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subject:"Estimation theory"
subject:"Schätzung"
~person:"Linton, Oliver"
~subject:"Volatility"
~subject:"Volatilität"
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Estimation theory
Schätzung
Volatility
Volatilität
Theorie
162
Theory
162
Nichtparametrisches Verfahren
76
Nonparametric statistics
76
Regression analysis
25
Regressionsanalyse
25
Stochastic process
22
Stochastischer Prozess
22
Time series analysis
22
Zeitreihenanalyse
22
Statistical test
21
Statistischer Test
21
Bootstrap approach
19
Bootstrap-Verfahren
19
Estimation
19
Schätztheorie
18
ARCH model
15
ARCH-Modell
15
Method of moments
15
Momentenmethode
15
Forecasting model
14
Prognoseverfahren
14
Core
13
Panel
9
Panel study
9
Präferenztheorie
9
Theory of preferences
9
Efficient market hypothesis
8
Effizienzmarkthypothese
8
Generalized method of moments
8
Statistical distribution
8
Statistische Verteilung
8
CAPM
7
Capital structure
7
Kapitalstruktur
7
Capital income
6
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Free
19
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Book / Working Paper
31
Article
17
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Graue Literatur
29
Non-commercial literature
29
Arbeitspapier
25
Working Paper
25
Article in journal
19
Aufsatz in Zeitschrift
19
Bibliografie
1
Hochschulschrift
1
Thesis
1
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Language
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English
48
Author
All
Linton, Oliver
Härdle, Wolfgang
126
Pesaran, M. Hashem
117
Caporale, Guglielmo Maria
97
Diebold, Francis X.
95
Bollerslev, Tim
94
McAleer, Michael
92
Phillips, Peter C. B.
82
Gil-Alaña, Luis A.
79
Heckman, James J.
77
Koopman, Siem Jan
73
Gouriéroux, Christian
63
Franses, Philip Hans
61
Marcellino, Massimiliano
59
Engle, Robert F.
56
Lucas, André
56
Hautsch, Nikolaus
54
Herwartz, Helmut
52
Swanson, Norman R.
52
Lütkepohl, Helmut
51
Blundell, Richard W.
50
Ghysels, Eric
50
Bekaert, Geert
49
Timmermann, Allan
49
Aizenman, Joshua
48
Kilian, Lutz
48
Engel, Charles
47
Newey, Whitney K.
47
Gupta, Rangan
46
Andersen, Torben
45
Andrews, Donald W. K.
45
Lux, Thomas
45
Acemoglu, Daron
41
Baltagi, Badi H.
41
Bauwens, Luc
41
Robinson, Peter M.
41
Chiarella, Carl
40
Granger, C. W. J.
40
Pierdzioch, Christian
40
Serletis, Apostolos
40
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
2
Boston College / Department of Economics
1
Centre for Microdata Methods and Practice <London>
1
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All
Econometric theory
8
Cambridge working papers in economics
6
Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
5
CEMMAP working papers / Centre for Microdata Methods and Practice
3
Cambridge-INET working papers
3
Discussion paper series / LSE Financial Markets Group
3
Journal of econometrics
3
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
2
Discussion papers of interdisciplinary research project 373
2
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
2
Janeway Institute working paper series
2
Working paper / Department of Econometrics and Business Statistics, Monash University
2
Boston College working papers in economics
1
Cowles Foundation discussion paper
1
Discussion paper / LSE Financial Markets Group
1
Econometric reviews
1
Econometrics papers
1
International financial forecasting
1
International journal of forecasting
1
Journal of applied econometrics
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
SFB 649 discussion paper
1
Staff working papers / Bank of England
1
Working papers / Department of Economics, Universidad Carlos III de Madrid
1
Working papers / Economics Series / Department of Economics, Universidad Carlos III de Madrid
1
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ECONIS (ZBW)
48
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41
A GARCH model of the implied volatility of the Swiss market index from option prices
Sabbatini, Michael
- In:
International journal of forecasting
14
(
1998
)
2
,
pp. 199-213
Persistent link: https://www.econbiz.de/10001338711
Saved in:
42
Some higher order theory for a consistent nonparametric model specification test
Fan, Yanqin
;
Linton, Oliver
-
1997
Persistent link: https://www.econbiz.de/10000974397
Saved in:
43
An asymptotic expansion in the GARCH(1,1) model
Linton, Oliver
- In:
Econometric theory
13
(
1997
)
4
,
pp. 558-581
Persistent link: https://www.econbiz.de/10001230723
Saved in:
44
Edgeworth approximation for MINPIN estimators in semiparametric regression models
Linton, Oliver
- In:
Econometric theory
12
(
1996
)
1
,
pp. 30-60
Persistent link: https://www.econbiz.de/10001201818
Saved in:
45
Second order approximation in a linear regression with heteroskedasticity of unknown form
Linton, Oliver
- In:
Econometric reviews
15
(
1996
)
1
,
pp. 1-32
Persistent link: https://www.econbiz.de/10001197549
Saved in:
46
Second order approximation in the partially linear regression model
Linton, Oliver
- In:
Econometrica : journal of the Econometric Society, an …
63
(
1995
)
5
,
pp. 1079-1112
Persistent link: https://www.econbiz.de/10001190389
Saved in:
47
Adaptive estimation in ARCH models
Linton, Oliver
- In:
Econometric theory
9
(
1993
)
4
,
pp. 539-569
Persistent link: https://www.econbiz.de/10001156716
Saved in:
48
Edgeworth approximation in semiparametric regression models
Linton, Oliver
-
1991
Persistent link: https://www.econbiz.de/10000868194
Saved in:
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