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subject:"Volatility"
type_genre:"Article in journal"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~isPartOf:"The journal of risk model validation"
~subject:"Kapitaleinkommen"
~type_genre:"Government document"
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Search: subject_exact:"Estimation theory"
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Volatility
Kapitaleinkommen
Estimation theory
605
Schätztheorie
605
Theorie
195
Theory
195
Time series analysis
140
Zeitreihenanalyse
140
Estimation
134
Schätzung
134
Nichtparametrisches Verfahren
110
Nonparametric statistics
110
USA
93
United States
93
Regression analysis
91
Regressionsanalyse
91
Volatilität
47
Forecasting model
44
Prognoseverfahren
44
Statistical test
44
Statistischer Test
44
Induktive Statistik
41
Panel
41
Panel study
41
Statistical inference
41
Correlation
37
Korrelation
37
ARCH model
30
ARCH-Modell
30
Capital income
29
Maximum likelihood estimation
29
Maximum-Likelihood-Schätzung
29
Statistical theory
29
Statistische Methodenlehre
29
Simulation
27
Bootstrap approach
26
Bootstrap-Verfahren
26
Statistical distribution
26
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26
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25
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Article
62
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Article in journal
Government document
Aufsatz in Zeitschrift
62
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English
62
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Ghysels, Eric
2
Hautsch, Nikolaus
2
Jing, Bingyi
2
Shephard, Neil G.
2
Yang, Xiye
2
Akgiray, Vedat
1
Alfelt, Gustav
1
Amado, Cristina
1
Andersen, Torben
1
Andreou, Elena
1
Bandi, Federico M.
1
Bauwens, Luc
1
Bibinger, Markus
1
Bodnar, Taras
1
Bollerslev, Tim
1
Booth, G. Geoffrey
1
Bormetti, Giacomo
1
Boswijk, Herman Peter
1
Buccheri, Giuseppe
1
Buczy´nski, Mateusz
1
Callot, Laurent
1
Caner, Mehmet
1
Chan, Joshua
1
Chaves, Leonardo Salim Saker
1
Chen, Wilson Ye
1
Chen, Xiangjin B.
1
Cheung, Yin-Wong
1
Chlebus, Marcin
1
Conway, Delores A.
1
Corsi, Fulvio
1
Curcic, Nikola
1
Drost, Feike C.
1
Dueker, Michael
1
Einmahl, John H. J.
1
Engle, Robert F.
1
Escanciano, Juan Carlos
1
Fałdziński, Marcin
1
Foster, F. Douglas
1
Francq, Christian
1
Gao, Jiti
1
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
The journal of risk model validation
Journal of econometrics
137
Economics letters
33
Journal of empirical finance
33
Econometric reviews
23
Journal of financial econometrics : official journal of the Society for Financial Econometrics
23
Finance research letters
21
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
21
Economic modelling
18
Journal of banking & finance
18
Quantitative finance
17
Journal of financial econometrics
16
Journal of forecasting
16
Econometric theory
15
International journal of theoretical and applied finance
15
Journal of risk and financial management : JRFM
15
International journal of forecasting
14
The econometrics journal
13
Econometrics : open access journal
12
Journal of financial economics
12
The European journal of finance
12
The North American journal of economics and finance : a journal of financial economics studies
12
International journal of economics and financial issues : IJEFI
11
Journal of mathematical finance
11
Computational economics
10
The review of financial studies
10
Journal of risk
9
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
8
Finance and stochastics
8
Journal of financial and quantitative analysis : JFQA
8
The journal of finance : the journal of the American Finance Association
8
Applied economics
7
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
7
European journal of operational research : EJOR
7
International journal of financial engineering
7
Journal of economic dynamics & control
7
Review of quantitative finance and accounting
7
Applied economics letters
6
Decisions in economics and finance : DEF ; a journal of applied mathematics
6
Financial markets and portfolio management
6
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ECONIS (ZBW)
62
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1
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:
2
Extreme value estimation for heterogeneous data
Einmahl, John H. J.
;
He, Yi
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
1
,
pp. 255-269
Persistent link: https://www.econbiz.de/10013540838
Saved in:
3
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:
4
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:
5
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
Saved in:
6
Overnight GARCH-Itô volatility models
Kim, Donggyu
;
Shin, Minseok
;
Wang, Yazhen
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
4
,
pp. 1215-1227
Persistent link: https://www.econbiz.de/10014448607
Saved in:
7
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:
8
What can we expect from a good margin model? : observations from whole-distribution tests of risk-based initial margin models
Murphy, David
- In:
The journal of risk model validation
17
(
2023
)
2
,
pp. 59-81
Persistent link: https://www.econbiz.de/10014485769
Saved in:
9
A Bayesian quantile time series model for asset returns
Griffin, Jim E.
;
Mitrodima, Gelly
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
1
,
pp. 16-27
Persistent link: https://www.econbiz.de/10012804077
Saved in:
10
Sequential scaled sparse factor regression
Zheng, Zemin
;
Li, Yang
;
Wu, Jie
;
Wang, Yuchen
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
2
,
pp. 595-604
Persistent link: https://www.econbiz.de/10013533979
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