//--> //--> //--> //-->
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:"Working paper / Department of Econometrics and Business Statistics, Monash University"
~subject:"Correlation"
~subject:"Forecasting model"
~subject:"Share price"
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
Correlation
Forecasting model
Share price
Estimation theory
235
Schätztheorie
235
Time series analysis
82
Zeitreihenanalyse
82
Estimation
52
Schätzung
52
Nichtparametrisches Verfahren
50
Nonparametric statistics
50
Regression analysis
31
Regressionsanalyse
31
Prognoseverfahren
27
Panel
25
Panel study
25
Theorie
25
Theory
25
Bayes-Statistik
24
Bayesian inference
24
Volatilität
21
Statistical test
16
Statistischer Test
16
ARCH model
14
ARCH-Modell
14
Cointegration
13
Kointegration
13
Börsenkurs
12
Capital income
12
Kapitaleinkommen
12
Korrelation
12
Monte Carlo simulation
11
Monte-Carlo-Simulation
11
Stochastic process
11
Stochastischer Prozess
11
Market microstructure
10
Marktmikrostruktur
10
Method of moments
10
Momentenmethode
10
more ...
less ...
Online availability
All
Free
27
Undetermined
7
Type of publication
All
Article
30
Book / Working Paper
29
Type of publication (narrower categories)
All
Article in journal
30
Aufsatz in Zeitschrift
30
Arbeitspapier
29
Graue Literatur
29
Non-commercial literature
29
Working Paper
29
Forschungsbericht
2
more ...
less ...
Language
All
English
59
Author
All
Hyndman, Rob J.
9
Gao, Jiti
7
Athanasopoulos, George
3
Jiang, Bin
3
Martin, Gael M.
3
Vahid, Farshid
3
Audrino, Francesco
2
Cheng, Tingting
2
Corsi, Fulvio
2
Francq, Christian
2
Frazier, David T.
2
Harris, David
2
Horváth, Lajos
2
Kew, Hsein
2
Koo, Bonsoo
2
Li, Degui
2
Linton, Oliver
2
Maneesoonthorn, Worapree
2
Panagiotelis, Anastasios
2
Phillips, Peter C. B.
2
Zakoïan, Jean-Michel
2
Zhang, Xibin
2
Ahlgren, Niklas
1
Andreou, Alena
1
Antell, Jan
1
Armstrong, Jon Scott
1
Ashouri, Mahsa
1
Bailey, Natalia
1
Balter, Janine
1
Ben Taieb, Souhaib
1
Bergmeir, Christoph
1
Bos, Charles S.
1
Boudt, Kris
1
Cai, Biqing
1
Caldeira, João F.
1
Calvet, Laurent E.
1
Carrasco, Marine
1
Chen, Xiangjin B.
1
Chen, Yi-ting
1
Croux, Christophe
1
more ...
less ...
Published in...
All
Journal of financial econometrics : official journal of the Society for Financial Econometrics
Working paper / Department of Econometrics and Business Statistics, Monash University
Journal of econometrics
231
International journal of forecasting
114
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
110
Journal of forecasting
75
Economics letters
71
Discussion paper / Tinbergen Institute
51
Journal of empirical finance
42
Econometric reviews
38
Econometric theory
38
Journal of the American Statistical Association : JASA
31
Journal of banking & finance
30
The econometrics journal
30
Finance research letters
27
CREATES research paper
26
Cambridge working papers in economics
26
Economic modelling
26
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
26
Working paper
26
Journal of financial econometrics
25
Quantitative finance
25
NBER Working Paper
24
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
23
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
22
SFB 649 discussion paper
21
Applied economics letters
20
Computational economics
20
Econometrics : open access journal
20
NBER working paper series
20
Working paper / National Bureau of Economic Research, Inc.
19
Applied economics
18
CESifo working papers
17
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
17
Journal of risk and financial management : JRFM
17
The North American journal of economics and finance : a journal of financial economics studies
17
European journal of operational research : EJOR
16
Discussion paper
15
Insurance / Mathematics & economics
15
Journal of applied econometrics
15
more ...
less ...
Source
All
ECONIS (ZBW)
59
Showing
1
-
10
of
59
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Loss-based variational Bayes prediction
Frazier, David T.
;
Loiza-Maya, Ruben
;
Martin, Gael M.
; …
-
2021
Persistent link: https://www.econbiz.de/10012614593
Saved in:
2
Conditional heteroscedasticity models with time-varying parameters : estimation and asymptotics
Pourkhanali, Armin
;
Keith, Jonathan
;
Zhang, Xibin
-
2020
Persistent link: https://www.econbiz.de/10012697180
Saved in:
3
High-frequency jump tests : which test should we use?
Maneesoonthorn, Worapree
;
Martin, Gael M.
;
Forbes, …
-
2020
-
(Revised working paper 17/18)
Persistent link: https://www.econbiz.de/10012606872
Saved in:
4
Level shift estimation in the presence of non-stationary volatility with an application to the unit root testing problem
Harris, David
;
Kew, Hsein
;
Taylor, Robert
-
2020
Persistent link: https://www.econbiz.de/10012606901
Saved in:
5
Bagging weak predictors
Hillebrand, Eric
;
Lukas, Manuel
;
Wei, Wei
-
2020
Persistent link: https://www.econbiz.de/10012607673
Saved in:
6
Distributed ARIMA models for ultra-long time series
Wang, Xiaoqian
;
Kang, Yanfei
;
Hyndman, Rob J.
;
Li, Feng
-
2020
Persistent link: https://www.econbiz.de/10012610507
Saved in:
7
Optimal non-negative forecast reconciliation
Wickramasuriya, Shanika L.
;
Turlach, Berwin A.
; …
-
2019
Persistent link: https://www.econbiz.de/10012593926
Saved in:
8
Seasonal functional autoregressive models
Zamani, Atefeh
;
Haghbin, Hossein
;
Hashemi, Maryam
; …
-
2019
Persistent link: https://www.econbiz.de/10012593931
Saved in:
9
Semiparametric single-index predictive regression
Zhou, Weilun
;
Gao, Jiti
;
Harris, David
;
Kew, Hsein
-
2019
Persistent link: https://www.econbiz.de/10012606715
Saved in:
10
Fast forecast reconciliation using linear models
Ashouri, Mahsa
;
Hyndman, Rob J.
;
Shmueli, Galit
-
2019
Persistent link: https://www.econbiz.de/10012606728
Saved in:
1
2
3
4
5
6
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->