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accessRights:"restricted"
subject:"Bootstrap approach"
~isPartOf:"Decisions in economics and finance : DEF ; a journal of applied mathematics"
~isPartOf:"Journal of financial econometrics"
~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~subject:"Kointegration"
~subject:"Strukturbruch"
~subject:"Zeitreihenanalyse"
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Search: subject_exact:"Estimation theory"
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Bootstrap approach
Kointegration
Strukturbruch
Zeitreihenanalyse
Estimation theory
149
Schätztheorie
149
Time series analysis
67
Estimation
51
Schätzung
50
Volatility
33
Volatilität
33
ARCH model
25
ARCH-Modell
25
Regression analysis
18
Regressionsanalyse
18
Statistical test
16
Statistischer Test
16
Stochastic process
16
Stochastischer Prozess
16
Capital income
15
Forecasting model
15
Kapitaleinkommen
15
Prognoseverfahren
15
Statistical distribution
15
Statistische Verteilung
15
Cointegration
14
Nichtparametrisches Verfahren
12
Nonparametric statistics
12
Correlation
11
Korrelation
11
Portfolio selection
11
Portfolio-Management
11
Markov chain
10
Markov-Kette
10
Monte Carlo simulation
10
Monte-Carlo-Simulation
10
Risikomaß
10
Risk measure
10
Börsenkurs
9
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9
VAR model
9
VAR-Modell
9
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Article
74
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75
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Schweikert, Karsten
3
Enders, Walter
2
Lee, Junsoo
2
Li, Jing
2
Livieri, Giulia
2
Mancino, Maria Elvira
2
Marmi, Stefano
2
Teräsvirta, Timo
2
Abbara, Omar
1
Albano, Giuseppina
1
Baillie, Richard
1
Banerjee, Anurag Narayan
1
Baruník, Jozef
1
Bauwens, Luc
1
Bekiros, Stelios
1
Blazsek, Szabolcs
1
Cacace, Filippo
1
Candelon, Bertrand
1
Carnero, M. Angeles
1
Chuffart, Thomas
1
Cipollini, Fabrizio
1
Croux, Christophe
1
Cuestas, Juan Carlos
1
Dagum, Estela Bee
1
De Angelis, Luca
1
Donfack, Morvan Nongni
1
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1
Dungey, Mardi H.
1
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1
Ericsson, Neil R.
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Escribano, Álvaro
1
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Feld, Martin H.-J. M.
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1
Flachaire, Emmanuel
1
Gallo, Giampiero M.
1
Germani, Alfredo
1
Gil-Alaña, Luis A.
1
Gong, Jinguo
1
Grønneberg, Steffen
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Decisions in economics and finance : DEF ; a journal of applied mathematics
Journal of financial econometrics
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
Journal of econometrics
222
Econometric reviews
75
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
72
Economics letters
58
Econometric theory
43
International journal of forecasting
40
Journal of time series econometrics
40
Computational economics
26
The econometrics journal
25
Economic modelling
21
Applied economics letters
16
Finance research letters
16
Applied economics
15
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
15
Journal of forecasting
13
Journal of quantitative economics
12
Essays in honor of Joon Y. Park : econometric theory
10
European journal of operational research : EJOR
9
Insurance / Mathematics & economics
9
Journal of empirical finance
9
Empirical economics : a quarterly journal of the Institute for Advanced Studies
8
Energy economics
8
Quantitative finance
8
The North American journal of economics and finance : a journal of financial economics studies
8
Discussion paper / Centre for Economic Policy Research
7
International journal of economics and finance
7
Journal of risk
7
Journal of mathematical finance
6
Discussion papers / CEPR
5
International journal of production economics
5
Journal of applied econometrics
5
Journal of international financial markets, institutions & money
5
Oxford bulletin of economics and statistics
5
Regional science & urban economics
5
Research in international business and finance
5
Scandinavian actuarial journal
5
Working paper / National Bureau of Economic Research, Inc.
5
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ECONIS (ZBW)
75
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1
Score-driven location plus scale models : asymptotic theory and an application to forecasting Dow Jones volatility
Blazsek, Szabolcs
;
Escribano, Álvaro
;
Licht, Adrian
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
28
(
2024
)
1
,
pp. 61-82
Persistent link: https://www.econbiz.de/10014506888
Saved in:
2
Estimation and inference of quantile impulse response functions by local projections : with applications to VaR dynamics
Han, Heejoon
;
Jung, Whayoung
;
Lee, Ji Hyung
- In:
Journal of financial econometrics
22
(
2024
)
1
,
pp. 1-29
Persistent link: https://www.econbiz.de/10014526299
Saved in:
3
Volatility of volatility estimation : central limit theorems for the fourier transform estimator and empirical study of the daily time series stylized facts
Toscano, Giacomo
;
Livieri, Giulia
;
Mancino, Maria Elvira
; …
- In:
Journal of financial econometrics
22
(
2024
)
1
,
pp. 252-296
Persistent link: https://www.econbiz.de/10014526318
Saved in:
4
Dynamic covariance matrix estimation and portfolio analysis with high-frequency data
Jiang, Binyan
;
Liu, Cheng
;
Tang, Cheng Yong
- In:
Journal of financial econometrics
22
(
2024
)
2
,
pp. 461-491
Persistent link: https://www.econbiz.de/10014526333
Saved in:
5
Modeling realized covariance matrices : a class of hadamard exponential models
Bauwens, Luc
;
Otranto, Edoardo
- In:
Journal of financial econometrics
21
(
2023
)
4
,
pp. 1376-1401
Persistent link: https://www.econbiz.de/10014391463
Saved in:
6
An application of damped diffusion for modeling volatility dynamics
Hung, Mao-Wei
;
Ko, Yi-Chen
;
Wang, Jr-Yan
- In:
Journal of financial econometrics
21
(
2023
)
3
,
pp. 779-809
Persistent link: https://www.econbiz.de/10014314820
Saved in:
7
Estimation and forecasting of long memory stochastic volatility models
Abbara, Omar
;
Zevallos, Mauricio
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10014288818
Saved in:
8
Volatility estimation and forecasts based on price durations
Hong, Seok Young
;
Nolte, Ingmar
;
Taylor, Stephen
;
Zhao, …
- In:
Journal of financial econometrics
21
(
2023
)
1
,
pp. 106-144
Persistent link: https://www.econbiz.de/10013542852
Saved in:
9
Volatility prediction using a realized-measure-based component model
Noureldin, Diaa
- In:
Journal of financial econometrics
20
(
2022
)
1
,
pp. 76-104
Persistent link: https://www.econbiz.de/10012878187
Saved in:
10
Risk estimation with a time-varying probability of zero returns
Sucarrat, Genaro
;
Grønneberg, Steffen
- In:
Journal of financial econometrics
20
(
2022
)
2
,
pp. 278-309
Persistent link: https://www.econbiz.de/10013187979
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