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subject:"Volatility"
type_genre:"Article in journal"
~isPartOf:"Econometric theory"
~isPartOf:"Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics"
~subject:"ARCH-Modell"
~subject:"Instrumental variables"
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Search: subject_exact:"Estimation theory"
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Volatility
ARCH-Modell
Instrumental variables
Estimation theory
1,034
Schätztheorie
1,034
Theorie
523
Theory
523
Time series analysis
197
Zeitreihenanalyse
197
Nichtparametrisches Verfahren
138
Nonparametric statistics
138
Regression analysis
104
Regressionsanalyse
104
Statistical theory
67
Statistische Methodenlehre
67
Statistical test
55
Statistischer Test
55
Estimation
43
Schätzung
43
ARCH model
40
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37
Statistical inference
37
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34
Autokorrelation
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Method of moments
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Panel study
34
Cointegration
29
Kointegration
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Statistical distribution
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Statistische Verteilung
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Probability theory
28
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IV-Schätzung
26
Einheitswurzeltest
24
Unit root test
24
USA
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Article in journal
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84
Conference paper
1
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English
84
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Linton, Oliver
6
Francq, Christian
4
Li, Jia
4
Chan, Ngai Hang
3
Horváth, Lajos
3
Kokoszka, Piotr
3
Tauchen, George Eugene
3
Zakoïan, Jean-Michel
3
Berkes, István
2
Chamberlain, Gary
2
Chao, John C.
2
Hillier, Grant H.
2
Jensen, Søren Tolver
2
Johannes, Jan
2
Kristensen, Dennis
2
Nelson, Daniel B.
2
Rahbek, Anders
2
Saikkonen, Pentti
2
Swanson, Norman R.
2
Todorov, Viktor
2
Zaffaroni, Paolo
2
Zhang, Rongmao
2
Andrews, Beth
1
Andrews, Donald W. K.
1
Andrews, Isaiah
1
Avarucci, Marco
1
Beutner, Eric
1
Breunig, Christoph
1
Caetano, Carolina
1
Cavaliere, Giuseppe
1
Chan, Kung-sik
1
Chen, Xiaohong
1
Chernozhukov, Victor
1
Chesher, Andrew
1
Comte, Fabienne
1
Crudu, Federico
1
Dedecker, J.
1
Deo, Rohit S.
1
Feng, Yuanhua
1
Florens, Jean-Pierre
1
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Econometric theory
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
Journal of econometrics
209
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
78
Economics letters
55
Econometric reviews
45
The econometrics journal
35
Journal of empirical finance
29
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
24
Journal of financial econometrics : official journal of the Society for Financial Econometrics
23
Economic modelling
22
Econometrics : open access journal
18
International journal of forecasting
18
Finance research letters
17
Journal of banking & finance
17
Journal of financial econometrics
17
Journal of forecasting
16
Quantitative finance
15
Applied economics letters
14
Computational economics
14
The North American journal of economics and finance : a journal of financial economics studies
14
Applied economics
13
International journal of economics and financial issues : IJEFI
13
International journal of theoretical and applied finance
13
Journal of risk
13
Journal of risk and financial management : JRFM
13
Empirical economics : a quarterly journal of the Institute for Advanced Studies
12
Quantitative economics : QE ; journal of the Econometric Society
12
Journal of mathematical finance
11
Journal of time series econometrics
11
Journal of quantitative economics
9
Finance and stochastics
8
Journal of the American Statistical Association : JASA
8
The European journal of finance
8
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
7
International Journal of Energy Economics and Policy : IJEEP
7
Journal of economic dynamics & control
7
Applied financial economics
6
Decisions in economics and finance : DEF ; a journal of applied mathematics
6
International journal of financial engineering
6
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ECONIS (ZBW)
84
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1
Identification and estimation in a correlated random coefficients transformation model
Zhang, ZhengYu
;
Jin, Zequn
;
Mu, Beili
- In:
Econometric theory
38
(
2022
)
4
,
pp. 621-688
Persistent link: https://www.econbiz.de/10013366923
Saved in:
2
Least squares and IVX limit theory in systems of predictive regressions with GARCH innovations
Magdalinos, Tassos
- In:
Econometric theory
38
(
2022
)
5
,
pp. 875-912
Persistent link: https://www.econbiz.de/10013469682
Saved in:
3
Nonstationary linear processes with infinite variance GARCH errors
Zhang, Rongmao
;
Chan, Ngai Hang
- In:
Econometric theory
37
(
2021
)
5
,
pp. 892-925
Persistent link: https://www.econbiz.de/10012656388
Saved in:
4
Estimation of volatility functions in jump diffusions using truncated bipower increments
Kim, Jihyun
;
Park, Joon Y.
;
Wang, Bin
- In:
Econometric theory
37
(
2021
)
5
,
pp. 926-958
Persistent link: https://www.econbiz.de/10012656389
Saved in:
5
Instrumental variable quantile regression with misclassification
Ura, Takuya
- In:
Econometric theory
37
(
2021
)
1
,
pp. 169-204
Persistent link: https://www.econbiz.de/10012437046
Saved in:
6
Inference in instrumental variable models with heteroskedasticity and many instruments
Crudu, Federico
;
Mellace, Giovanni
;
Sándor, Zsolt
- In:
Econometric theory
37
(
2021
)
2
,
pp. 281-310
Persistent link: https://www.econbiz.de/10012505392
Saved in:
7
Efficient estimation of integrated volatility functionals under general volatility dynamics
Li, Jia
;
Liu, Yunxiao
- In:
Econometric theory
37
(
2021
)
4
,
pp. 664-707
Persistent link: https://www.econbiz.de/10012618196
Saved in:
8
QML inference for volatility models with covariates
Francq, Christian
;
Le Quyen Thieu
- In:
Econometric theory
35
(
2019
)
1
,
pp. 37-72
Persistent link: https://www.econbiz.de/10012146117
Saved in:
9
Characterizations of multinormality and corresponding tests of fit, including for GARCH models
Henze, Norbert
;
Jiménez-Gamero, M. Dolores
;
Meintanis, …
- In:
Econometric theory
35
(
2019
)
3
,
pp. 510-546
Persistent link: https://www.econbiz.de/10012146149
Saved in:
10
Nonparametric instrumental variables and regular estimation
Hahn, Jinyong
;
Liao, Zhipeng
- In:
Econometric theory
34
(
2018
)
3
,
pp. 574-597
Persistent link: https://www.econbiz.de/10011951014
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