//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
subject:"Stochastischer Prozess"
subject:"Volatility"
~isPartOf:"Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria"
~isPartOf:"Finance research letters"
~subject:"Bayes-Statistik"
~subject:"Deutschland"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Estimation theory"
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
Stochastischer Prozess
Volatility
Bayes-Statistik
Deutschland
Estimation theory
249
Schätztheorie
249
Estimation
66
Schätzung
66
Theorie
65
Theory
65
Time series analysis
44
Zeitreihenanalyse
44
Regression analysis
27
Regressionsanalyse
27
Nichtparametrisches Verfahren
26
Nonparametric statistics
26
Forecasting model
22
Prognoseverfahren
22
Capital income
18
Kapitaleinkommen
18
Monte Carlo simulation
16
Monte-Carlo-Simulation
16
Volatilität
16
Portfolio selection
15
Portfolio-Management
15
Panel
13
Panel study
13
ARCH model
12
ARCH-Modell
12
Bayesian inference
12
Börsenkurs
12
Cointegration
12
Germany
12
Kointegration
12
Share price
12
Correlation
11
Korrelation
11
Production function
11
Produktionsfunktion
11
Robust statistics
11
Robustes Verfahren
11
more ...
less ...
Online availability
All
Undetermined
23
Type of publication
All
Article
45
Type of publication (narrower categories)
All
Article in journal
45
Aufsatz in Zeitschrift
45
Language
All
English
45
Author
All
Krämer, Walter
3
Ardia, David
2
Runde, Ralf
2
Winkelmann, Rainer
2
Wu, Xinyu
2
Adesina, Tola
1
Arnerić, Josip
1
Beechey, Meredith Jane
1
Bluteau, Keven
1
Bohara, Alok Kumar
1
Bonaparte, Yosef
1
Brücker, Herbert
1
Busetti, Fabio
1
Caivano, Michele
1
Chatrath, Arjun
1
Chen, Yi-Chi
1
Christie-David, Rohan
1
Cromwell, Jeff B.
1
Fang, Ying
1
Filippeli, Thomai
1
Fletcher, Jonathan
1
Giannakas, Kōnstantinos
1
Guermat, Cherif
1
Haan, Peter
1
Hadri, Kaddour
1
Hartkopf, Jan Patrick
1
Hassler, Uwe
1
He, Jia
1
Hou, Xinmeng
1
Huang, Xiaozhou
1
Jiang, Jingjing
1
Jiang, Xuejun
1
Jung, Robert
1
Kalckreuth, Ulf von
1
Kambouroudis, Dimos
1
Kemptner, Daniel
1
Kessler, Lawrence M.
1
Korkusuz, Burak
1
Kouassi, Eugène
1
Labys, Walter C.
1
more ...
less ...
Published in...
All
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
Finance research letters
Journal of econometrics
189
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
79
Economics letters
53
Discussion paper / Tinbergen Institute
45
Economic modelling
38
Econometric reviews
37
Econometric theory
30
International journal of forecasting
30
CREATES research paper
28
Journal of empirical finance
25
Working paper / Department of Econometrics and Business Statistics, Monash University
25
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
24
Discussion paper
23
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
23
Journal of the American Statistical Association : JASA
23
Econometrics : open access journal
22
Journal of financial econometrics : official journal of the Society for Financial Econometrics
22
European journal of operational research : EJOR
21
NBER Working Paper
21
SFB 649 discussion paper
21
The econometrics journal
21
Discussion papers of interdisciplinary research project 373
19
Journal of applied econometrics
19
Discussion paper series / IZA
18
Journal of forecasting
18
NBER working paper series
18
Quantitative finance
18
Working paper
18
Computational economics
17
Cowles Foundation discussion paper
16
Europäische Hochschulschriften / 5
16
Journal of banking & finance
16
Journal of financial econometrics
16
Journal of risk and financial management : JRFM
16
Discussion papers / CEPR
15
Insurance / Mathematics & economics
15
International journal of theoretical and applied finance
15
Série des documents de travail / Centre de Recherche en Économie et Statistique
15
more ...
less ...
Source
All
ECONIS (ZBW)
45
Showing
1
-
10
of
45
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
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
Estimating the US trend short-term interest rate
Beechey, Meredith Jane
;
Österholm, Pär
;
Poon, Aubrey
- In:
Finance research letters
55
(
2023
)
1
,
pp. 1-8
Persistent link: https://www.econbiz.de/10014473294
Saved in:
3
Recurrent neural network based parameter estimation of Hawkes model on high-frequency financial data
Lee, Kyungsub
- In:
Finance research letters
55
(
2023
)
1
,
pp. 1-6
Persistent link: https://www.econbiz.de/10014473319
Saved in:
4
Do extreme range estimators improve realized volatility forecasts? : evidence from G7 Stock Markets
Korkusuz, Burak
;
Kambouroudis, Dimos
;
McMillan, David G.
- In:
Finance research letters
55
(
2023
)
2
,
pp. 1-7
Persistent link: https://www.econbiz.de/10014473523
Saved in:
5
The Chinese oil futures volatility : evidence from high-low estimator information
Huang, Xiaozhou
;
Wang, Yubao
;
Song, Juan
- In:
Finance research letters
56
(
2023
),
pp. 1-4
Persistent link: https://www.econbiz.de/10014473684
Saved in:
6
Challenging golden standards in EWMA smoothing parameter calibration based on realized covariance measures
Hartkopf, Jan Patrick
;
Reh, Laura
- In:
Finance research letters
56
(
2023
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014473708
Saved in:
7
S&P volatility, VIX, and asymptotic volatility estimates
Bonaparte, Yosef
;
Chatrath, Arjun
;
Christie-David, Rohan
- In:
Finance research letters
51
(
2023
),
pp. 1-5
Persistent link: https://www.econbiz.de/10014286751
Saved in:
8
A discussion on the robustness of conditional heteroskedasticity models : simulation evidence and applications of the crude oil returns
Shi, Yanlin
- In:
Finance research letters
44
(
2022
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014494772
Saved in:
9
A realized EGARCH-MIDAS model with higher moments
Wu, Xinyu
;
Xie, Haibin
- In:
Finance research letters
38
(
2021
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012485028
Saved in:
10
Bayesian comparison of production function-based and time-series GDP models
Osiewalski, Jacek
;
Wróblewska, Justyna
;
Makieła, Kamil
- In:
Empirical economics : a journal of the Institute for …
58
(
2020
)
3
,
pp. 1355-1380
Persistent link: https://www.econbiz.de/10012219593
Saved in:
1
2
3
4
5
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->