//--> //--> //--> //-->
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"
~isPartOf:"Finance and stochastics"
~isPartOf:"Journal of forecasting"
~isPartOf:"LSE STICERD Research Paper"
~subject:"Zeitreihenanalyse"
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
Zeitreihenanalyse
Estimation theory
201
Schätztheorie
201
Time series analysis
80
Forecasting model
72
Prognoseverfahren
72
Theorie
48
Theory
48
Estimation
28
Schätzung
28
Regression analysis
27
Regressionsanalyse
27
Nichtparametrisches Verfahren
21
Nonparametric statistics
21
Volatilität
19
ARCH model
15
ARCH-Modell
15
Stochastic process
12
Stochastischer Prozess
12
Statistical distribution
11
Statistische Verteilung
11
Capital income
9
Kapitaleinkommen
9
Cointegration
8
Kointegration
8
Markov chain
8
Markov-Kette
8
Robust statistics
8
Robustes Verfahren
8
USA
8
United States
8
Autocorrelation
7
Autokorrelation
7
Börsenkurs
7
Option pricing theory
7
Optionspreistheorie
7
Share price
7
Correlation
6
Einkommensverteilung
6
more ...
less ...
Online availability
All
Free
24
Undetermined
19
Type of publication
All
Article
70
Book / Working Paper
23
Type of publication (narrower categories)
All
Article in journal
70
Aufsatz in Zeitschrift
70
Collection of articles of several authors
1
Sammelwerk
1
Language
All
English
93
Author
All
Hidalgo, Javier S.
5
Giraitis, Liudas
4
Linton, Oliver B.
4
Ravishanker, Nalini
3
Chan, Wai-Sum
2
Cheung, Siu-hung
2
Palma, Wilfredo
2
Shang, Han Lin
2
Taylor, James W.
2
Tsay, Ruey S.
2
Abraham, Bovas
1
Aczel, Amir D.
1
Alpuim, M. Teresa
1
Azencott, Robert
1
Balakrishna, N.
1
Banerjee, Anurag Narayan
1
Barbosa, Emanuel
1
Ben-Zion, Uri
1
Beveridge, Steve
1
Blanco-Fernández, Ángela
1
Breidt, F. Jay
1
Brännäs, Kurt
1
Carroll, Raymond
1
Chan, Ngai Hang
1
Chen Zhou
1
Chen, Bei
1
Chen, Xi
1
Choi, Jeong Hoon
1
Chow, Wai Kit
1
Croux, Christophe
1
Dalla, Violetta
1
DeJong, David Neil
1
Dokuchaev, Nikolai
1
Eidestedt, Richard
1
Ekberg, Stefan
1
Fei, Tianlun
1
Ferrara, Laurent
1
Ferreira, Guillermo
1
Filzmoser, Peter
1
Fischer, Henning
1
more ...
less ...
Published in...
All
Finance and stochastics
Journal of forecasting
LSE STICERD Research Paper
Journal of econometrics
369
Econometric theory
168
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
163
Economics letters
153
Discussion paper / Tinbergen Institute
106
Econometric reviews
97
International journal of forecasting
69
CREATES research paper
65
Working paper / Department of Econometrics and Business Statistics, Monash University
63
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
56
Applied economics letters
53
Econometrics : open access journal
51
NBER Working Paper
45
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
44
Economic modelling
44
The econometrics journal
43
Cowles Foundation discussion paper
42
Journal of time series econometrics
40
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
39
Applied economics
38
Journal of empirical finance
38
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
37
Journal of the American Statistical Association : JASA
37
Computational economics
35
Journal of applied econometrics
33
EUI working paper / ECO
32
SFB 649 discussion paper
31
Série des documents de travail / Centre de Recherche en Économie et Statistique
31
Journal of financial econometrics : official journal of the Society for Financial Econometrics
30
NBER working paper series
30
Working paper / National Bureau of Economic Research, Inc.
25
Working paper series
25
Oxford bulletin of economics and statistics
24
Technical working paper / National Bureau of Economic Research
24
Discussion paper / Center for Economic Research, Tilburg University
23
NBER technical working paper series
23
Umeå economic studies
23
Discussion paper / Centre for Economic Forecasting
22
more ...
less ...
Source
All
ECONIS (ZBW)
93
Showing
1
-
10
of
93
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Forecasting intraday financial time series with sieve bootstrapping and dynamic updating
Shang, Han Lin
;
Ji, Kaiying
- In:
Journal of forecasting
42
(
2023
)
8
,
pp. 1973-1988
Persistent link: https://www.econbiz.de/10014432826
Saved in:
2
Empirical prediction intervals for additive Holt-Winters methods under misspecification
Yang, Boning
;
Tang, Xinyi
;
Yau, Chun Yip
- In:
Journal of forecasting
43
(
2024
)
3
,
pp. 754-770
Persistent link: https://www.econbiz.de/10014532381
Saved in:
3
Dynamic forecasting for nonstationary high-frequency financial data with jumps based on series decomposition and reconstruction
Song, Yuping
;
Li, Zhenwei
;
Ma, Zhiren
;
Sun, Xiaoyu
- In:
Journal of forecasting
42
(
2023
)
5
,
pp. 1055-1068
Persistent link: https://www.econbiz.de/10014338810
Saved in:
4
Forecasting stock return volatility : realized volatility-type or duration-based estimators
Fei, Tianlun
;
Liu, Xiaoquan
;
Wen, Conghua
- In:
Journal of forecasting
42
(
2023
)
7
,
pp. 1594-1621
Persistent link: https://www.econbiz.de/10014432725
Saved in:
5
Nonparametric estimation for i.i.d. paths of a martingale-driven model with application to non-autonomous financial models
Marie, Nicolas
- In:
Finance and stochastics
27
(
2023
)
1
,
pp. 97-126
Persistent link: https://www.econbiz.de/10013489500
Saved in:
6
Competition can help predict sales
Fortsch, Sima M.
;
Choi, Jeong Hoon
;
Khapalova, Elena A.
- In:
Journal of forecasting
41
(
2022
)
2
,
pp. 331-344
Persistent link: https://www.econbiz.de/10012817763
Saved in:
7
Forecasting Bitcoin volatility : a new insight from the threshold regression model
Zhang, Yaojie
;
He, Mengxi
;
Wen, Danyan
;
Wang, Yudong
- In:
Journal of forecasting
41
(
2022
)
3
,
pp. 633-652
Persistent link: https://www.econbiz.de/10013166172
Saved in:
8
Limited memory predictors based on polynomial approximation of periodic exponentials
Dokuchaev, Nikolai
- In:
Journal of forecasting
41
(
2022
)
5
,
pp. 1037-1045
Persistent link: https://www.econbiz.de/10013287898
Saved in:
9
Realised volatility and parametric estimation of Heston SDEs
Azencott, Robert
;
Ren, Peng
;
Timofeyev, Ilya
- In:
Finance and stochastics
24
(
2020
)
3
,
pp. 723-755
Persistent link: https://www.econbiz.de/10012518091
Saved in:
10
Forecasting intraday S&P 500 index returns : a functional time series approach
Shang, Han Lin
- In:
Journal of forecasting
36
(
2017
)
7
,
pp. 741-755
Persistent link: https://www.econbiz.de/10011860709
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->