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subject:"Stochastischer Prozess"
subject:"Volatility"
~isPartOf:"International journal of theoretical and applied finance"
~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~subject:"Estimation theory"
~subject:"Share price"
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Stochastischer Prozess
Volatility
Estimation theory
Share price
Schätztheorie
142
Time series analysis
51
Zeitreihenanalyse
51
Estimation
36
Schätzung
36
Volatilität
30
ARCH model
17
ARCH-Modell
17
Stochastic process
15
Regression analysis
14
Regressionsanalyse
14
Cointegration
13
Kointegration
13
Option pricing theory
13
Optionspreistheorie
13
Capital income
11
Kapitaleinkommen
11
Monte Carlo simulation
11
Monte-Carlo-Simulation
11
Nichtparametrisches Verfahren
11
Nonparametric statistics
11
Statistical test
11
Statistischer Test
11
Portfolio selection
10
Portfolio-Management
10
Theorie
10
Theory
10
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9
Markov chain
9
Markov-Kette
9
Statistical distribution
9
Statistische Verteilung
9
Forecasting model
8
Prognoseverfahren
8
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8
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8
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141
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141
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141
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English
142
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Iglesias, Emma M.
3
Dagum, Estela Bee
2
Enders, Walter
2
Gatheral, Jim
2
Lee, Junsoo
2
Li, Jing
2
Pavlidis, Efthymios G.
2
Schweikert, Karsten
2
Teräsvirta, Timo
2
Abbara, Omar
1
Aihara, Shin Ichi
1
Albanese, Claudio
1
Albani, Vinícius
1
Ali, Abdul Aziz
1
Ammou, Samir Ben
1
Anatolyev, Stanislav
1
Atems, Bebonchu
1
Auer, Benjamin R.
1
Bagchi, Arunabha
1
Baillie, Richard
1
Baldeaux, Jan
1
Baldeaux, jan
1
Banerjee, Anurag Narayan
1
Baruník, Jozef
1
Bekiros, Stelios
1
Belomestny, Denis
1
Bera, Anil K.
1
Bergtold, Jason
1
Bernaschi, Massimo
1
Blazsek, Szabolcs
1
Bodnar, Olha
1
Bodnar, Taras
1
Bu, Ruijun
1
Buescu, Cristin
1
Byoung Hark Yoo
1
Bårdsen, Gunnar
1
Caccioli, Fabio
1
Candelon, Bertrand
1
Carmona, René
1
Carnero, M. Angeles
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International journal of theoretical and applied finance
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
Journal of econometrics
1,638
Economics letters
970
Econometric theory
723
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
602
Econometric reviews
437
CEMMAP working papers / Centre for Microdata Methods and Practice
363
NBER Working Paper
336
Journal of the American Statistical Association : JASA
324
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
316
Discussion paper / Tinbergen Institute
304
NBER working paper series
295
The econometrics journal
268
Série des documents de travail / Centre de Recherche en Économie et Statistique
236
Working paper / National Bureau of Economic Research, Inc.
221
Journal of applied econometrics
219
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
215
Cowles Foundation discussion paper
213
Applied economics letters
197
Discussion paper series / IZA
195
Oxford bulletin of economics and statistics
193
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
187
Discussion paper / Center for Economic Research, Tilburg University
184
European journal of operational research : EJOR
181
Applied economics
173
Journal of quantitative economics : official journal of the Indian Econometric Society
168
Discussion paper
167
Working paper / Department of Econometrics and Business Statistics, Monash University
162
International journal of forecasting
150
The review of economics and statistics
150
Econometrics : open access journal
146
Working paper
141
CREATES research paper
137
Economic modelling
136
Discussion papers of interdisciplinary research project 373
129
Quantitative economics : QE ; journal of the Econometric Society
127
Journal of forecasting
123
Working paper series
121
CORE discussion paper : DP
119
Cowles Foundation Discussion Paper
119
IZA Discussion Paper
119
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ECONIS (ZBW)
142
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1
Score-driven location plus scale models : asymptotic theory and an application to forecasting Dow Jones volatility
Blazsek, Szabolcs
;
Escribano, Álvaro
;
Licht, Adrian
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
28
(
2024
)
1
,
pp. 61-82
Persistent link: https://www.econbiz.de/10014506888
Saved in:
2
Fast maximum likelihood estimation of parameters for square root and Bessel processes
Fergusson, Kevin
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
25
(
2021
)
4
,
pp. 143-170
Persistent link: https://www.econbiz.de/10012657679
Saved in:
3
Selecting between causal and noncausal models with quantile autoregressions
Hecq, Alain W. J.
;
Sun, Li
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
25
(
2021
)
5
,
pp. 393-416
Persistent link: https://www.econbiz.de/10012806552
Saved in:
4
Panel data models with two threshold variables
Lamadrid-Contreras, Arturo
;
Ramírez-Rondán, Nelson R.
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
3
,
pp. 315-333
Persistent link: https://www.econbiz.de/10014372881
Saved in:
5
Approximate Bayesian inference for agent-based models in economics : a case study
Lux, Thomas
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
4
,
pp. 423-447
Persistent link: https://www.econbiz.de/10014372903
Saved in:
6
A new test for non-linear hypotheses under distributional and local parametric misspecification
Bera, Anil K.
;
Doğan, Osman
;
Taṣpınar, Süleyman
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
5
,
pp. 669-685
Persistent link: https://www.econbiz.de/10014506833
Saved in:
7
Estimation and forecasting of long memory stochastic volatility models
Abbara, Omar
;
Zevallos, Mauricio
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10014288818
Saved in:
8
A Gini estimator for regression with autocorrelated errors
Ka, Ndéné
;
Mussard, Stéphane
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
1
,
pp. 83-95
Persistent link: https://www.econbiz.de/10014288860
Saved in:
9
Unrestricted, restricted, and regularized models for forecasting multivariate volatility
Anatolyev, Stanislav
;
Staněk, Filip
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
2
,
pp. 199-218
Persistent link: https://www.econbiz.de/10014288890
Saved in:
10
Time-specific average estimation of dynamic panel regressions
Chu, Ba
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
26
(
2022
)
4
,
pp. 581-616
Persistent link: https://www.econbiz.de/10013453781
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