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subject:"Stochastischer Prozess"
subject:"Volatility"
~isPartOf:"Economics letters"
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Search: subject_exact:"Estimation theory"
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Stochastischer Prozess
Volatility
Estimation theory
972
Schätztheorie
972
Theorie
383
Theory
383
Time series analysis
135
Zeitreihenanalyse
135
Estimation
111
Schätzung
109
Regression analysis
94
Regressionsanalyse
94
Panel
93
Panel study
93
Nichtparametrisches Verfahren
81
Nonparametric statistics
81
Statistical test
46
Statistischer Test
46
Autocorrelation
36
Autokorrelation
36
Method of moments
34
Momentenmethode
34
Bias
29
Panel data
29
Systematischer Fehler
29
Sampling
28
Stichprobenerhebung
28
Correlation
25
Korrelation
25
Maximum likelihood estimation
25
Forecasting model
24
Maximum-Likelihood-Schätzung
24
Prognoseverfahren
24
Statistical distribution
24
Statistical theory
24
Statistische Methodenlehre
24
Statistische Verteilung
24
Volatilität
24
Monte Carlo simulation
22
Monte-Carlo-Simulation
22
Kleinste-Quadrate-Methode
21
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Article in journal
35
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35
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English
35
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Hwang, Eunju
3
Shin, Dong-wan
3
Moura, Guilherme Valle
2
Anatolyev, Stanislav
1
Annaert, Jan
1
Ardia, David
1
Arvanitis, Stelios
1
Atak, Alev
1
Cecen, A. A.
1
Claes, Anouk G. P.
1
Corré, Nienke
1
De Ceuster, Marc J.
1
Deb, Partha
1
Dehay, Dominique
1
Dong, Yingjie
1
Erkal, Cahit
1
Fornari, Fabio
1
Gefang, Deborah
1
Hafner, Christian M.
1
Hong, Yongmiao
1
Hoogerheide, Lennart F.
1
Jeong, Minsoo
1
Jung, Hojin
1
Kapetanios, George
1
Katsiampa, Paraskevi
1
Kim, Chang Sik
1
Kim, Dukpa
1
Kim, Jong-Min
1
Koop, Gary
1
Lee, Sangyeol
1
Lee, Seung Yong
1
Lee, Sungro
1
Leśkow, Jacek
1
Lin, Carl
1
Linton, Oliver
1
Liu, Guannan
1
Louka, Alexandros
1
Martins-Filho, Carlos
1
McCabe, Brendan Peter Martin
1
Mele, Antonio
1
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Economics letters
Journal of econometrics
139
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
50
Econometric reviews
29
Economic modelling
27
Econometric theory
26
Journal of empirical finance
22
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
21
Journal of financial econometrics : official journal of the Society for Financial Econometrics
19
Finance research letters
17
International journal of forecasting
17
Quantitative finance
17
International journal of theoretical and applied finance
15
Journal of banking & finance
15
Journal of financial econometrics
15
The econometrics journal
15
Econometrics : open access journal
14
European journal of operational research : EJOR
14
Journal of forecasting
14
Journal of risk and financial management : JRFM
14
Mathematics of operations research
12
The North American journal of economics and finance : a journal of financial economics studies
12
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
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
Applied economics
7
Applied economics letters
7
Asia-Pacific financial markets
7
Decisions in economics and finance : DEF ; a journal of applied mathematics
7
International journal of financial engineering
7
Journal of applied econometrics
7
Journal of productivity analysis
7
Journal of the American Statistical Association : JASA
7
Quantitative economics : QE ; journal of the Econometric Society
7
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ECONIS (ZBW)
35
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Consistent estimation of drift parameter in diffusion model with misspecified volatility function
Jeong, Minsoo
- In:
Economics letters
211
(
2022
),
pp. 1-4
Persistent link: https://www.econbiz.de/10013172040
Saved in:
2
A score statistic for testing the presence of a stochastic trend in conditional variances
Hong, Yongmiao
;
Linton, Oliver
;
McCabe, Brendan Peter Martin
- In:
Economics letters
213
(
2022
),
pp. 1-6
Persistent link: https://www.econbiz.de/10013442141
Saved in:
3
A new estimator of a jump discontinuity in regression
Martins-Filho, Carlos
;
Xie, Sihong
;
Yao, Feng
- In:
Economics letters
218
(
2022
),
pp. 1-6
Persistent link: https://www.econbiz.de/10013466389
Saved in:
4
A robust test for predictability with unknown persistence
Liu, Guannan
;
Yao, Shuang
- In:
Economics letters
189
(
2020
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012228019
Saved in:
5
Computationally efficient inference in large Bayesian mixed frequency VARs
Gefang, Deborah
;
Koop, Gary
;
Poon, Aubrey
- In:
Economics letters
191
(
2020
),
pp. 1-6
Persistent link: https://www.econbiz.de/10012508486
Saved in:
6
Maximum likelihood estimation of a TVP-VAR
Moura, Guilherme Valle
;
Noriller, Mateus R.
- In:
Economics letters
174
(
2019
),
pp. 78-83
Persistent link: https://www.econbiz.de/10012121029
Saved in:
7
Stable limits for the Gaussian QMLE in the non-stationary GARCH(1,1) model
Arvanitis, Stelios
;
Louka, Alexandros
- In:
Economics letters
161
(
2017
),
pp. 135-137
Persistent link: https://www.econbiz.de/10011904539
Saved in:
8
Volatility estimation for Bitcoin : a comparison of GARCH models
Katsiampa, Paraskevi
- In:
Economics letters
158
(
2017
),
pp. 3-6
Persistent link: https://www.econbiz.de/10011849728
Saved in:
9
On estimating market microstructure noise variance
Dong, Yingjie
;
Tse, Yiu Kuen
- In:
Economics letters
150
(
2017
),
pp. 59-62
Persistent link: https://www.econbiz.de/10011762850
Saved in:
10
A microfoundation for stochastic frontier analysis
Oikawa, Koki
- In:
Economics letters
139
(
2016
),
pp. 15-17
Persistent link: https://www.econbiz.de/10011615590
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