//--> //--> //--> //-->
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:"Regressionsanalyse"
~subject:"Volatilität"
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
Regressionsanalyse
Volatilität
Estimation theory
249
Schätztheorie
249
Estimation
66
Schätzung
66
Theorie
65
Theory
65
Time series analysis
44
Zeitreihenanalyse
44
Regression analysis
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
Portfolio selection
15
Portfolio-Management
15
Panel
13
Panel study
13
ARCH model
12
ARCH-Modell
12
Bayes-Statistik
12
Bayesian inference
12
Börsenkurs
12
Cointegration
12
Deutschland
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
32
Free
1
Type of publication
All
Article
50
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
50
Aufsatz in Zeitschrift
50
Collection of articles of several authors
1
Conference proceedings
1
Konferenzschrift
1
Sammelwerk
1
Language
All
English
51
Author
All
Agiakloglou, Christos N.
3
Baltagi, Badi H.
2
Wu, Xinyu
2
Adesina, Tola
1
Ando, Michihito
1
Ardia, David
1
Arnerić, Josip
1
Bluteau, Keven
1
Bonaparte, Yosef
1
Caracciolo, Francesco
1
Chan, M. W. L.
1
Chatrath, Arjun
1
Chen, Jau-er
1
Christie-David, Rohan
1
Cromwell, Jeff B.
1
Deng, Wen-shuenn
1
Depalo, Domenico
1
Ditzen, Jan
1
Dong, Chaohua
1
Egger, Peter
1
Fang, Ying
1
Furno, Marilena
1
Giannakas, Kōnstantinos
1
Gimenez-Nadal, José Ignacio
1
Guermat, Cherif
1
Gundlach, Erich
1
Gupta, Rangan
1
Hadri, Kaddour
1
Hartkopf, Jan Patrick
1
He, Jia
1
Henderson, Daniel J.
1
Hou, Xinmeng
1
Huang, Xiaozhou
1
Jiang, Jingjing
1
Jiang, Xuejun
1
Kalckreuth, Ulf von
1
Kambouroudis, Dimos
1
Kashiwagi, Masanori
1
Korkusuz, Burak
1
Kouassi, Eugène
1
more ...
less ...
Institution
All
Conference on Economic Applications of Quantile Regressions <2000, Konstanz>
1
Universität Konstanz
1
Published in...
All
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
Finance research letters
Journal of econometrics
395
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
135
Economics letters
124
Econometric theory
114
CEMMAP working papers / Centre for Microdata Methods and Practice
98
Journal of the American Statistical Association : JASA
95
Econometric reviews
93
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
82
The econometrics journal
67
Discussion paper / Tinbergen Institute
64
Cowles Foundation discussion paper
52
Discussion papers of interdisciplinary research project 373
52
Economic modelling
48
NBER Working Paper
42
Discussion paper / Sonderforschungsbereich 386 der Ludwig-Maximilians-Universität München
41
Discussion paper series / IZA
41
European journal of operational research : EJOR
40
Econometrics : open access journal
38
CREATES research paper
36
International journal of forecasting
34
SFB 649 discussion paper
34
NBER working paper series
33
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
33
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
32
Journal of risk and financial management : JRFM
30
Computational economics
29
Working paper / Department of Econometrics and Business Statistics, Monash University
29
Insurance / Mathematics & economics
28
KBI
28
Quantitative economics : QE ; journal of the Econometric Society
28
Working paper
28
Cowles Foundation Discussion Paper
27
Journal of empirical finance
27
Journal of financial econometrics : official journal of the Society for Financial Econometrics
26
Working papers / TSE : WP
26
Discussion paper
25
Journal of forecasting
25
Applied economics letters
24
Discussion paper / Center for Economic Research, Tilburg University
24
more ...
less ...
Source
All
ECONIS (ZBW)
51
Showing
1
-
10
of
51
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A critical analysis of the Weighted Least Squares Monte Carlo method for pricing American options
Reesor, R. Mark
;
Stentoft, Lars
;
Zhu, Xiaotian
- In:
Finance research letters
64
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014531706
Saved in:
2
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:
3
LIBOR meets machine learning : A Lasso regression approach to detecting data irregularities
Pontines, Victor
;
Rummel, Ole
- In:
Finance research letters
55
(
2023
)
1
,
pp. 1-5
Persistent link: https://www.econbiz.de/10014473047
Saved in:
4
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:
5
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:
6
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:
7
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:
8
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:
9
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:
10
Augmented cointegrating linear models with possibly strongly correlated stationary and nonstationary regressors
Peng, Zhen
;
Dong, Chaohua
- In:
Finance research letters
47
(
2022
)
2
,
pp. 1-7
Persistent link: https://www.econbiz.de/10013553859
Saved in:
1
2
3
4
5
6
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->