//--> //--> //--> //-->
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
~isPartOf:"Econometric theory"
~isPartOf:"Economic modelling"
~isPartOf:"Journal of econometrics"
~subject:"Volatility"
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:"nonparametric"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Volatility
Nichtparametrisches Verfahren
757
Nonparametric statistics
757
Estimation theory
432
Schätztheorie
432
Theorie
225
Theory
225
Regression analysis
199
Regressionsanalyse
199
Estimation
136
Schätzung
135
Time series analysis
118
Zeitreihenanalyse
118
Statistical test
81
Statistischer Test
81
Panel
61
Panel study
61
Volatilität
53
Causality analysis
48
Kausalanalyse
48
Instrumental variables
45
IV-Schätzung
41
Method of moments
40
Momentenmethode
40
Bootstrap approach
39
Bootstrap-Verfahren
39
Statistical distribution
38
Statistische Verteilung
38
Stochastic process
37
Stochastischer Prozess
37
Cointegration
36
Kointegration
36
Induktive Statistik
29
Statistical inference
29
Statistical error
27
Statistischer Fehler
27
Nonparametric estimation
26
Bayes-Statistik
23
Bayesian inference
23
Forecasting model
23
more ...
less ...
Online availability
All
Undetermined
33
Type of publication
All
Article
53
Type of publication (narrower categories)
All
Article in journal
53
Aufsatz in Zeitschrift
53
Language
All
English
53
Author
All
Todorov, Viktor
5
Li, Jia
3
Li, Yingying
3
Linton, Oliver
3
Renò, Roberto
3
Bollerslev, Tim
2
Boswijk, Herman Peter
2
Christensen, Kim
2
Dalderop, Jeroen
2
Forbes, Catherine Scipione
2
Jensen, Mark J.
2
Kristensen, Dennis
2
Maheu, John M.
2
Maneesoonthorn, Worapree
2
Martin, Gael M.
2
Podolskij, Mark
2
Tauchen, George Eugene
2
Zhang, Congshan
2
Zheng, Xinghua
2
Zu, Yang
2
Andersen, Torben
1
Balcilar, Mehmet
1
Bandi, Federico M.
1
Barone-Adesi, Giovanni
1
Bouezmarni, Taoufik
1
Bouri, Elie
1
Broadie, Mark
1
Busch, Marie
1
Casas, Isabel
1
Chaker, Selma
1
Chen, Gong-meng
1
Choi, Yoon K.
1
Christensen, Bent Jesper
1
Christensen, Kimberly
1
Clinet, Simon
1
El Ghouch, Anouar
1
Eraker, Bjørn
1
Ergemen, Yunus Emre
1
Feng, Phoenix
1
Feng, Yuanhua
1
more ...
less ...
Published in...
All
Econometric theory
Economic modelling
Journal of econometrics
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
14
SFB 649 discussion paper
12
Econometric reviews
11
Discussion paper / Tinbergen Institute
9
Journal of financial econometrics : official journal of the Society for Financial Econometrics
9
The North American journal of economics and finance : a journal of financial economics studies
9
Energy economics
8
Journal of empirical finance
8
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
8
CREATES research paper
7
Economics letters
7
Department of Economics working paper series
5
Econometrics : open access journal
5
International journal of forecasting
5
International review of economics & finance : IREF
5
Journal of risk and financial management : JRFM
5
Working paper / Department of Econometrics and Business Statistics, Monash University
5
CEMMAP working papers / Centre for Microdata Methods and Practice
4
Cambridge working papers in economics
4
Finance research letters
4
Journal of banking & finance
4
Journal of financial econometrics
4
Tinbergen Institute research series
4
Working papers / Rutgers University, Department of Economics
4
CIE working paper series
3
Cambridge-INET working papers
3
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
3
Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics
3
ERID working paper
3
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
3
Economic Research Initiatives at Duke (ERID) Working Paper
3
Finance and stochastics
3
International review of financial analysis
3
Journal of mathematical finance
3
NBER Working Paper
3
Quantitative finance
3
The econometrics journal
3
more ...
less ...
Source
All
ECONIS (ZBW)
53
Showing
1
-
10
of
53
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Intraday cross-sectional distributions of systematic risk
Andersen, Torben
;
Riva, Raul
;
Thyrsgaard, Martin
; …
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1394-1418
Persistent link: https://www.econbiz.de/10014471397
Saved in:
2
Nonparametric
jump variation measures from options
Todorov, Viktor
- In:
Journal of econometrics
230
(
2022
)
2
,
pp. 255-280
Persistent link: https://www.econbiz.de/10013463804
Saved in:
3
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
Saved in:
4
Sequential Bayesian analysis for semiparametric stochastic volatility model with applications
Wang, Nianling
;
Lou, Zhusheng
- In:
Economic modelling
123
(
2023
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014462582
Saved in:
5
Nonparametric
estimation of jump diffusion models
Park, Joon Y.
;
Wang, Bin
- In:
Journal of econometrics
222
(
2021
)
1,3
,
pp. 688-715
Persistent link: https://www.econbiz.de/10012619778
Saved in:
6
Occupation density estimation for noisy high-frequency data
Zhang, Congshan
;
Li, Jia
;
Bollerslev, Tim
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 189-211
Persistent link: https://www.econbiz.de/10013441646
Saved in:
7
Variation and efficiency of high-frequency betas
Zhang, Congshan
;
Li, Jia
;
Todorov, Viktor
;
Tauchen, …
- In:
Journal of econometrics
228
(
2022
)
1
,
pp. 156-175
Persistent link: https://www.econbiz.de/10013441735
Saved in:
8
Adaptive Bayesian estimation of conditional discrete-continuous distributions with an application to stock market trading activity
Norets, Andriy
;
Pelenis, Justinas
- In:
Journal of econometrics
230
(
2022
)
1
,
pp. 62-82
Persistent link: https://www.econbiz.de/10013441915
Saved in:
9
The drift burst hypothesis
Christensen, Kim
;
Oomen, Roel
;
Renò, Roberto
- In:
Journal of econometrics
227
(
2022
)
2
,
pp. 461-497
Persistent link: https://www.econbiz.de/10013442150
Saved in:
10
Option market trading activity and the estimation of the pricing kernel : a Bayesian approach
Barone-Adesi, Giovanni
;
Fusari, Nicola
;
Mira, Antonietta
; …
- In:
Journal of econometrics
216
(
2020
)
2
,
pp. 430-449
Persistent link: https://www.econbiz.de/10012439749
Saved in:
1
2
3
4
5
6
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->