//--> //--> //--> //-->
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:"Volatility"
type_genre:"Article in journal"
~isPartOf:"Computational economics"
~subject:"Statistical test"
~subject:"Statistischer Test"
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
| 5 applied filters
Year of publication
From:
To:
Subject
All
Volatility
Statistical test
Statistischer Test
Estimation theory
111
Schätztheorie
111
Time series analysis
32
Zeitreihenanalyse
32
Monte Carlo simulation
22
Monte-Carlo-Simulation
22
Regression analysis
20
Regressionsanalyse
20
Estimation
19
Schätzung
18
Simulation
14
Nichtparametrisches Verfahren
13
Nonparametric statistics
13
State space model
10
Zustandsraummodell
10
Bayes-Statistik
9
Bayesian inference
9
Stochastic process
9
Stochastischer Prozess
9
Bootstrap approach
8
Bootstrap-Verfahren
8
Forecasting model
8
Maximum likelihood estimation
8
Maximum-Likelihood-Schätzung
8
Panel
8
Panel study
8
Prognoseverfahren
8
Statistical distribution
8
Statistische Verteilung
8
ARCH model
7
ARCH-Modell
7
Portfolio selection
7
Portfolio-Management
7
Correlation
6
Korrelation
6
Mathematical programming
6
Mathematische Optimierung
6
Option pricing theory
6
Optionspreistheorie
6
Risikomaß
6
more ...
less ...
Online availability
All
Undetermined
10
Type of publication
All
Article
12
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
12
Language
All
English
12
Author
All
Aloy, Marcel
1
Bartolucci, Francesco
1
Beek, Misha van
1
Bessler, David A.
1
Bryant, Henry L.
1
Cagnone, Silvia
1
Choudhry, Taufiq
1
Daniels, Hennie A. M.
1
Dempsey, Michael
1
Fernández del Hoyo, Juan J.
1
Khorunzhina, Natalia
1
Lin, Kuan-pin
1
Llorente, G.
1
Long, Zhi-he
1
Mozumder, Sharif
1
Ou, Bianling
1
Richard, Jean-François
1
Rivero, C.
1
Santos, Antonio A. F.
1
Strumann, Christoph
1
Su, Kuangxi
1
Truchis, Gilles de
1
Wang, Bo
1
Xie, Wenzhao
1
Yao, Yinhong
1
Zheng, Chengli
1
Zhu, Shunwei
1
more ...
less ...
Published in...
All
Computational economics
Journal of econometrics
256
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
87
Econometric reviews
76
Economics letters
66
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 forecasting
14
Journal of the American Statistical Association : JASA
14
International journal of theoretical and applied finance
13
Journal of time series econometrics
13
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
more ...
less ...
Source
All
ECONIS (ZBW)
12
Showing
1
-
10
of
12
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Portfolio selection based on emd denoising with correlation coefficient test criterion
Su, Kuangxi
;
Yao, Yinhong
;
Zheng, Chengli
;
Xie, Wenzhao
- In:
Computational economics
63
(
2024
)
1
,
pp. 391-421
Persistent link: https://www.econbiz.de/10014472254
Saved in:
2
Bayesian estimation for high-frequency volatility models in a time deformed framework
Santos, Antonio A. F.
- In:
Computational economics
57
(
2021
)
2
,
pp. 455-479
Persistent link: https://www.econbiz.de/10012486920
Saved in:
3
Option pricing model biases : Bayesian and Markov Chain Monte Carlo regression analysis
Mozumder, Sharif
;
Choudhry, Taufiq
;
Dempsey, Michael
- In:
Computational economics
57
(
2021
)
4
,
pp. 1287-1305
Persistent link: https://www.econbiz.de/10012543312
Saved in:
4
Finite Gaussian mixture approximations to analytically intractable density Kernels
Khorunzhina, Natalia
;
Richard, Jean-François
- In:
Computational economics
53
(
2019
)
3
,
pp. 991-1017
Persistent link: https://www.econbiz.de/10012135106
Saved in:
5
Unified approach for the affine and non-affine models : an empirical analysis on the S&P 500 volatility dynamics
Zhu, Shunwei
;
Wang, Bo
- In:
Computational economics
53
(
2019
)
4
,
pp. 1421-1442
Persistent link: https://www.econbiz.de/10012135302
Saved in:
6
Testing for Constant Parameters in Nonlinear Models : a quick procedure with an empirical illustration
Fernández del Hoyo, Juan J.
;
Llorente, G.
;
Rivero, C.
- In:
Computational economics
54
(
2019
)
1
,
pp. 113-137
Persistent link: https://www.econbiz.de/10012134106
Saved in:
7
Hodges-Lehmann estimation of static panel models with spatially correlated disturbances
Strumann, Christoph
- In:
Computational economics
53
(
2019
)
1
,
pp. 141-168
Persistent link: https://www.econbiz.de/10012134595
Saved in:
8
Adaptive quadrature for maximum likelihood estimation of a class of dynamic latent variable models
Cagnone, Silvia
;
Bartolucci, Francesco
- In:
Computational economics
49
(
2017
)
4
,
pp. 599-622
Persistent link: https://www.econbiz.de/10011762141
Saved in:
9
Conditions sufficient to infer causal relationships using instrumental variables and observational data
Bryant, Henry L.
;
Bessler, David A.
- In:
Computational economics
48
(
2016
)
1
,
pp. 29-57
Persistent link: https://www.econbiz.de/10011646588
Saved in:
10
Optimal estimation strategies for bivariate fractional cointegration systems and the co-persistence analysis of stock market realized volatilities
Aloy, Marcel
;
Truchis, Gilles de
- In:
Computational economics
48
(
2016
)
1
,
pp. 83-104
Persistent link: https://www.econbiz.de/10011646595
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->