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subject:"Volatility"
type_genre:"Article in journal"
~isPartOf:"Applied economics"
~subject:"Kointegration"
~subject:"Nichtparametrisches Verfahren"
~subject:"Regression analysis"
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Search: subject_exact:"Estimation theory"
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Volatility
Kointegration
Nichtparametrisches Verfahren
Regression analysis
Estimation theory
169
Schätztheorie
169
Theorie
48
Theory
48
Estimation
42
Schätzung
42
Time series analysis
34
Zeitreihenanalyse
34
Monte Carlo simulation
12
Monte-Carlo-Simulation
12
Panel
11
Panel study
11
Regressionsanalyse
11
USA
11
United States
11
ARCH model
10
ARCH-Modell
10
Cointegration
10
Nonparametric statistics
10
Einheitswurzeltest
9
Forecasting model
9
Prognoseverfahren
9
Unit root test
9
Welt
9
World
9
Consumption theory
7
Economic growth
7
Kaufkraftparität
7
Konsumtheorie
7
Purchasing power parity
7
Statistical distribution
7
Statistische Verteilung
7
Wirtschaftswachstum
7
National income
6
Nationaleinkommen
6
Sampling
6
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6
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Article
33
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Article in journal
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33
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English
33
Author
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Kim, Jong-Min
2
Moosa, Imad A.
2
Abutaleb, Ahmed S.
1
Ahmad, Yamin
1
Aoki, Takaaki
1
Bampinas, Georgios
1
Burns, Kelly
1
Cantarero-Prieto, David
1
Chan, F.
1
Choi, Pilsun
1
Di Iorio, Francesca
1
Do Santos, Isabelle
1
Díaz Hernández, Adán
1
Esteban, María Victoria
1
Etienne, Xiaoli Liao
1
Fachin, Stefano
1
Fenech, Jean-pierre
1
Ferrara, Giancarlo
1
Ferreira, Eva
1
Fukuda, Kosei
1
Gnimassoun, Blaise
1
Granger, C. W. J.
1
Greig, Bruce
1
Hung, Jui-cheng
1
Hwang, Sun Young
1
Hyung, Namwon
1
Jeon, Yongil
1
Jung, Hojin
1
Karakus, Mustafa C.
1
Kaushanskiy, Vadim
1
Khoon, Goh Soo
1
Kung, James J.
1
Ladopoulos, Konstantinos
1
Lapshin, Victor
1
Lee, Jun-de
1
Lo, Ming Chien
1
Lopez, Claude
1
Lou, Tien-wei
1
Lucchetti, Riccardo
1
Ma, Wanglin
1
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Applied economics
Journal of econometrics
607
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
211
Econometric theory
199
Economics letters
193
Econometric reviews
166
Journal of the American Statistical Association : JASA
143
The econometrics journal
119
Econometrics : open access journal
64
Economic modelling
61
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
54
European journal of operational research : EJOR
52
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
51
Quantitative economics : QE ; journal of the Econometric Society
51
Applied economics letters
48
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
48
International journal of forecasting
46
Computational economics
37
Insurance / Mathematics & economics
35
Journal of applied econometrics
35
Journal of risk and financial management : JRFM
35
Journal of financial econometrics : official journal of the Society for Financial Econometrics
31
Journal of forecasting
29
Empirical economics : a quarterly journal of the Institute for Advanced Studies
27
Journal of empirical finance
27
Journal of banking & finance
24
Finance research letters
23
Journal of econometric methods
23
Energy economics
22
Journal of financial econometrics
21
International journal of economics and financial issues : IJEFI
20
Quantitative finance
20
Journal of quantitative economics
19
Journal of time series econometrics
19
Oxford bulletin of economics and statistics
19
Risks : open access journal
18
The empirical economics letters : a monthly international journal of economics
17
Journal of productivity analysis
15
The North American journal of economics and finance : a journal of financial economics studies
15
Cambridge working papers in economics
14
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ECONIS (ZBW)
33
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1
The use of the tail dependence function for high quantile risk measure analysis : an application to portfolio optimization
Salazar Flores, Yuri
;
Díaz Hernández, Adán
; …
- In:
Applied economics
55
(
2023
)
37
,
pp. 4289-4303
Persistent link: https://www.econbiz.de/10014301231
Saved in:
2
Semiparametric estimation of a sample selection model with a binary endogenous regressor : the effect of chronicity in labour supply
Moreno-Mencía, Patricia
;
Cantarero-Prieto, David
; …
- In:
Applied economics
55
(
2023
)
15
,
pp. 1682-1699
Persistent link: https://www.econbiz.de/10013554970
Saved in:
3
Functional ARCH directional dependence via copula for intraday volatility from high-frequency financial time series
Kim, Jong-Min
;
Hwang, Sun Young
- In:
Applied economics
53
(
2021
)
4
,
pp. 506-520
Persistent link: https://www.econbiz.de/10012416072
Saved in:
4
Robust structural determinants of public deficits in developing countries
Gnimassoun, Blaise
;
Do Santos, Isabelle
- In:
Applied economics
53
(
2021
)
9
,
pp. 1052-1076
Persistent link: https://www.econbiz.de/10012425449
Saved in:
5
The impact of microcredit borrowing on household consumption in Bangladesh
Schroeder, Elizabeth
- In:
Applied economics
52
(
2020
)
43
,
pp. 4765-4779
Persistent link: https://www.econbiz.de/10012298743
Saved in:
6
Nonlinearities in the real exchange rates : new evidence from developed and developing countries
Ahmad, Yamin
;
Lo, Ming Chien
;
Staveley-O'Carroll, Olena M.
- In:
Applied economics
51
(
2019
)
25
,
pp. 2731-2743
Persistent link: https://www.econbiz.de/10012196737
Saved in:
7
How efficient is maize production among smallholder farmers in Zimbabwe? : a comparison of semiparametric and parametric frontier efficiency analyses
Etienne, Xiaoli Liao
;
Ferrara, Giancarlo
;
Mugabe, Douglas
- In:
Applied economics
51
(
2019
)
26
,
pp. 2855-2871
Persistent link: https://www.econbiz.de/10012196758
Saved in:
8
Modelling the heterogeneous effects of stocking rate on dairy production : an application of unconditional quantile regression with fixed effects
Ma, Wanglin
;
Renwick, Alan
;
Greig, Bruce
- In:
Applied economics
51
(
2019
)
43
,
pp. 4769-4780
Persistent link: https://www.econbiz.de/10012197071
Saved in:
9
A note on the estimated GARCH coefficients from the S&P1500 universe
Bampinas, Georgios
;
Ladopoulos, Konstantinos
; …
- In:
Applied economics
50
(
2018
)
34/35
,
pp. 3647-3653
Persistent link: https://www.econbiz.de/10012059386
Saved in:
10
Bootstrapping the autoregressive distributed lag test for cointegration
McNown, Robert F.
;
Sam, Chung Yan
;
Khoon, Goh Soo
- In:
Applied economics
50
(
2018
)
13
,
pp. 1509-1521
Persistent link: https://www.econbiz.de/10011848808
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