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subject:"Probability theory"
subject:"Time series analysis"
~isPartOf:"Journal of financial econometrics"
~subject:"Bayes-Statistik"
~subject:"Regressionsanalyse"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Estimation theory"
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Probability theory
Time series analysis
Bayes-Statistik
Regressionsanalyse
Estimation theory
48
Schätztheorie
48
Estimation
19
Schätzung
19
Zeitreihenanalyse
14
Volatility
13
Volatilität
13
Correlation
9
Korrelation
9
Statistical test
9
Statistischer Test
9
ARCH model
8
ARCH-Modell
8
Forecasting model
8
Portfolio selection
8
Portfolio-Management
8
Prognoseverfahren
8
Statistical distribution
8
Statistische Verteilung
8
Capital income
7
Kapitaleinkommen
7
Risikomaß
7
Risikoprämie
7
Risk measure
7
Risk premium
7
Analysis of variance
6
CAPM
6
Robust statistics
6
Robustes Verfahren
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Sampling
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Stichprobenerhebung
6
Varianzanalyse
6
Induktive Statistik
5
Statistical inference
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Stochastic process
5
Stochastischer Prozess
5
Börsenkurs
4
Regression analysis
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Aufsatz in Zeitschrift
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English
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Bauwens, Luc
1
Cipollini, Fabrizio
1
Gallo, Giampiero M.
1
Golinski, Adam
1
Grønneberg, Steffen
1
Gungor, Sermin
1
Guo, Junjie
1
Han, Heejoon
1
Hecq, Alain W. J.
1
Hong, Seok Young
1
Huang, Haitao
1
Hung, Mao-Wei
1
Inoue, Atsushi
1
Jach, Agnieszka
1
Jiang, Binyan
1
Jung, Whayoung
1
Ko, Yi-Chen
1
Lee, Ji Hyung
1
Leng, Xuan
1
Liu, Cheng
1
Liu, Xiaohui
1
Livieri, Giulia
1
Lu, Jin
1
Lucas, André
1
Luger, Richard
1
Mancino, Maria Elvira
1
Margaritella, Luca
1
Marmi, Stefano
1
McElroy, Tucker
1
Nolte, Ingmar
1
Noureldin, Diaa
1
Opschoor, Anne
1
Otranto, Edoardo
1
Palandri, Alessandro
1
Pelletier, Denis
1
Peng, Liang
1
Pericoli, Marcello
1
Sancetta, Alessio
1
Smeekes, Stephan
1
Spencer, Peter D.
1
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Journal of financial econometrics
Journal of econometrics
589
Econometric theory
255
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
243
Economics letters
241
Econometric reviews
161
Journal of the American Statistical Association : JASA
132
The econometrics journal
95
International journal of forecasting
89
Econometrics : open access journal
73
Applied economics letters
72
Journal of forecasting
69
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
68
Economic modelling
64
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
61
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
60
Computational economics
53
Journal of applied econometrics
52
European journal of operational research : EJOR
51
Applied economics
47
Quantitative economics : QE ; journal of the Econometric Society
45
Journal of time series econometrics
44
Insurance / Mathematics & economics
41
Statistics in transition : an international journal of the Polish Statistical Association
36
Journal of risk and financial management : JRFM
34
Oxford bulletin of economics and statistics
33
Journal of empirical finance
32
Journal of financial econometrics : official journal of the Society for Financial Econometrics
28
Statistical papers
28
Journal of economic dynamics & control
27
Empirical economics : a quarterly journal of the Institute for Advanced Studies
26
Journal of quantitative economics
24
The review of economic studies
24
Risks : open access journal
21
The empirical economics letters : a monthly international journal of economics
20
Journal of macroeconomics
19
The review of economics and statistics
19
Finance research letters
18
Journal of banking & finance
17
Journal of econometric methods
16
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ECONIS (ZBW)
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1
Granger causality testing in high-dimensional VARs : a post-double-selection procedure
Hecq, Alain W. J.
;
Margaritella, Luca
;
Smeekes, Stephan
- In:
Journal of financial econometrics
21
(
2023
)
3
,
pp. 915-958
Persistent link: https://www.econbiz.de/10014314841
Saved in:
2
Estimation and inference of quantile impulse response functions by local projections : with applications to VaR dynamics
Han, Heejoon
;
Jung, Whayoung
;
Lee, Ji Hyung
- In:
Journal of financial econometrics
22
(
2024
)
1
,
pp. 1-29
Persistent link: https://www.econbiz.de/10014526299
Saved in:
3
A new test for multiple predictive regression
Xu, Ke-Li
;
Guo, Junjie
- In:
Journal of financial econometrics
22
(
2024
)
1
,
pp. 119-156
Persistent link: https://www.econbiz.de/10014526308
Saved in:
4
Volatility of volatility estimation : central limit theorems for the fourier transform estimator and empirical study of the daily time series stylized facts
Toscano, Giacomo
;
Livieri, Giulia
;
Mancino, Maria Elvira
; …
- In:
Journal of financial econometrics
22
(
2024
)
1
,
pp. 252-296
Persistent link: https://www.econbiz.de/10014526318
Saved in:
5
Dynamic covariance matrix estimation and portfolio analysis with high-frequency data
Jiang, Binyan
;
Liu, Cheng
;
Tang, Cheng Yong
- In:
Journal of financial econometrics
22
(
2024
)
2
,
pp. 461-491
Persistent link: https://www.econbiz.de/10014526333
Saved in:
6
Exact inference in long-horizon predictive quantile regressions with an application to stock returns
Gungor, Sermin
;
Luger, Richard
- In:
Journal of financial econometrics
19
(
2021
)
4
,
pp. 746-788
Persistent link: https://www.econbiz.de/10012654991
Saved in:
7
Modeling realized covariance matrices : a class of hadamard exponential models
Bauwens, Luc
;
Otranto, Edoardo
- In:
Journal of financial econometrics
21
(
2023
)
4
,
pp. 1376-1401
Persistent link: https://www.econbiz.de/10014391463
Saved in:
8
An application of damped diffusion for modeling volatility dynamics
Hung, Mao-Wei
;
Ko, Yi-Chen
;
Wang, Jr-Yan
- In:
Journal of financial econometrics
21
(
2023
)
3
,
pp. 779-809
Persistent link: https://www.econbiz.de/10014314820
Saved in:
9
Volatility estimation and forecasts based on price durations
Hong, Seok Young
;
Nolte, Ingmar
;
Taylor, Stephen
;
Zhao, …
- In:
Journal of financial econometrics
21
(
2023
)
1
,
pp. 106-144
Persistent link: https://www.econbiz.de/10013542852
Saved in:
10
Volatility prediction using a realized-measure-based component model
Noureldin, Diaa
- In:
Journal of financial econometrics
20
(
2022
)
1
,
pp. 76-104
Persistent link: https://www.econbiz.de/10012878187
Saved in:
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