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isPartOf:"Econometric reviews"
~subject:"Volatilität"
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Volatilität
Nichtparametrisches Verfahren
126
Nonparametric statistics
126
Estimation theory
81
Schätztheorie
81
Theorie
40
Theory
40
Regression analysis
31
Regressionsanalyse
31
Estimation
19
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19
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Statistical distribution
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Panel study
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Volatility
11
Bayes-Statistik
10
Bayesian inference
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Causality analysis
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Kausalanalyse
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Stochastic process
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Stochastischer Prozess
9
Bootstrap approach
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Induktive Statistik
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IV-Schätzung
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Instrumental variables
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USA
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Ausín, M. Concepción
1
Bennedsen, Mikkel
1
Brownlees, Christian
1
Cai, Zongwu
1
Chen, Qiang
1
Fernandes, Marcelo
1
Galeano, Pedro
1
Gu, Wentao
1
Hoshikawa, Toshiya
1
Hsiao, Cheng
1
Hu, Meidi
1
Kanatani, Taro
1
Li, Qi
1
Lopes, Hedibert Freitas
1
Nagai, Keiji
1
Nishiyama, Yoshihiko
1
Nualart, Eulalia
1
Néri, Breno de Andrade Pinheiro
1
Rossi, Eduardo
1
Santucci de Magistris, Paolo
1
Song, Xiaojun
1
Sun, Yiguo
1
Sun, Yucheng
1
Trede, Mark
1
Virbickaitė, Audronė
1
Wilfling, Bernd
1
Wright, Jonathan H.
1
Xu, Baolin
1
Zaharieva, Martina Danielova
1
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Econometric reviews
Journal of econometrics
40
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
14
SFB 649 discussion paper
12
Discussion paper / Tinbergen Institute
9
Journal of financial econometrics : official journal of the Society for Financial Econometrics
9
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
8
Economics letters
7
Journal of empirical finance
7
The North American journal of economics and finance : a journal of financial economics studies
7
CREATES research paper
6
Econometric theory
6
Economic modelling
6
Energy economics
6
Econometrics : open access journal
5
International journal of forecasting
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 risk and financial management : JRFM
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
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Finance and stochastics
3
Journal of financial econometrics
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Journal of mathematical finance
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NBER Working Paper
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Quantitative finance
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The econometrics journal
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
3
The review of financial studies
3
Tools and techniques
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Working paper / National Bureau of Economic Research, Inc.
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1
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:
2
Semiparametric estimation and inference on the fractal index of Gaussian and conditionally Gaussian time series data
Bennedsen, Mikkel
- In:
Econometric reviews
39
(
2020
)
9
,
pp. 875-903
Persistent link: https://www.econbiz.de/10012295586
Saved in:
3
Bayesian semiparametric multivariate stochastic volatility with application
Zaharieva, Martina Danielova
;
Trede, Mark
;
Wilfling, Bernd
- In:
Econometric reviews
39
(
2020
)
9
,
pp. 947-970
Persistent link: https://www.econbiz.de/10012295590
Saved in:
4
A nonparametric specification test for the volatility functions of diffusion processes
Chen, Qiang
;
Hu, Meidi
;
Song, Xiaojun
- In:
Econometric reviews
38
(
2019
)
5
,
pp. 557-576
Persistent link: https://www.econbiz.de/10012181335
Saved in:
5
Particle learning for Bayesian semi-parametric stochastic volatility model
Virbickaitė, Audronė
;
Lopes, Hedibert Freitas
; …
- In:
Econometric reviews
38
(
2019
)
9
,
pp. 1007-1023
Persistent link: https://www.econbiz.de/10012181379
Saved in:
6
The estimation for Lévy processes in high frequency data
Zheng, Jing
;
Gu, Wentao
;
Xu, Baolin
;
Cai, Zongwu
- In:
Econometric reviews
37
(
2018
)
6/10
,
pp. 1051-1066
Persistent link: https://www.econbiz.de/10012040536
Saved in:
7
Volatility spillover effect : a semiparametric analysis of non-cointegrated process
Sun, Yiguo
;
Hsiao, Cheng
;
Li, Qi
- In:
Econometric reviews
34
(
2015
)
1/5
,
pp. 127-145
Persistent link: https://www.econbiz.de/10011373301
Saved in:
8
Estimation of long memory in integrated variance
Rossi, Eduardo
;
Santucci de Magistris, Paolo
- In:
Econometric reviews
33
(
2014
)
7
,
pp. 785-814
Persistent link: https://www.econbiz.de/10010363876
Saved in:
9
Nonparametric entropy-based tests of independence between stochastic processes
Fernandes, Marcelo
;
Néri, Breno de Andrade Pinheiro
- In:
Econometric reviews
29
(
2010
)
3
,
pp. 276-306
Persistent link: https://www.econbiz.de/10003965134
Saved in:
10
Nonparametric estimation methods of integrated multivariate volatilities
Hoshikawa, Toshiya
;
Nagai, Keiji
;
Kanatani, Taro
; …
- In:
Econometric reviews
27
(
2008
)
1/3
,
pp. 112-138
Persistent link: https://www.econbiz.de/10003761218
Saved in:
11
Log-periodogram estimation of long memory volatility dependencies with conditionally heavy tailed returns
Wright, Jonathan H.
- In:
Econometric reviews
21
(
2002
)
4
,
pp. 397-417
Persistent link: https://www.econbiz.de/10001718218
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