//--> //--> //--> //-->
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
subject:"EU-Staaten"
type_genre:"Übersichtsarbeit"
~isPartOf:"International journal of forecasting"
~isPartOf:"Journal of econometrics"
~subject:"Volatility"
~type_genre:"Aufsatz in Zeitschrift"
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"
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
EU-Staaten
Volatility
Estimation
643
Schätzung
638
Theorie
252
Theory
252
Estimation theory
237
Schätztheorie
237
Forecasting model
214
Prognoseverfahren
214
Time series analysis
189
Zeitreihenanalyse
189
Volatilität
148
Nichtparametrisches Verfahren
111
Nonparametric statistics
111
Regression analysis
100
Regressionsanalyse
100
Panel
99
Panel study
99
Capital income
85
Kapitaleinkommen
85
Börsenkurs
69
Share price
69
USA
69
United States
69
Factor analysis
60
Faktorenanalyse
60
Stochastic process
57
Stochastischer Prozess
57
ARCH model
56
ARCH-Modell
56
Bayes-Statistik
54
Bayesian inference
54
Statistical distribution
44
Statistische Verteilung
44
Markov chain
41
Markov-Kette
41
Panel data
41
Statistical test
41
Statistischer Test
41
VAR model
32
more ...
less ...
Online availability
All
Undetermined
112
Type of publication
All
Article
157
Type of publication (narrower categories)
All
Übersichtsarbeit
Aufsatz in Zeitschrift
Article in journal
157
Language
All
English
157
Author
All
Todorov, Viktor
13
Bollerslev, Tim
8
Tauchen, George Eugene
7
Kim, Donggyu
5
Li, Jia
5
Andersen, Torben
4
Aït-Sahalia, Yacine
4
McAleer, Michael
4
Asai, Manabu
3
Francq, Christian
3
Gallo, Giampiero M.
3
Park, Joon Y.
3
Patton, Andrew J.
3
Wang, Yazhen
3
Xiu, Dacheng
3
Zakoïan, Jean-Michel
3
Barigozzi, Matteo
2
Bibinger, Markus
2
Chan, Joshua
2
Christensen, Kim
2
Creal, Drew
2
Ergemen, Yunus Emre
2
Fan, Jianqing
2
Gerlach, Richard
2
Ghysels, Eric
2
Grynkiv, Iaryna
2
Hallin, Marc
2
Harvey, Andrew C.
2
Klein, Tony
2
Kong, Xin-Bing
2
Koopman, Siem Jan
2
Li, Yingying
2
Lucas, André
2
Medeiros, Marcelo C.
2
Paolella, Marc S.
2
Polak, Pawel
2
Quaedvlieg, Rogier
2
Taylor, Robert
2
Thyrsgaard, Martin
2
Valkanov, Rossen I.
2
more ...
less ...
Published in...
All
International journal of forecasting
Journal of econometrics
Applied economics
197
Economic modelling
191
Energy economics
160
International review of economics & finance : IREF
139
Finance research letters
134
Applied economics letters
127
International review of financial analysis
113
The North American journal of economics and finance : a journal of financial economics studies
109
Journal of international money and finance
104
Journal of banking & finance
103
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
92
Journal of empirical finance
87
Journal of international financial markets, institutions & money
84
Economics letters
83
Applied financial economics
82
Research in international business and finance
75
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
63
The European journal of finance
62
International journal of finance & economics : IJFE
61
Journal of risk and financial management : JRFM
61
The journal of futures markets
60
Empirica : journal of european economics
52
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
46
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
43
European economic review : EER
42
International Journal of Energy Economics and Policy : IJEEP
41
Journal of economic dynamics & control
40
Journal of financial economics
40
International journal of economics and finance
39
Journal of applied econometrics
37
Journal of forecasting
36
Journal of macroeconomics
36
Journal of financial econometrics : official journal of the Society for Financial Econometrics
34
Quantitative finance
34
Pacific-Basin finance journal
33
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
32
Empirical economics : a quarterly journal of the Institute for Advanced Studies
32
International journal of economics and financial issues : IJEFI
32
more ...
less ...
Source
All
ECONIS (ZBW)
157
Showing
1
-
10
of
157
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Time-varying unobserved heterogeneity in earnings shocks
Botosaru, Irene
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1378-1393
Persistent link: https://www.econbiz.de/10014471381
Saved in:
2
Intraday cross-sectional distributions of systematic risk
Andersen, Torben
;
Riva, Raul
;
Thyrsgaard, Martin
; …
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1394-1418
Persistent link: https://www.econbiz.de/10014471397
Saved in:
3
Parametric estimation of long memory in factor models
Ergemen, Yunus Emre
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1483-1499
Persistent link: https://www.econbiz.de/10014471404
Saved in:
4
Score-driven models for realized volatility
Harvey, Andrew C.
;
Palumbo, Dario
- In:
Journal of econometrics
237
(
2023
)
2,2
,
pp. 1-14
Persistent link: https://www.econbiz.de/10014471522
Saved in:
5
Volatility measurement with pockets of extreme return persistence
Andersen, Torben
;
Li, Yingying
;
Todorov, Viktor
;
Zhou, Bo
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014471793
Saved in:
6
High-dimensional conditionally Gaussian state space models with missing data
Chan, Joshua
;
Poon, Aubrey
;
Zhu, Dan
- In:
Journal of econometrics
236
(
2023
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014332310
Saved in:
7
Does the Phillips curve help to forecast euro area inflation?
Bańbura, Marta
;
Bobeica, Elena
- In:
International journal of forecasting
39
(
2023
)
1
,
pp. 364-390
Persistent link: https://www.econbiz.de/10014462787
Saved in:
8
Moments, shocks and spillovers in Markov-switching VAR models
Kole, Erik
;
Dijk, Dick van
- In:
Journal of econometrics
236
(
2023
)
2
,
pp. 1-26
Persistent link: https://www.econbiz.de/10014365495
Saved in:
9
Forecasting extreme financial risk : a score-driven approach
Fuentes, Fernanda
;
Herrera, Rodrigo
;
Clements, Adam
- In:
International journal of forecasting
39
(
2023
)
2
,
pp. 720-735
Persistent link: https://www.econbiz.de/10014465107
Saved in:
10
Time-varying variance and skewness in realized volatility measures
Opschoor, Anne
;
Lucas, André
- In:
International journal of forecasting
39
(
2023
)
2
,
pp. 827-840
Persistent link: https://www.econbiz.de/10014465151
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->