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subject:"Stochastischer Prozess"
subject:"Volatility"
~isPartOf:"Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria"
~isPartOf:"Journal of econometrics"
~subject:"EU countries"
~subject:"Produktionsfunktion"
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Search: subject_exact:"Estimation theory"
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Stochastischer Prozess
Volatility
EU countries
Produktionsfunktion
Estimation theory
1,825
Schätztheorie
1,825
Theorie
431
Theory
431
Zeitreihenanalyse
342
Time series analysis
341
Nichtparametrisches Verfahren
337
Nonparametric statistics
337
Regression analysis
292
Regressionsanalyse
292
Estimation
264
Schätzung
260
Panel
169
Panel study
169
Statistical test
158
Statistischer Test
158
Volatilität
120
Method of moments
100
Momentenmethode
99
Forecasting model
85
Prognoseverfahren
85
Maximum likelihood estimation
84
Maximum-Likelihood-Schätzung
84
Autocorrelation
82
Autokorrelation
82
Induktive Statistik
82
Statistical inference
82
Bootstrap approach
78
Bootstrap-Verfahren
78
Cointegration
74
Kointegration
73
Instrumental variables
72
Stochastic process
65
Statistical distribution
64
Statistische Verteilung
64
Bayes-Statistik
61
Bayesian inference
61
Causality analysis
61
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182
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1
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1
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1
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English
182
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Todorov, Viktor
10
Tauchen, George Eugene
7
Andersen, Torben
6
Li, Jia
6
Simar, Léopold
6
Zakoïan, Jean-Michel
6
Francq, Christian
5
Kim, Donggyu
5
Li, Yingying
5
Florens, Jean-Pierre
4
Mykland, Per A.
4
Park, Joon Y.
4
Aït-Sahalia, Yacine
3
Bollerslev, Tim
3
Li, Dong
3
Li, Guodong
3
Meddahi, Nour
3
Van Keilegom, Ingrid
3
Varneskov, Rasmus Tangsgaard
3
Wang, Yazhen
3
Zhang, Lan
3
Zhu, Ke
3
Cazals, Catherine
2
Chen, Song Xi
2
Clinet, Simon
2
Fan, Jianqing
2
Gallant, A. Ronald
2
Gouriéroux, Christian
2
Grynkiv, Iaryna
2
Jasiak, Joann
2
Kong, Xin-Bing
2
Koopman, Siem Jan
2
Kumbhakar, Subal
2
Li, Muyi
2
Li, Wai Keung
2
Lieberman, Offer
2
Patton, Andrew J.
2
Phillips, Peter C. B.
2
Potiron, Yoann
2
Schmidt, Peter
2
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
Journal of econometrics
Economics letters
55
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
55
European journal of operational research : EJOR
42
Discussion paper / Tinbergen Institute
38
Econometric reviews
36
Economic modelling
30
Journal of productivity analysis
28
CREATES research paper
26
Econometric theory
26
Journal of empirical finance
22
International journal of forecasting
20
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
Journal of banking & finance
17
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
16
Finance research letters
16
Journal of risk and financial management : JRFM
16
Quantitative finance
16
International journal of theoretical and applied finance
15
Journal of applied econometrics
15
Journal of financial econometrics
15
SFB 649 discussion paper
15
The econometrics journal
15
Econometrics : open access journal
14
Journal of forecasting
14
NBER Working Paper
14
NBER working paper series
14
Applied economics letters
13
Cowles Foundation discussion paper
13
Discussion papers of interdisciplinary research project 373
13
Journal of productivity analysis : an official journal of the International Society for Efficiency and Productivity Analysis
13
The North American journal of economics and finance : a journal of financial economics studies
13
Working paper / National Bureau of Economic Research, Inc.
13
Applied economics
12
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
12
Operations research
12
Working paper
12
Computational economics
11
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ECONIS (ZBW)
182
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1
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:
2
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:
3
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:
4
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:
5
Semiparametric estimation of latent variable asset pricing models
Dalderop, Jeroen
- In:
Journal of econometrics
236
(
2023
)
1
,
pp. 1-30
Persistent link: https://www.econbiz.de/10014332225
Saved in:
6
Bias reduction in spot volatility estimation from options
Todorov, Viktor
;
Zhang, Yang
- In:
Journal of econometrics
234
(
2023
)
1
,
pp. 53-81
Persistent link: https://www.econbiz.de/10014364661
Saved in:
7
Maximum likelihood estimation of stochastic frontier models with endogeneity
Centorrino, Samuele
;
Pérez-Urdiales, María
- In:
Journal of econometrics
234
(
2023
)
1
,
pp. 82-105
Persistent link: https://www.econbiz.de/10014364670
Saved in:
8
Nonparametric jump variation measures from options
Todorov, Viktor
- In:
Journal of econometrics
230
(
2022
)
2
,
pp. 255-280
Persistent link: https://www.econbiz.de/10013463804
Saved in:
9
Testing for the presence of jump components in jump diffusion models
Wang, Bin
;
Zheng, Xu
- In:
Journal of econometrics
230
(
2022
)
2
,
pp. 483-509
Persistent link: https://www.econbiz.de/10013464085
Saved in:
10
Local mispricing and microstructural noise : a parametric perspective
Andersen, Torben
;
Archakov, Ilya
;
Cebiroglu, Gökhan
; …
- In:
Journal of econometrics
230
(
2022
)
2
,
pp. 510-534
Persistent link: https://www.econbiz.de/10013464102
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