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subject:"Volatility"
type_genre:"Article in journal"
~isPartOf:"Journal of econometrics"
~subject:"ARCH-Modell"
~subject:"Schätzung"
~type_genre:"Bibliografie enthalten"
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Search: subject_exact:"Estimation theory"
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Volatility
ARCH-Modell
Schätzung
Estimation theory
1,601
Schätztheorie
1,601
Theorie
366
Theory
366
Nichtparametrisches Verfahren
312
Nonparametric statistics
312
Time series analysis
304
Zeitreihenanalyse
304
Regression analysis
264
Regressionsanalyse
264
Estimation
216
Panel
156
Panel study
156
Statistical test
148
Statistischer Test
148
Volatilität
116
Method of moments
98
Momentenmethode
97
Induktive Statistik
82
Statistical inference
82
Maximum likelihood estimation
78
Maximum-Likelihood-Schätzung
78
Autocorrelation
76
Autokorrelation
76
Forecasting model
73
Prognoseverfahren
73
Bootstrap approach
71
Bootstrap-Verfahren
71
Instrumental variables
68
Cointegration
63
Kointegration
62
Stochastic process
61
Stochastischer Prozess
61
Causality analysis
59
Kausalanalyse
59
Statistical distribution
59
Statistische Verteilung
59
IV-Schätzung
57
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Undetermined
206
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Article
304
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1
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Article in journal
Bibliografie enthalten
Aufsatz in Zeitschrift
305
Conference paper
7
Konferenzbeitrag
7
Collection of articles of several authors
1
Sammelwerk
1
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English
305
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Francq, Christian
10
Todorov, Viktor
10
Tauchen, George Eugene
8
Zakoïan, Jean-Michel
7
Andersen, Torben
6
Li, Jia
6
Linton, Oliver
6
Gao, Jiti
5
Kim, Donggyu
5
Li, Yingying
5
Phillips, Peter C. B.
5
Gouriéroux, Christian
4
Li, Guodong
4
Lu, Xun
4
Mykland, Per A.
4
Park, Joon Y.
4
Su, Liangjun
4
White, Halbert
4
Zhang, Lan
4
Zhu, Ke
4
Aït-Sahalia, Yacine
3
Baltagi, Badi H.
3
Bollerslev, Tim
3
Cai, Zongwu
3
Callaway, Brantly
3
Gallant, A. Ronald
3
Hsiao, Cheng
3
Jasiak, Joann
3
Li, Dong
3
Meddahi, Nour
3
Shephard, Neil G.
3
Sun, Yiguo
3
Varneskov, Rasmus Tangsgaard
3
Wang, Fa
3
Wang, Yazhen
3
Xiu, Dacheng
3
Ai, Chunrong
2
Andreou, Elena
2
Barigozzi, Matteo
2
Bertanha, Marinho
2
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Journal of econometrics
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
160
Economics letters
133
Econometric reviews
79
Econometric theory
68
Applied economics letters
61
Economic modelling
59
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
52
Applied economics
51
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
48
The econometrics journal
45
Journal of applied econometrics
41
Journal of empirical finance
40
Journal of banking & finance
38
International journal of forecasting
34
Journal of forecasting
31
Quantitative economics : QE ; journal of the Econometric Society
31
Econometrics : open access journal
30
Computational economics
28
Journal of financial econometrics : official journal of the Society for Financial Econometrics
28
Journal of the American Statistical Association : JASA
28
Empirical economics : a quarterly journal of the Institute for Advanced Studies
27
International journal of economics and financial issues : IJEFI
27
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
26
Finance research letters
25
Journal of financial econometrics
25
The review of economics and statistics
23
Journal of risk and financial management : JRFM
22
Energy economics
21
European journal of operational research : EJOR
21
Quantitative finance
21
The North American journal of economics and finance : a journal of financial economics studies
19
Journal of risk
18
Insurance / Mathematics & economics
17
Journal of economic dynamics & control
16
The European journal of finance
15
International journal of theoretical and applied finance
14
The empirical economics letters : a monthly international journal of economics
14
Applied financial economics
13
Journal of mathematical finance
13
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ECONIS (ZBW)
305
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305
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1
Asymptotic F test in regressions with observations collected at high frequency over long span
Pellatt, Daniel F.
;
Sun, Yixiao
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1281-1309
Persistent link: https://www.econbiz.de/10014471377
Saved in:
2
Penalized time-varying model averaging
Sun, Yuying
;
Hong, Yongmiao
;
Wang, Shouyang
;
Zhang, Xinyu
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1355-1377
Persistent link: https://www.econbiz.de/10014471396
Saved in:
3
Parametric estimation of long memory in factor models
Ergemen, Yunus Emre
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1483-1499
Persistent link: https://www.econbiz.de/10014471404
Saved in:
4
Penetrating sporadic return predictability
Tu, Yundong
;
Xie, Xinling
- In:
Journal of econometrics
237
(
2023
)
1
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014471472
Saved in:
5
Better bunching, nicer notching
Bertanha, Marinho
;
McCallum, Andrew H.
;
Seegert, Nathan
- In:
Journal of econometrics
237
(
2023
)
2,1
,
pp. 1-25
Persistent link: https://www.econbiz.de/10014471509
Saved in:
6
Dynamic conditional eigenvalue GARCH
Hetland, Simon Thinggaard
;
Pedersen, Rasmus Søndergaard
; …
- In:
Journal of econometrics
237
(
2023
)
2,2
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014471517
Saved in:
7
Two-stage weighted least squares estimator of the conditional mean of observation-driven time series models
Aknouche, Abdelhakim
;
Francq, Christian
- In:
Journal of econometrics
237
(
2023
)
2,2
,
pp. 1-22
Persistent link: https://www.econbiz.de/10014471524
Saved in:
8
Volatility measurement with pockets of extreme return persistence
Andersen, Torben
;
Li, Yingying
;
Todorov, Viktor
;
Zhou, Bo
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014471793
Saved in:
9
A penalized two-pass regression to predict stock returns with time-varying risk premia
Bakalli, Gaetan
;
Guerrier, Stéphane
;
Scaillet, Olivier
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014471822
Saved in:
10
Semiparametric estimation of latent variable asset pricing models
Dalderop, Jeroen
- In:
Journal of econometrics
236
(
2023
)
1
,
pp. 1-30
Persistent link: https://www.econbiz.de/10014332225
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