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subject:"Stochastischer Prozess"
subject:"Volatility"
~isPartOf:"Econometric reviews"
~isPartOf:"Econometric theory"
~isPartOf:"Série des documents de travail / Centre de Recherche en Économie et Statistique"
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Search: subject_exact:"Estimation theory"
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Stochastischer Prozess
Volatility
Estimation theory
1,396
Schätztheorie
1,396
Theorie
570
Theory
570
Time series analysis
273
Zeitreihenanalyse
273
Nichtparametrisches Verfahren
206
Nonparametric statistics
206
Regression analysis
166
Regressionsanalyse
166
Statistical test
103
Statistischer Test
103
Estimation
89
Schätzung
89
Panel
81
Panel study
81
Autocorrelation
62
Autokorrelation
62
Method of moments
59
Momentenmethode
59
Statistical theory
59
Statistische Methodenlehre
59
ARCH model
58
ARCH-Modell
58
Statistical distribution
55
Statistische Verteilung
55
Cointegration
48
Kointegration
47
Volatilität
41
Bootstrap approach
38
Bootstrap-Verfahren
38
Induktive Statistik
37
Modellierung
37
Scientific modelling
37
Statistical inference
37
Maximum likelihood estimation
36
Maximum-Likelihood-Schätzung
36
Monte Carlo simulation
34
Monte-Carlo-Simulation
34
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31
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1
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51
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12
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Article in journal
53
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Graue Literatur
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63
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Gouriéroux, Christian
3
Jasiak, Joann
3
Maasoumi, Esfandiar
3
Teräsvirta, Timo
3
Cavaliere, Giuseppe
2
Ghysels, Eric
2
Kanaya, Shin
2
Li, Dong
2
Li, Jia
2
McAleer, Michael
2
Renault, Eric
2
Taylor, Robert
2
Amado, Cristina
1
Arteche, Josu
1
Bandi, Federico M.
1
Bao, Yong
1
Bennedsen, Mikkel
1
Bermudez, P. de Zea
1
Bertholon, Henri
1
Blasques, Francisco
1
Boswijk, Herman Peter
1
Brownlees, Christian
1
Cai, Yuzhi
1
Cai, Zongwu
1
Catani, Paul
1
Chen, Qiang
1
Chen, Xiaohong
1
Christopeit, Norbert
1
Dauxois, Jean-Yves
1
De Angelis, Luca
1
Dong, Chaohua
1
Duffy, James A.
1
Fermanian, Jean-David
1
Fernandes, Marcelo
1
Fornari, Fabio
1
Francq, Christian
1
Galbraith, John W.
1
Gao, Jiti
1
Georgiev, Iliyan
1
Gu, Wentao
1
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Econometric reviews
Econometric theory
Série des documents de travail / Centre de Recherche en Économie et Statistique
Journal of econometrics
139
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
48
Discussion paper / Tinbergen Institute
37
Economics letters
35
Economic modelling
27
CREATES research paper
26
Journal of empirical finance
22
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
20
Journal of financial econometrics : official journal of the Society for Financial Econometrics
19
International journal of forecasting
17
Finance research letters
16
Quantitative finance
16
International journal of theoretical and applied finance
15
Journal of banking & finance
15
Journal of financial econometrics
15
SFB 649 discussion paper
15
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
14
European journal of operational research : EJOR
14
Journal of forecasting
14
Journal of risk and financial management : JRFM
14
The econometrics journal
14
Cowles Foundation discussion paper
13
Econometrics : open access journal
13
The North American journal of economics and finance : a journal of financial economics studies
12
Discussion papers of interdisciplinary research project 373
11
Mathematics of operations research
11
Computational economics
10
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
10
Finance and stochastics
10
Journal of mathematical finance
10
Operations research
10
Insurance / Mathematics & economics
9
NBER Working Paper
9
Working paper
9
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
8
Handbook of financial time series
8
International journal of economics and financial issues : IJEFI
8
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ECONIS (ZBW)
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41
Asymptotic theory for maximum likelihood estimation of the memory parameter in stationary Gaussian processes
Lieberman, Offer
;
Rosemarin, Roy
;
Rousseau, Judith
- In:
Econometric theory
28
(
2012
)
2
,
pp. 457-470
Persistent link: https://www.econbiz.de/10009520934
Saved in:
42
Testing for unit roots in the presence of a possible break in trend and nonstationary volatility
Cavaliere, Giuseppe
;
Harvey, David I.
;
Leybourne, …
- In:
Econometric theory
27
(
2011
)
5
,
pp. 957-991
Persistent link: https://www.econbiz.de/10009379762
Saved in:
43
Inferences from cross-sectional, stochastic frontier models
Simar, Léopold
;
Wilson, Paul W.
- In:
Econometric reviews
29
(
2010
)
1
,
pp. 62-98
Persistent link: https://www.econbiz.de/10003943407
Saved in:
44
Inference for the jump part of quadratic variation of Itô semimartingales
Veraart, Almut E. D.
- In:
Econometric theory
26
(
2010
)
2
,
pp. 331-368
Persistent link: https://www.econbiz.de/10003968591
Saved in:
45
Asymptotics for cointegrated processes with infrequent stochastic level shifts and outliers
Georgiev, Iliyan
- In:
Econometric theory
24
(
2008
)
3
,
pp. 587-615
Persistent link: https://www.econbiz.de/10003894270
Saved in:
46
Gaussian inference in AR(1) time series with or without a unit root
Phillips, Peter C. B.
;
Han, Chirok
- In:
Econometric theory
24
(
2008
)
3
,
pp. 631-650
Persistent link: https://www.econbiz.de/10003894277
Saved in:
47
Nonparametric estimation of the diffusion coefficient of stochastic volatility models
Renò, Roberto
- In:
Econometric theory
24
(
2008
)
5
,
pp. 1174-1206
Persistent link: https://www.econbiz.de/10003748738
Saved in:
48
Special issue: Realized volatility and long memory
Maasoumi, Esfandiar
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003761206
Saved in:
49
Realized volatility and long memory : an overview
Maasoumi, Esfandiar
;
McAleer, Michael
- In:
Econometric reviews
27
(
2008
)
1/3
,
pp. 1-9
Persistent link: https://www.econbiz.de/10003761209
Saved in:
50
Moving average-based estimators of integrated variance
Hansen, Peter Reinhard
;
Large, Jeremy
;
Lunde, Asger
- In:
Econometric reviews
27
(
2008
)
1/3
,
pp. 79-111
Persistent link: https://www.econbiz.de/10003761216
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