EconBiz - Find Economic Literature
    • Logout
    • Change account settings
  • A-Z
  • Beta
  • About EconBiz
  • News
  • Thesaurus (STW)
  • Academic Skills
  • Help
  •  My account 
    • Logout
    • Change account settings
  • Login
EconBiz - Find Economic Literature
Publications Events
Search options
Advanced Search history
My EconBiz
Favorites Loans Reservations Fines
    You are here:
  • Home
  • Search: subject:"Asymptotics"
Narrow search

Narrow search

Year of publication
Subject
All
Schätztheorie 166 Estimation theory 158 Asymptotics 135 Theorie 91 Theory 80 Stochastic process 79 Stochastischer Prozess 78 asymptotics 71 Time series analysis 56 Zeitreihenanalyse 56 Statistische Verteilung 47 Statistical distribution 45 Statistischer Test 42 Statistical test 41 Option pricing theory 40 Optionspreistheorie 40 Volatility 38 Volatilität 38 Risiko 35 Risk 35 Probability theory 32 Wahrscheinlichkeitsrechnung 32 Portfolio selection 29 Portfolio-Management 29 Regression analysis 29 Regressionsanalyse 29 Panel 28 Panel study 27 Autokorrelation 26 Momentenmethode 26 Large-dimensional asymptotics 24 Method of moments 24 Autocorrelation 23 Heteroskedastizität 22 Heteroscedasticity 21 Option trading 21 Optionsgeschäft 21 rotation equivariance 21 Correlation 20 Estimation 20
more ... less ...
Online availability
All
Undetermined 330 Free 318 CC license 7
Type of publication
All
Article 398 Book / Working Paper 323 Other 2
Type of publication (narrower categories)
All
Article in journal 217 Aufsatz in Zeitschrift 217 Working Paper 136 Graue Literatur 84 Non-commercial literature 84 Arbeitspapier 79 Article 12 Aufsatz im Buch 3 Book section 3 Thesis 2 Conference Paper 1 Forschungsbericht 1 Hochschulschrift 1
more ... less ...
Language
All
English 447 Undetermined 276
Author
All
Wolf, Michael 39 Ledoit, Olivier 37 Sun, Yixiao 25 Yu, Jun 14 Andrews, Donald W.K. 13 Mandjes, Michel 12 Muhle-Karbe, Johannes 12 Phillips, Peter C. B. 12 Mazur, Stepan 10 Phillips, Peter C.B. 10 Vogelsang, Timothy J. 10 Song, Kyungchul 9 Andrews, Donald W. K. 8 Bodnar, Taras 8 Boots, Nam Kyoo 8 Graham, Bryan S. 8 Inoue, Atsushi 8 Kilian, Lutz 8 Kim, Min Seong 8 Lee, Sokbae 8 Li, Jinzhu 8 Cattaneo, Matias D. 7 Chao, John C. 7 Doğan, Osman 7 Guggenberger, Patrik 7 Knessl, Charles 7 Kruiniger, Hugo 7 Parolya, Nestor 7 Swanson, Norman R. 7 Chen, Le-Yu 6 Hashorva, Enkelejd 6 Hwang, Jungbin 6 Jansson, Michael 6 Linton, Oliver 6 Mandjes, M. 6 Park, Joon Y. 6 Seo, Myung Hwan 6 Wagner, Martin 6 Yamamoto, Yohei 6 Yang, Zhenlin 6
more ... less ...
Institution
All
Cowles Foundation for Research in Economics, Yale University 26 School of Economics and Management, University of Aarhus 8 School of Economics, Singapore Management University 7 Econometric Society 6 Institut für Volkswirtschaftslehre, Wirtschaftswissenschaftliche Fakutät 5 London School of Economics (LSE) 5 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 5 Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO) 4 Department of Econometrics and Business Statistics, Monash Business School 4 Department of Economics, University of California-San Diego (UCSD) 4 HAL 4 Institute of Economic Research, Kyoto University 4 Suntory and Toyota International Centres for Economics and Related Disciplines, LSE 4 Department of Economics, Rutgers University-New Brunswick 3 EconWPA 3 School of Economics and Finance, Queen Mary 3 School of Management, Yale University 3 Tinbergen Institute 3 Tinbergen Instituut 3 Berkeley Electronic Press 2 C.E.P.R. Discussion Papers 2 CESifo 2 Center for the Study of Rationality, Hebrew University of Jerusalem 2 Centre for Microdata Methods and Practice (CEMMAP) 2 Department of Economics, Graduate Center 2 Department of Economics, Iowa State University 2 Department of Economics, Oxford University 2 Department of Economics, Ryerson University 2 Department of Economics, University of Pennsylvania 2 ESSEC Business School 2 Graduate School of Economics, Hitotsubashi University 2 International Centre for Economic Research (ICER) 2 University of California, San Diego / Department of Economics 2 Vanderbilt University Department of Economics 2 Brown University, Department of Economics 1 Center for Economic and Financial Research (CEFIR), New Economic School (NES) 1 Center for Financial Studies 1 Centre Interuniversitaire de Recherche en Économie Quantitative (CIREQ) 1 Centre de Recherche en Économie et Statistique (CREST), Groupe des Écoles Nationales d'Économie et Statistique (GENES) 1 Centre for Development Economics, Delhi School of Economics 1
more ... less ...
Published in...
All
