Maximum-Likelihood-Schätzung
9
more ...
less ...
Online availability
All
Undetermined
40
Type of publication
All
Article
64
Type of publication (narrower categories)
All
Article in journal
64
Aufsatz in Zeitschrift
64
Language
All
English
64
Author
All
Francq, Christian
2
Horváth, Lajos
2
Zakoïan, Jean-Michel
2
Abbara, Omar
1
Ahn, Seung Chan
1
Anatolyev, Stanislav
1
Andreou, Alena
1
Atems, Bebonchu
1
Balter, Janine
1
Baruník, Jozef
1
Bergtold, Jason
1
Blazsek, Szabolcs
1
Bormann, Carsten
1
Bos, Charles S.
1
Bu, Ruijun
1
Caldeira, João F.
1
Calvet, Laurent E.
1
Carrasco, Marine
1
Chan, Jennifer So Kuen
1
Chen, Haiqiang
1
Cheng, Jie
1
Chevallier, Julien
1
Chong, Terence Tai-Leung
1
Christoffersen, Peter F.
1
Chu, Ba
1
Chuffart, Thomas
1
Czellar, Veronika
1
Daníelsson, Jón
1
Dark, Jonathan Graeme
1
De Angelis, Luca
1
Donayre, Luiggi
1
Dupuis, Debbie J.
1
Enders, Walter
1
Eo, Yunjong
1
Escribano, Álvaro
1
Fan, Jianqing
1
Fan, Yingying
1
Flachaire, Emmanuel
1
Frederiksen, Per
1
Gadarowski, Christopher
1
more ...
less ...
Published in...
All
Journal of financial econometrics : official journal of the Society for Financial Econometrics
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
Journal of econometrics
387
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
138
Economics letters
117
Econometric theory
107
CEMMAP working papers / Centre for Microdata Methods and Practice
99
Journal of the American Statistical Association : JASA
93
Econometric reviews
88
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
81
The econometrics journal
67
Discussion paper / Tinbergen Institute
62
Discussion papers of interdisciplinary research project 373
45
Cowles Foundation discussion paper
44
Discussion paper / Sonderforschungsbereich 386 der Ludwig-Maximilians-Universität München
41
Discussion paper series / IZA
41
Insurance / Mathematics & economics
40
NBER Working Paper
40
Economic modelling
38
European journal of operational research : EJOR
37
International journal of forecasting
37
Econometrics : open access journal
36
SFB 649 discussion paper
34
NBER working paper series
31
Computational economics
30
Working paper / Department of Econometrics and Business Statistics, Monash University
29
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
28
Journal of risk and financial management : JRFM
28
CREATES research paper
27
Journal of empirical finance
27
KBI
27
Working papers / TSE : WP
27
Cowles Foundation Discussion Paper
26
Journal of banking & finance
25
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
24
Journal of forecasting
24
Journal of risk
24
Working paper
24
Applied economics letters
23
Discussion paper
23
more ...
less ...
Source
All
ECONIS (ZBW)
64
Showing
1
-
10
of
64
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
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:
3
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
Saved in:
4
Time-specific average estimation of dynamic panel regressions
Chu, Ba
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
26
(
2022
)
4
,
pp. 581-616
Persistent link: https://www.econbiz.de/10013453781
Saved in:
5
Bayesian bandwidth estimation for local linear fitting in nonparametric regression models
Shang, Han Lin
;
Zhang, Xibin
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
26
(
2022
)
1
,
pp. 55-71
Persistent link: https://www.econbiz.de/10013334620
Saved in:
6
Multiple structural breaks in cointegrating regressions : a model selection approach
Schmidt, Alexander
;
Schweikert, Karsten
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
26
(
2022
)
2
,
pp. 219-254
Persistent link: https://www.econbiz.de/10013334688
Saved in:
7
Variance reduction estimation for return models with jumps using gamma asymmetric kernels
Song, Yuping
;
Hou, Weijie
;
Zhou, Shengyi
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
23
(
2019
)
5
,
pp. 1-38
Persistent link: https://www.econbiz.de/10012198377
Saved in:
8
Efficient estimation of financial risk by regressing the quantiles of parametric distributions : an application to CARR models
Chan, Jennifer So Kuen
;
Kok Haur Ng
;
Thanakorn …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
23
(
2019
)
2
,
pp. 1-22
Persistent link: https://www.econbiz.de/10012054882
Saved in:
9
Regression discontinuity designs with unknown state-dependent discontinuity points : estimation and testing
Yang, Lixiong
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
23
(
2019
)
2
,
pp. 1-18
Persistent link: https://www.econbiz.de/10012054886
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
5
6
7
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->