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subject:"Volatility"
type_genre:"Article in journal"
~isPartOf:"Asia-Pacific financial markets"
~isPartOf:"Economics letters"
~isPartOf:"Journal of forecasting"
~subject:"Statistischer Test"
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Search: subject_exact:"Estimation theory"
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Volatility
Statistischer Test
Estimation theory
1,102
Schätztheorie
1,102
Theorie
427
Theory
427
Time series analysis
190
Zeitreihenanalyse
190
Estimation
128
Schätzung
126
Regression analysis
111
Regressionsanalyse
111
Forecasting model
97
Prognoseverfahren
97
Panel
93
Panel study
93
Nichtparametrisches Verfahren
84
Nonparametric statistics
84
Statistical test
49
Autocorrelation
39
Autokorrelation
39
Volatilität
39
Method of moments
35
Momentenmethode
35
ARCH model
32
ARCH-Modell
32
Correlation
31
Korrelation
31
Bias
30
Maximum likelihood estimation
30
Statistical distribution
30
Statistische Verteilung
30
Systematischer Fehler
30
Maximum-Likelihood-Schätzung
29
Panel data
29
Sampling
28
Stichprobenerhebung
28
Monte Carlo simulation
26
Monte-Carlo-Simulation
26
USA
26
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Article
85
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Article in journal
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85
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English
85
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Shin, Dong-wan
4
Fang, Ying
3
Hwang, Eunju
3
Cai, Zongwu
2
Henderson, Daniel J.
2
Preminger, Arie
2
Su, Liangjun
2
Taylor, James W.
2
Westerlund, Joakim
2
Abadir, Karim Maher
1
Abraham, Bovas
1
Abramov, Vyacheslav M.
1
Allen, Roy
1
Anatolyev, Stanislav
1
Ando, Tomohiro
1
Annaert, Jan
1
Ardia, David
1
Atak, Alev
1
Bai, Jushan
1
Balakrishna, N.
1
Ben-Zion, Uri
1
Berkowitz, Daniel Michael
1
Biscay, R. J.
1
Blanco-Fernández, Ángela
1
Blomquist, Johan
1
Caner, Mehmet
1
Cecen, A. A.
1
Chalak, Karim
1
Chan, Ngai Hang
1
Chen, Bei
1
Chen, Sanpan
1
Chen, Yi-ting
1
Chicu, Mark
1
Choi, Ji-Eun
1
Chu, Chia-shang James
1
Claes, Anouk G. P.
1
Cohen, Samuel N.
1
Corré, Nienke
1
Cui, Guowei
1
De Ceuster, Marc J.
1
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Asia-Pacific financial markets
Economics letters
Journal of forecasting
Journal of econometrics
256
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
87
Econometric reviews
76
Econometric theory
59
The econometrics journal
46
Economic modelling
31
Econometrics : open access journal
27
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
26
Journal of empirical finance
24
Journal of financial econometrics
23
Quantitative economics : QE ; journal of the Econometric Society
22
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
21
International journal of forecasting
20
Journal of financial econometrics : official journal of the Society for Financial Econometrics
20
Applied economics letters
18
Journal of banking & finance
17
Quantitative finance
17
Finance research letters
16
Journal of the American Statistical Association : JASA
14
International journal of theoretical and applied finance
13
Journal of time series econometrics
13
Computational economics
12
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
12
Applied economics
11
Journal of risk and financial management : JRFM
11
The North American journal of economics and finance : a journal of financial economics studies
11
Empirical economics : a quarterly journal of the Institute for Advanced Studies
10
Journal of applied econometrics
10
European journal of operational research : EJOR
9
Finance and stochastics
9
The European journal of finance
9
International journal of economics and financial issues : IJEFI
8
Oxford bulletin of economics and statistics
8
Cambridge working papers in economics
7
Decisions in economics and finance : DEF ; a journal of applied mathematics
7
Journal of financial economics
7
Journal of mathematical finance
7
Journal of quantitative economics
7
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ECONIS (ZBW)
85
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85
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1
Dynamic forecasting for nonstationary high-frequency financial data with jumps based on series decomposition and reconstruction
Song, Yuping
;
Li, Zhenwei
;
Ma, Zhiren
;
Sun, Xiaoyu
- In:
Journal of forecasting
42
(
2023
)
5
,
pp. 1055-1068
Persistent link: https://www.econbiz.de/10014338810
Saved in:
2
Forecasting stock return volatility : realized volatility-type or duration-based estimators
Fei, Tianlun
;
Liu, Xiaoquan
;
Wen, Conghua
- In:
Journal of forecasting
42
(
2023
)
7
,
pp. 1594-1621
Persistent link: https://www.econbiz.de/10014432725
Saved in:
3
Forecasting Bitcoin volatility : a new insight from the threshold regression model
Zhang, Yaojie
;
He, Mengxi
;
Wen, Danyan
;
Wang, Yudong
- In:
Journal of forecasting
41
(
2022
)
3
,
pp. 633-652
Persistent link: https://www.econbiz.de/10013166172
Saved in:
4
Consistent estimation of drift parameter in diffusion model with misspecified volatility function
Jeong, Minsoo
- In:
Economics letters
211
(
2022
),
pp. 1-4
Persistent link: https://www.econbiz.de/10013172040
Saved in:
5
On robust testing for trend
Skrobotov, Anton
- In:
Economics letters
212
(
2022
),
pp. 1-4
Persistent link: https://www.econbiz.de/10013442001
Saved in:
6
Artificial regression test diagnostics for impact measures in spatial models
Deng, Mingyu
;
Wang, Mingxi
- In:
Economics letters
217
(
2022
),
pp. 1-9
Persistent link: https://www.econbiz.de/10013465488
Saved in:
7
A new estimator of a jump discontinuity in regression
Martins-Filho, Carlos
;
Xie, Sihong
;
Yao, Feng
- In:
Economics letters
218
(
2022
),
pp. 1-6
Persistent link: https://www.econbiz.de/10013466389
Saved in:
8
Testing heteroskedasticity for predictive regressions with nonstationary regressors
Hong, Shaoxin
;
Zhang, Zhengyi
;
Cai, Zongwu
- In:
Economics letters
201
(
2021
),
pp. 1-4
Persistent link: https://www.econbiz.de/10012607071
Saved in:
9
Instrument approval by the Sargan test and its consequences for coefficient estimation
Kiviet, J. F.
;
Kripfganz, Sebastian
- In:
Economics letters
205
(
2021
),
pp. 1-5
Persistent link: https://www.econbiz.de/10013202152
Saved in:
10
A self-normalization test for correlation change
Choi, Ji-Eun
;
Shin, Dong-wan
- In:
Economics letters
193
(
2020
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012509218
Saved in:
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