Journal of econometrics 41 Working Paper 29 Cowles Foundation Discussion Papers 26 Annals of the Institute of Statistical Mathematics 23 Statistics & Probability Letters 18 Working paper series / University of Zurich, Department of Economics 16 Insurance 13 Journal of Econometrics 13 Journal of Multivariate Analysis 13 Economics letters 10 Journal of business & economic statistics : JBES ; a publication of the American Statistical Association 10 Stochastic Processes and their Applications 10 Insurance: Mathematics and Economics 9 cemmap working paper 9 CEMMAP working papers / Centre for Microdata Methods and Practice 8 CREATES Research Papers 8 Econometric reviews 8 Finance and stochastics 8 Mathematics of operations research 8 Metrika 8 Scandinavian actuarial journal 8 Computational Statistics 7 Econometrics 7 International Journal of Theoretical and Applied Finance (IJTAF) 7 Mathematical Methods of Operations Research 7 Working Papers / School of Economics, Singapore Management University 7 Cowles Foundation discussion paper 6 Econometrica : journal of the Econometric Society, an international society for the advancement of economic theory in its relation to statistics and mathematics 6 International journal of theoretical and applied finance 6 Operations research letters 6 Research paper series / Swiss Finance Institute 6 Risks : open access journal 6 Tinbergen Institute Discussion Papers 6 Working paper / Department of Econometrics and Business Statistics, Monash University 6 Applied mathematical finance 5 Finance and Stochastics 5 LSE Research Online Documents on Economics 5 MPRA Paper 5 Mathematical finance : an international journal of mathematics, statistics and financial theory 5 Operations research 5
more ... less ...
Source
All
RePEc 341 ECONIS (ZBW) 305 EconStor 70 BASE 6 Other ZBW resources 1
Showing 1 - 10 of 723
Cover Image
Infill asymptotic theory and applications in financial econometrics
Lui, Yiu Lim - In: Financial econometrics : theory and applications, (pp. 132-158). 2025
Persistent link: https://www.econbiz.de/10015426488
Saved in:
Cover Image
Sparse network asymptotics for logistic regression under possible misspecification
Graham, Bryan S. - In: Econometrica : journal of the Econometric Society, an … 92 (2024) 6, pp. 1837-1868
Persistent link: https://www.econbiz.de/10015117865
Saved in:
Cover Image
Diagnosing the trend and bootstrapping the forecasting intervals using a semiparametric ARMA
Schulz, Dominik; Feng, Yuanhua; Gries, Thomas; Fritz, Marlon - 2026
Persistent link: https://www.econbiz.de/10015626944
Saved in:
Cover Image
Eigenvalue tests for the number of latent factors in short panels
Fortin, Alain-Philippe; Gagliardini, Patrick; Scaillet, … - In: Journal of financial econometrics 23 (2025) 1, pp. 1-41
Persistent link: https://www.econbiz.de/10015339146
Saved in:
Cover Image
Smile-consistent spread skew
Pirjol, Dan - In: Risks : open access journal 13 (2025) 8, pp. 1-20
correlated BS models. The results are extracted from the short-maturity asymptotics for basket options obtained previously by …
Persistent link: https://www.econbiz.de/10015448976
Saved in:
Cover Image
Power law heteroskedasticity
Price, David J. - 2026
Persistent link: https://www.econbiz.de/10015647094
Saved in:
Cover Image
Understanding regressions with observations collected at high frequency over long span
Chang, Yoosoon; Lu, Ye; Park, Joon Y. - In: Quantitative economics : QE ; journal of the … 16 (2025) 2, pp. 405-457
In this paper, we analyze regressions with observations collected at small time intervals over a long period of time. For the formal asymptotic analysis, we assume that samples are obtained from continuous time stochastic processes, and let the sampling interval δ shrink down to zero and the...
Persistent link: https://www.econbiz.de/10015423089
Saved in:
Cover Image
Asymptotic theory for explosive fractional Ornstein-Uhlenbeck processes
Jiang, Hui; Pan, Yajuan; Liao, Weilin; Yang, Qingshan; … - 2023
Persistent link: https://www.econbiz.de/10014320455
Saved in:
Cover Image
High-frequency estimation of Itô semimartingale baseline for Hawkes processes
Potiron, Yoann; Scaillet, Olivier; Volkov, V. V.; Yu, … - 2025
Persistent link: https://www.econbiz.de/10015211805
Saved in:
Cover Image
Systematic staleness
Bandi, Federico M.; Pirino, Davide; Renò, Roberto - In: Journal of econometrics 238 (2024) 1, pp. 1-38
Persistent link: https://www.econbiz.de/10015073777
Saved in:
  • 1
  • 2
  • 3
  • 4
  • 5
  • 6
  • 7
  • 8
  • 9
  • 10
  • 11
  • Next
  • Last
A service of the
zbw
FAQ-Assistent (beta)
  • Sitemap
  • Plain language
  • Accessibility
  • Contact us
  • Imprint
  • Privacy

Loading...