//--> //--> //--> //-->
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:"Journal of econometrics"
~subject:"Statistical distribution"
~type_genre:"Article in journal"
~type_genre:"Sammlung"
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
Statistical distribution
Estimation theory
1,600
Schätztheorie
1,600
Theorie
366
Theory
366
Nichtparametrisches Verfahren
312
Nonparametric statistics
312
Time series analysis
304
Zeitreihenanalyse
304
Regression analysis
264
Regressionsanalyse
264
Estimation
217
Schätzung
213
Panel
156
Panel study
156
Statistical test
148
Statistischer Test
148
Volatilität
116
Method of moments
98
Momentenmethode
97
Induktive Statistik
83
Statistical inference
83
Maximum likelihood estimation
78
Maximum-Likelihood-Schätzung
78
Autocorrelation
76
Autokorrelation
76
Forecasting model
73
Prognoseverfahren
73
Bootstrap approach
71
Bootstrap-Verfahren
71
Instrumental variables
68
Cointegration
63
Kointegration
62
Stochastic process
61
Causality analysis
59
Kausalanalyse
59
Statistische Verteilung
59
IV-Schätzung
57
more ...
less ...
Online availability
All
Undetermined
116
Type of publication
All
Article
186
Type of publication (narrower categories)
All
Article in journal
Sammlung
Aufsatz in Zeitschrift
186
Conference paper
2
Konferenzbeitrag
2
Language
All
English
186
Author
All
Todorov, Viktor
10
Tauchen, George Eugene
7
Andersen, Torben
6
Li, Jia
6
Park, Joon Y.
6
Zakoïan, Jean-Michel
6
Francq, Christian
5
Kim, Donggyu
5
Li, Yingying
5
Aït-Sahalia, Yacine
4
Mykland, Per A.
4
Zhu, Ke
4
Bollerslev, Tim
3
Koopman, Siem Jan
3
Li, Dong
3
Li, Guodong
3
Linton, Oliver
3
Meddahi, Nour
3
Phillips, Peter C. B.
3
Varneskov, Rasmus Tangsgaard
3
Veredas, David
3
Wang, Yazhen
3
White, Halbert
3
Zhang, Lan
3
Zheng, Xinghua
3
Amengual, Dante
2
Bandi, Federico M.
2
Chen, Dachuan
2
Chen, Song Xi
2
Clinet, Simon
2
Dufour, Jean-Marie
2
Fan, Jianqing
2
Fiorentini, Gabriele
2
Gallant, A. Ronald
2
Gouriéroux, Christian
2
Grynkiv, Iaryna
2
Harvey, Andrew C.
2
Jasiak, Joann
2
Kohn, Robert
2
Kong, Xin-Bing
2
more ...
less ...
Published in...
All
Journal of econometrics
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
72
Economics letters
55
Insurance / Mathematics & economics
51
Econometric reviews
50
Econometric theory
49
The econometrics journal
30
Economic modelling
29
Journal of empirical finance
27
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
27
International journal of forecasting
26
Econometrics : open access journal
24
European journal of operational research : EJOR
24
Statistics in transition : an international journal of the Polish Statistical Association
24
Finance research letters
23
Journal of the American Statistical Association : JASA
23
Journal of financial econometrics : official journal of the Society for Financial Econometrics
21
Journal of banking & finance
20
Journal of financial econometrics
20
Journal of risk and financial management : JRFM
20
Journal of forecasting
19
Quantitative finance
19
International journal of theoretical and applied finance
17
Risks : open access journal
17
Journal of mathematical finance
16
Computational economics
15
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
15
Applied economics
14
Applied economics letters
13
Journal of risk
13
Statistical papers
13
The North American journal of economics and finance : a journal of financial economics studies
13
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
12
Mathematics of operations research
12
Operations research
12
Finance and stochastics
11
Operations research letters
10
Empirical economics : a quarterly journal of the Institute for Advanced Studies
9
Journal of productivity analysis
9
Quantitative economics : QE ; journal of the Econometric Society
9
more ...
less ...
Source
All
ECONIS (ZBW)
186
Showing
1
-
10
of
186
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Multi-dimensional latent group structures with heterogeneous distributions
Leng, Xuan
;
Chen, Heng
;
Wang, Wendun
- In:
Journal of econometrics
233
(
2023
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014340642
Saved in:
2
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:
3
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:
4
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:
5
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:
6
Tail index estimation in the presence of covariates : stock returns' tail risk dynamics
Nicolau, João
;
Rodrigues, Paulo M. M.
;
Stoykov, Marian Z.
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 2266-2284
Persistent link: https://www.econbiz.de/10014471455
Saved in:
7
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:
8
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:
9
Design-based analysis in Difference-In-Differences settings with staggered adoption
Athey, Susan
;
Imbens, Guido
- In:
Journal of econometrics
226
(
2022
)
1
,
pp. 62-79
Persistent link: https://www.econbiz.de/10013440512
Saved in:
10
Understanding temporal aggregation effects on kurtosis in financial indices
Lieberman, Offer
;
Phillips, Peter C. B.
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 25-46
Persistent link: https://www.econbiz.de/10013441621
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->