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~subject:"Volatility"
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Search: subject_exact:"Schätzmethode"
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Volatility
Estimation theory
437
Schätztheorie
437
Theorie
196
Theory
196
Estimation
141
Schätzung
141
Time series analysis
109
Zeitreihenanalyse
109
Nichtparametrisches Verfahren
87
Nonparametric statistics
87
Regression analysis
74
Regressionsanalyse
74
Panel
71
Panel study
71
Statistical test
61
Statistischer Test
61
Volatilität
43
Method of moments
42
Momentenmethode
42
Stochastic process
38
Stochastischer Prozess
38
Cointegration
33
Autocorrelation
32
Autokorrelation
32
Kointegration
32
Modellierung
29
Scientific modelling
29
Forecasting model
28
Prognoseverfahren
28
Monte Carlo simulation
27
Monte-Carlo-Simulation
27
Statistical theory
27
Statistische Methodenlehre
27
Bootstrap approach
26
Bootstrap-Verfahren
26
Bayes-Statistik
24
Bayesian inference
24
Statistical distribution
23
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23
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3
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Article
41
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43
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43
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1
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1
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English
43
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McAleer, Michael
6
Maasoumi, Esfandiar
4
Asai, Manabu
3
Teräsvirta, Timo
3
Chan, Joshua
2
Jawadi, Fredj
2
Koopman, Siem Jan
2
Meyer, Renate
2
Alghalith, Moawia
1
Amado, Cristina
1
Andreou, Panayiotis C.
1
Anyfantaki, Sofia
1
Bennedsen, Mikkel
1
Bermudez, P. de Zea
1
Boswijk, Herman Peter
1
Brownlees, Christian
1
Bu, Ruijun
1
Cai, Yuzhi
1
Cai, Zongwu
1
Caporin, Massimiliano
1
Catani, Paul
1
Cavaliere, Giuseppe
1
Chen, Qiang
1
De Angelis, Luca
1
Dimitrakopoulos, Stefanos
1
Eisenstat, Eric
1
Fornari, Fabio
1
Ftiti, Zied
1
Galbraith, John W.
1
Glickman, Mark E.
1
Gu, Wentao
1
Hansen, Peter Reinhard
1
Hoshikawa, Toshiya
1
Hu, Meidi
1
Jungbacker, Borus
1
Kanatani, Taro
1
Kolossiatis, Michalis
1
Large, Jeremy
1
León-González, Roberto
1
Li, Yuyi
1
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Econometric reviews
Journal of econometrics
172
Energy economics
145
Applied economics
128
Economic modelling
122
Finance research letters
122
International review of economics & finance : IREF
112
International review of financial analysis
104
The North American journal of economics and finance : a journal of financial economics studies
103
Journal of empirical finance
93
Journal of banking & finance
92
Working paper / National Bureau of Economic Research, Inc.
86
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
83
NBER working paper series
79
Applied economics letters
78
Applied financial economics
78
Working paper
77
NBER Working Paper
74
Discussion paper / Tinbergen Institute
72
Economics letters
72
Journal of international financial markets, institutions & money
71
Research in international business and finance
71
Journal of international money and finance
68
The journal of futures markets
63
Journal of risk and financial management : JRFM
59
International journal of forecasting
58
CESifo working papers
54
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
53
Discussion paper / Centre for Economic Policy Research
51
The European journal of finance
50
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
47
International journal of finance & economics : IJFE
45
Journal of financial econometrics : official journal of the Society for Financial Econometrics
43
Quantitative finance
42
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
40
Journal of financial economics
39
International Journal of Energy Economics and Policy : IJEEP
38
Journal of forecasting
35
International journal of economics and financial issues : IJEFI
34
Journal of financial econometrics
34
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ECONIS (ZBW)
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1
Extremal quantiles and stock price crashes
Andreou, Panayiotis C.
;
Anyfantaki, Sofia
;
Maasoumi, …
- In:
Econometric reviews
42
(
2023
)
9/10
,
pp. 703-724
Persistent link: https://www.econbiz.de/10014420354
Saved in:
2
Adaptive information-based methods for determining the co-integration rank in heteroskedastic VAR models
Boswijk, Herman Peter
;
Cavaliere, Giuseppe
;
De Angelis, Luca
- In:
Econometric reviews
42
(
2023
)
9/10
,
pp. 725-757
Persistent link: https://www.econbiz.de/10014420355
Saved in:
3
A new Bayesian model for contagion and interdependence
Poon, Aubrey
;
Zhu, Dan
- In:
Econometric reviews
41
(
2022
)
7
,
pp. 806-826
Persistent link: https://www.econbiz.de/10013364908
Saved in:
4
Dynamic factor, leverage and realized covariances in multivariate stochastic volatility
Yamauchi, Yuta
;
Omori, Yasuhiro
- In:
Econometric reviews
42
(
2023
)
6
,
pp. 513-539
Persistent link: https://www.econbiz.de/10014305574
Saved in:
5
Large dimensional portfolio allocation based on a mixed frequency dynamic factor model
Peng, Siyang
;
Shaojun, Guo
;
Long, Yonghong
- In:
Econometric reviews
41
(
2022
)
5
,
pp. 539-563
Persistent link: https://www.econbiz.de/10013364893
Saved in:
6
Bayesian analysis of moving average stochastic volatility models : modeling in-mean effects and leverage for financial time series
Dimitrakopoulos, Stefanos
;
Kolossiatis, Michalis
- In:
Econometric reviews
39
(
2020
)
4
,
pp. 319-343
Persistent link: https://www.econbiz.de/10012181420
Saved in:
7
A multifactor transformed diffusion model with applications to VIX and VIX futures
Bu, Ruijun
;
Jawadi, Fredj
;
Li, Yuyi
- In:
Econometric reviews
39
(
2020
)
1
,
pp. 27-53
Persistent link: https://www.econbiz.de/10012181537
Saved in:
8
Forecasting energy futures volatility with threshold augmented heterogeneous autoregressive jump models
Jawadi, Fredj
;
Ftiti, Zied
;
Louhichi, Waël
- In:
Econometric reviews
39
(
2020
)
1
,
pp. 54-70
Persistent link: https://www.econbiz.de/10012181540
Saved in:
9
On the estimation of integrated volatility in the presence of jumps and microstructure noise
Brownlees, Christian
;
Nualart, Eulalia
;
Sun, Yucheng
- In:
Econometric reviews
39
(
2020
)
10
,
pp. 991-1013
Persistent link: https://www.econbiz.de/10012406198
Saved in:
10
Data cloning estimation for asymmetric stochastic volatility models
Bermudez, P. de Zea
;
Marín, J. Miguel
;
Veiga, Helena
- In:
Econometric reviews
39
(
2020
)
10
,
pp. 1057-1074
Persistent link: https://www.econbiz.de/10012406209
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