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subject:"Stochastischer Prozess"
subject:"Volatility"
~isPartOf:"Applied economics letters"
~isPartOf:"Discussion papers of interdisciplinary research project 373"
~isPartOf:"Journal of forecasting"
~subject:"Maximum likelihood estimation"
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Search: subject_exact:"Estimation theory"
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Stochastischer Prozess
Volatility
Maximum likelihood estimation
Estimation theory
449
Schätztheorie
449
Time series analysis
118
Zeitreihenanalyse
118
Estimation
88
Schätzung
88
Forecasting model
77
Prognoseverfahren
77
Regression analysis
76
Regressionsanalyse
76
Theorie
63
Theory
63
Nichtparametrisches Verfahren
59
Nonparametric statistics
59
Statistical test
28
Statistischer Test
28
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24
Einheitswurzeltest
24
Kointegration
24
Unit root test
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Panel
23
Panel study
23
Statistical distribution
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Statistische Verteilung
23
ARCH model
20
ARCH-Modell
20
Volatilität
18
Correlation
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Korrelation
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Stochastic process
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Autocorrelation
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Autokorrelation
16
Monte Carlo simulation
16
Monte-Carlo-Simulation
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Bootstrap approach
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Bootstrap-Verfahren
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Robust statistics
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Robustes Verfahren
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29
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Härdle, Wolfgang
3
Spokojnyj, Vladimir G.
3
Küchler, Uwe
2
Reiß, Markus
2
Taylor, James W.
2
Abraham, Bovas
1
An, Yang
1
Arvis, Jean-François
1
Balakrishna, N.
1
Banachewicz, Konrad
1
Ben-Zion, Uri
1
Blanco-Fernández, Ángela
1
Brou, Jean Marcelin Bosson
1
Brümmer, Bernhard
1
Bunke, Olaf
1
Chan, Ngai Hang
1
Chen, Bei
1
Chen, Zirong
1
Dankenbring, Henning
1
Ding, Hao
1
Dotsis, George
1
Fei, Tianlun
1
Fischer, Henning
1
Gel, Yulia R.
1
Genon-Catalot, Valentine
1
Glauben, Thomas
1
Hafner, Christian M.
1
He, Mengxi
1
Herwartz, Helmut
1
Hlávka, Zdeněk
1
Horst, Ulrich
1
Hsieh, Ping-hung
1
Hu, Yu-pin
1
Jeon, Jooyoung
1
Johannes, Jan
1
Kamdem, Alain Constant
1
Ke, Tsung-han
1
Kouassi, Eugène
1
Kutoyants, Yu. A.
1
Lam, Kai-pui
1
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
14
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Applied economics letters
Discussion papers of interdisciplinary research project 373
Journal of forecasting
Journal of econometrics
212
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
71
Discussion paper / Tinbergen Institute
56
Economics letters
56
Econometric reviews
45
CREATES research paper
33
Econometric theory
31
Economic modelling
30
European journal of operational research : EJOR
23
Journal of empirical finance
23
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
23
The econometrics journal
22
Econometrics : open access journal
21
Journal of financial econometrics : official journal of the Society for Financial Econometrics
21
Journal of the American Statistical Association : JASA
21
International journal of forecasting
19
Cowles Foundation discussion paper
18
Finance research letters
18
Insurance / Mathematics & economics
18
Journal of risk and financial management : JRFM
18
Série des documents de travail / Centre de Recherche en Économie et Statistique
18
Quantitative finance
17
Computational economics
16
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
16
Journal of banking & finance
16
SFB 649 discussion paper
16
International journal of theoretical and applied finance
15
Journal of financial econometrics
15
NBER Working Paper
15
Operations research
15
The North American journal of economics and finance : a journal of financial economics studies
14
Working paper
13
Quantitative economics : QE ; journal of the Econometric Society
12
Applied economics
11
CEMMAP working papers / Centre for Microdata Methods and Practice
11
Discussion paper
11
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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ECONIS (ZBW)
43
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1
Mixed-frequency predictive regressions with parameter learning
Leippold, Markus
;
Yang, Hanlin
- In:
Journal of forecasting
42
(
2023
)
8
,
pp. 1955-1972
Persistent link: https://www.econbiz.de/10014432824
Saved in:
2
Dynamic forecasting for nonstationary high-frequency financial data with jumps based on series decomposition and reconstruction
Song, Yuping
;
Li, Zhenwei
;
Ma, Zhiren
;
Sun, Xiaoyu
- In:
Journal of forecasting
42
(
2023
)
5
,
pp. 1055-1068
Persistent link: https://www.econbiz.de/10014338810
Saved in:
3
Forecasting stock return volatility : realized volatility-type or duration-based estimators
Fei, Tianlun
;
Liu, Xiaoquan
;
Wen, Conghua
- In:
Journal of forecasting
42
(
2023
)
7
,
pp. 1594-1621
Persistent link: https://www.econbiz.de/10014432725
Saved in:
4
Forecasting Bitcoin volatility : a new insight from the threshold regression model
Zhang, Yaojie
;
He, Mengxi
;
Wen, Danyan
;
Wang, Yudong
- In:
Journal of forecasting
41
(
2022
)
3
,
pp. 633-652
Persistent link: https://www.econbiz.de/10013166172
Saved in:
5
Should (co)jump variation be included in asset allocation?
Chen, Zirong
;
Lin, Haonan
;
Zheng, Xu
- In:
Applied economics letters
29
(
2022
)
20
,
pp. 1868-1875
Persistent link: https://www.econbiz.de/10013412321
Saved in:
6
Seasonality robust local whittle estimation
Wingert, Simon
;
Leschinski, Christian
;
Sibbertsen, Philipp
- In:
Applied economics letters
27
(
2020
)
18
,
pp. 1489-1494
Persistent link: https://www.econbiz.de/10012315624
Saved in:
7
Gravity models, PPML estimation and the bias of the robust standard errors
Pfaffermayr, Michael
- In:
Applied economics letters
26
(
2019
)
18
,
pp. 1467-1471
Persistent link: https://www.econbiz.de/10012204822
Saved in:
8
Short‐term stock price prediction based on limit order book dynamics
An, Yang
;
Chan, Ngai Hang
- In:
Journal of forecasting
36
(
2017
)
5
,
pp. 541-556
Persistent link: https://www.econbiz.de/10011860685
Saved in:
9
Backtesting value‐at‐risk : a generalized Markov test
Pajhede, Thor
- In:
Journal of forecasting
36
(
2017
)
5
,
pp. 597-613
Persistent link: https://www.econbiz.de/10011860704
Saved in:
10
Long memory of financial time series and hidden Markov models with time‐varying parameters
Nystrup, Peter
;
Madsen, Henrik
;
Lindström, Erik
- In:
Journal of forecasting
36
(
2017
)
8
,
pp. 989-1002
Persistent link: https://www.econbiz.de/10011860941
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