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subject:"Volatility"
type_genre:"Article in journal"
~isPartOf:"Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~subject:"Korrelation"
~type_genre:"Government document"
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Search: subject_exact:"Estimation theory"
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Volatility
Korrelation
Estimation theory
796
Schätztheorie
796
Theorie
258
Theory
258
Estimation
182
Schätzung
182
Time series analysis
177
Zeitreihenanalyse
177
Nichtparametrisches Verfahren
137
Nonparametric statistics
137
Regression analysis
116
Regressionsanalyse
116
USA
99
United States
99
Forecasting model
58
Prognoseverfahren
58
Panel
57
Panel study
57
Statistical test
52
Statistischer Test
52
Volatilität
47
Induktive Statistik
44
Statistical inference
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Correlation
38
Bootstrap approach
33
Bootstrap-Verfahren
33
Capital income
33
Kapitaleinkommen
33
Monte Carlo simulation
33
Monte-Carlo-Simulation
33
Statistical theory
33
Statistische Methodenlehre
33
Bayes-Statistik
31
Bayesian inference
31
Maximum likelihood estimation
31
Maximum-Likelihood-Schätzung
31
Simulation
31
VAR model
29
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78
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Article in journal
Government document
Aufsatz in Zeitschrift
78
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English
78
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Lan, Wei
3
Tsai, Chih-Ling
3
Bodnar, Taras
2
Cui, Guowei
2
Ghysels, Eric
2
Hautsch, Nikolaus
2
Jing, Bingyi
2
Ling, Shiqing
2
Müller, Ulrich K.
2
Shephard, Neil G.
2
Su, Liangjun
2
Tjostheim, Dag
2
Tsay, Ruey S.
2
Ullah, Aman
2
Wang, Hansheng
2
Yang, Xiye
2
Aielli, Gian Piero
1
Alfelt, Gustav
1
Amado, Cristina
1
Andersen, Torben
1
Andreou, Elena
1
Ausín, M. Concepción
1
Bandi, Federico M.
1
Bauwens, Luc
1
Bibinger, Markus
1
Bollerslev, Tim
1
Bormetti, Giacomo
1
Boswijk, Herman Peter
1
Buccheri, Giuseppe
1
Chan, Joshua
1
Chaves, Leonardo Salim Saker
1
Chen, Qian
1
Chen, Songnian
1
Chen, Wilson Ye
1
Chen, Xiangjin B.
1
Chen, Yi-Chi
1
Corsi, Fulvio
1
Cromwell, Jeff B.
1
Dias, Gustavo Fruet
1
Duan, Jin-Chuan
1
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Journal of econometrics
159
Economics letters
48
Econometric reviews
29
Econometric theory
27
Journal of empirical finance
26
Finance research letters
22
Journal of financial econometrics : official journal of the Society for Financial Econometrics
22
The econometrics journal
21
Econometrics : open access journal
19
Journal of banking & finance
19
Journal of financial econometrics
19
Journal of the American Statistical Association : JASA
19
Quantitative finance
19
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
19
Economic modelling
17
International journal of forecasting
17
Journal of forecasting
15
Applied economics letters
14
International journal of theoretical and applied finance
13
Computational economics
12
The North American journal of economics and finance : a journal of financial economics studies
12
Applied economics
10
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
10
Journal of risk and financial management : JRFM
10
Cambridge working papers in economics
9
Journal of mathematical finance
9
The European journal of finance
9
Finance and stochastics
8
International journal of economics and financial issues : IJEFI
8
CBN journal of applied statistics
7
Decisions in economics and finance : DEF ; a journal of applied mathematics
7
Empirical economics : a quarterly journal of the Institute for Advanced Studies
7
International journal of financial engineering
7
Journal of quantitative economics
7
Risks : open access journal
7
The journal of risk model validation
7
Theoretical economics letters
7
Asia-Pacific financial markets
6
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ECONIS (ZBW)
78
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1
An econometric analysis of volatility discovery
Dias, Gustavo Fruet
;
Papailias, Fotis
;
Scherrer, Cristina
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
3
,
pp. 1095-1106
Persistent link: https://www.econbiz.de/10015053535
Saved in:
2
Optimal shrinkage-based portfolio selection in high dimensions
Bodnar, Taras
;
Okhrin, Yarema
;
Parolya, Nestor
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
1
,
pp. 140-156
Persistent link: https://www.econbiz.de/10013540653
Saved in:
3
Singular conditional autoregressive Wishart model for realized covariance matrices
Alfelt, Gustav
;
Bodnar, Taras
;
Javed, Farrukh
;
Tyrcha, …
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
3
,
pp. 833-845
Persistent link: https://www.econbiz.de/10014448443
Saved in:
4
A robust approach to heteroscedasticity, error serial correlation and slope heterogeneity in linear models with interactive effects for large panel data
Cui, Guowei
;
Hayakawa, Kazuhiko
;
Nagata, Shuichi
; …
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
3
,
pp. 862-875
Persistent link: https://www.econbiz.de/10014448451
Saved in:
5
Adaptive testing for cointegration with nonstationary volatility
Boswijk, Herman Peter
;
Zu, Yang
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
2
,
pp. 744-755
Persistent link: https://www.econbiz.de/10013534484
Saved in:
6
The incidental parameters problem in testing for remaining cross-section correlation
Juodis, Artūras
;
Reese, Simon
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
3
,
pp. 1191-1203
Persistent link: https://www.econbiz.de/10013539484
Saved in:
7
Covariance model with general linear structure and divergent parameters
Fan, Xinyan
;
Lan, Wei
;
Zou, Tao
;
Tsai, Chih-Ling
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
1
,
pp. 36-48
Persistent link: https://www.econbiz.de/10014448670
Saved in:
8
Volatility estimation when the zero-process is nonstationary
Francq, Christian
;
Sucarrat, Genaro
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
1
,
pp. 53-66
Persistent link: https://www.econbiz.de/10013540630
Saved in:
9
Inference for nonparametric high-frequency estimators with an application to time variation in betas
Kalnina, Ilze
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
2
,
pp. 538-549
Persistent link: https://www.econbiz.de/10014448338
Saved in:
10
Estimation of leverage effect : kernel function and efficiency
Yang, Xiye
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
3
,
pp. 939-956
Persistent link: https://www.econbiz.de/10014448463
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