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subject:"Stochastischer Prozess"
subject:"Volatility"
~isPartOf:"Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria"
~isPartOf:"Finance research letters"
~isPartOf:"Journal of econometrics"
~subject:"Prognoseverfahren"
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Search: subject_exact:"Estimation theory"
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Stochastischer Prozess
Volatility
Prognoseverfahren
Estimation theory
1,887
Schätztheorie
1,887
Theorie
433
Theory
433
Zeitreihenanalyse
353
Time series analysis
352
Nichtparametrisches Verfahren
339
Nonparametric statistics
339
Regression analysis
295
Regressionsanalyse
295
Estimation
282
Schätzung
278
Panel
169
Panel study
169
Statistical test
161
Statistischer Test
161
Volatilität
132
Method of moments
102
Momentenmethode
101
Forecasting model
95
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86
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86
Autocorrelation
84
Autokorrelation
84
Induktive Statistik
83
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83
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75
Kointegration
74
Instrumental variables
72
Statistical distribution
71
Statistische Verteilung
71
Stochastic process
69
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66
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66
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241
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Todorov, Viktor
10
Tauchen, George Eugene
7
Andersen, Torben
6
Li, Jia
6
Taylor, Robert
6
Zakoïan, Jean-Michel
6
Francq, Christian
5
Kim, Donggyu
5
Lee, Ji Hyung
5
Li, Yingying
5
Corradi, Valentina
4
Koopman, Siem Jan
4
Mykland, Per A.
4
Park, Joon Y.
4
Aït-Sahalia, Yacine
3
Bollerslev, Tim
3
Cai, Zongwu
3
Clark, Todd E.
3
Demetrescu, Matei
3
Georgiev, Iliyan
3
Li, Dong
3
Li, Guodong
3
McCracken, Michael W.
3
Meddahi, Nour
3
Phillips, Peter C. B.
3
Rodrigues, Paulo M. M.
3
Swanson, Norman R.
3
Tu, Yundong
3
Varneskov, Rasmus Tangsgaard
3
Wang, Yazhen
3
Xiu, Dacheng
3
Zhang, Lan
3
Zhu, Ke
3
Baltagi, Badi H.
2
Bauwens, Luc
2
Chen, Song Xi
2
Clinet, Simon
2
Fan, Jianqing
2
Fan, Rui
2
Gallant, A. Ronald
2
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
Finance research letters
Journal of econometrics
International journal of forecasting
114
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
84
Journal of forecasting
74
Economics letters
53
Discussion paper / Tinbergen Institute
51
Econometric reviews
38
CREATES research paper
35
Journal of empirical finance
34
Econometric theory
33
Economic modelling
33
Journal of financial econometrics : official journal of the Society for Financial Econometrics
25
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
25
The econometrics journal
25
Working paper / Department of Econometrics and Business Statistics, Monash University
24
European journal of operational research : EJOR
23
Insurance / Mathematics & economics
21
Quantitative finance
21
Journal of financial econometrics
20
Journal of banking & finance
19
Journal of the American Statistical Association : JASA
19
Computational economics
18
Cowles Foundation discussion paper
18
Journal of risk and financial management : JRFM
17
SFB 649 discussion paper
17
Working paper
17
Econometrics : open access journal
16
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15
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
15
International journal of theoretical and applied finance
15
Working papers / Rutgers University, Department of Economics
15
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
14
Risks : open access journal
14
The North American journal of economics and finance : a journal of financial economics studies
14
Applied economics
13
Empirical economics : a quarterly journal of the Institute for Advanced Studies
13
Journal of mathematical finance
13
NBER Working Paper
13
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ECONIS (ZBW)
241
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1
Nonparametric statistical inference for stochastic optimal control problems and its applications for financial investment
Yang, Liu
;
Liang, Yanzi
;
Lan, Xinchen
;
Lu, Zheng
- In:
Finance research letters
64
(
2024
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014531668
Saved in:
2
Shrinkage and thresholding approaches for expected utility portfolios : an analysis in terms of predictive ability
Dutta, Sumanjay
;
Jain, Shashi
- In:
Finance research letters
64
(
2024
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014531731
Saved in:
3
Asymptotic F test in regressions with observations collected at high frequency over long span
Pellatt, Daniel F.
;
Sun, Yixiao
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1281-1309
Persistent link: https://www.econbiz.de/10014471377
Saved in:
4
Parametric estimation of long memory in factor models
Ergemen, Yunus Emre
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1483-1499
Persistent link: https://www.econbiz.de/10014471404
Saved in:
5
A new generalized exponentially weighted moving average quantile model and its statistical inference
Zhu, Ke
- In:
Journal of econometrics
237
(
2023
)
1
,
pp. 1-25
Persistent link: https://www.econbiz.de/10014471471
Saved in:
6
Penetrating sporadic return predictability
Tu, Yundong
;
Xie, Xinling
- In:
Journal of econometrics
237
(
2023
)
1
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014471472
Saved in:
7
Volatility measurement with pockets of extreme return persistence
Andersen, Torben
;
Li, Yingying
;
Todorov, Viktor
;
Zhou, Bo
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014471793
Saved in:
8
Extensions to IVX methods of inference for return predictability
Demetrescu, Matei
;
Georgiev, Iliyan
;
Rodrigues, Paulo M. M.
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-30
Persistent link: https://www.econbiz.de/10014471800
Saved in:
9
Transformed regression-based long-horizon predictability tests
Demetrescu, Matei
;
Rodrigues, Paulo M. M.
;
Taylor, Robert
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-37
Persistent link: https://www.econbiz.de/10014471812
Saved in:
10
Predictive quantile regression with mixed roots and increasing dimensions : the ALQR approach
Fan, Rui
;
Lee, Ji Hyung
;
Shin, Youngki
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-19
Persistent link: https://www.econbiz.de/10014471819
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