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subject:"Stochastischer Prozess"
subject:"Volatility"
~isPartOf:"Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund"
~isPartOf:"The econometrics journal"
~subject:"Kleinste-Quadrate-Methode"
~subject:"Statistical distribution"
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Stochastischer Prozess
Volatility
Kleinste-Quadrate-Methode
Statistical distribution
Estimation theory
487
Schätztheorie
487
Regression analysis
131
Regressionsanalyse
131
Nichtparametrisches Verfahren
104
Nonparametric statistics
104
Time series analysis
75
Zeitreihenanalyse
75
Theorie
62
Theory
62
Statistical test
58
Statistischer Test
58
Estimation
42
Schätzung
42
Panel
39
Panel study
39
Robust statistics
31
Robustes Verfahren
31
Statistische Verteilung
25
Autocorrelation
22
Autokorrelation
21
Heteroscedasticity
21
Heteroskedastizität
21
Induktive Statistik
21
Statistical inference
21
Bootstrap approach
20
Bootstrap-Verfahren
20
Forecasting model
19
Modellierung
19
Prognoseverfahren
19
Scientific modelling
19
Correlation
17
Korrelation
17
Volatilität
17
Instrumental variables
16
ARCH model
15
ARCH-Modell
15
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Free
28
Undetermined
15
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Article
35
Book / Working Paper
26
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Article in journal
35
Aufsatz in Zeitschrift
35
Arbeitspapier
26
Working Paper
26
Graue Literatur
24
Non-commercial literature
24
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1
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English
61
Author
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Dette, Holger
4
Gotu, Butte
3
Pawlitschko, Jörg
3
Dümbgen, Lutz
2
Gather, Ursula
2
Krämer, Walter
2
Pepelyshev, Andrey
2
Schettlinger, Karen
2
Sibbertsen, Philipp
2
Wu, Ximing
2
Abadir, Karim Maher
1
Adams, Christopher P.
1
Bao, Yong
1
Bernholt, Thorsten
1
Bianchi, Michele Leonardo
1
Bissantz, Nicolai
1
Bissantz1, Nicolai
1
Bonney, George E.
1
Braess, Dietrich
1
Calzolari, Giorgio
1
Chen, Jia
1
Christensen, Kim
1
Coudin, Elise
1
Croux, Christophe
1
Danilov, Dmitry L.
1
Delgado, Miguel A.
1
Du, Zaichao
1
Dufour, Jean-Marie
1
Elliott, Robert J.
1
Fabozzi, Frank J.
1
Fan, Jianqing
1
Gao, Jiti
1
García, Andrés
1
Gelper, Sarah
1
Groß, Jürgen
1
Götz, Thomas B.
1
Hall, Peter
1
Hassler, Uwe
1
Hauzenberger, Klemens
1
Hoga, Yannick
1
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Published in...
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
The econometrics journal
Journal of econometrics
209
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
83
Economics letters
76
Econometric reviews
68
Discussion paper / Tinbergen Institute
65
Econometric theory
59
Insurance / Mathematics & economics
52
European journal of operational research : EJOR
36
CREATES research paper
34
Economic modelling
31
Discussion paper / Center for Economic Research, Tilburg University
28
Econometrics : open access journal
28
International journal of forecasting
28
Journal of empirical finance
28
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
28
CEMMAP working papers / Centre for Microdata Methods and Practice
26
Finance research letters
25
Journal of the American Statistical Association : JASA
25
Statistics in transition : an international journal of the Polish Statistical Association
24
Cowles Foundation discussion paper
22
Journal of forecasting
22
NBER Working Paper
22
SFB 649 discussion paper
22
Discussion papers of interdisciplinary research project 373
21
Journal of financial econometrics : official journal of the Society for Financial Econometrics
21
Journal of risk and financial management : JRFM
21
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
20
Journal of banking & finance
20
Journal of financial econometrics
20
Série des documents de travail / Centre de Recherche en Économie et Statistique
20
Quantitative finance
19
Risks : open access journal
19
Applied economics letters
18
Computational economics
18
International journal of theoretical and applied finance
18
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
17
Discussion paper series / IZA
16
Journal of mathematical finance
16
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ECONIS (ZBW)
61
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1
Explicit minimal representation of variance matrices, and its implication for dynamic volatility models
Abadir, Karim Maher
- In:
The econometrics journal
26
(
2023
)
1
,
pp. 88-104
Persistent link: https://www.econbiz.de/10013543279
Saved in:
2
Distributional robustness of K-class estimators and the PULSE
Jakobsen, Martin Emil
;
Peters, Jonas
- In:
The econometrics journal
25
(
2022
)
2
,
pp. 404-432
Persistent link: https://www.econbiz.de/10013253842
Saved in:
3
Estimating spot volatility under infinite variation jumps with dependent market microstructure noise
Liu, Qiang
;
Liu, Zhi
- In:
The econometrics journal
27
(
2024
)
2
,
pp. 278-298
Persistent link: https://www.econbiz.de/10015046377
Saved in:
4
Distribution regression in duration analysis : an application to unemployment spells
Delgado, Miguel A.
;
García, Andrés
;
Sant'Anna, Pedro H. C.
- In:
The econometrics journal
25
(
2022
)
3
,
pp. 675-698
Persistent link: https://www.econbiz.de/10013399857
Saved in:
5
Large mixed-frequency VARs with a parsimonious time-varying parameter structure
Götz, Thomas B.
;
Hauzenberger, Klemens
- In:
The econometrics journal
24
(
2021
)
3
,
pp. 442-461
Persistent link: https://www.econbiz.de/10012620715
Saved in:
6
Generalized forecast averaging in autoregressions with a near unit root
Kejriwal, Mohitosh
;
Yu, Xuewen
- In:
The econometrics journal
24
(
2021
)
1
,
pp. 83-102
Persistent link: https://www.econbiz.de/10012504451
Saved in:
7
Two-stage least squares as minimum distance
Windmeijer, Frank
- In:
The econometrics journal
22
(
2019
)
1
,
pp. 1-9
Persistent link: https://www.econbiz.de/10012166646
Saved in:
8
A guided nonparametric goodness-of-fit test with application to income distributions
Wen, Kuangyu
;
Wu, Ximing
- In:
The econometrics journal
22
(
2019
)
3
,
pp. 207-222
Persistent link: https://www.econbiz.de/10012166735
Saved in:
9
Quantile-based smooth transition value at risk estimation
Hubner, Stefan
;
Čížek, Pavel
- In:
The econometrics journal
22
(
2019
)
3
,
pp. 241-261
Persistent link: https://www.econbiz.de/10012166749
Saved in:
10
Testing for changing volatility
Wu, Jilin
;
Xiao, Zhijie
- In:
The econometrics journal
21
(
2018
)
2
,
pp. 192-217
Persistent link: https://www.econbiz.de/10012166609
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