//--> //--> //--> //-->
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
accessRights:"restricted"
subject:"Bootstrap approach"
~isPartOf:"Economic modelling"
~isPartOf:"European management journal"
~isPartOf:"Journal of financial econometrics"
~subject:"Direct effects"
~subject:"Maximum likelihood estimation"
~subject:"Stochastischer Prozess"
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_exact:"Estimation theory"
Narrow search
Delete all filters
| 8 applied filters
Year of publication
From:
To:
Subject
All
Bootstrap approach
Direct effects
Maximum likelihood estimation
Stochastischer Prozess
Estimation theory
111
Schätztheorie
111
Estimation
47
Schätzung
47
Time series analysis
29
Zeitreihenanalyse
29
Volatility
20
Volatilität
20
Regression analysis
14
Regressionsanalyse
14
Stochastic process
14
Statistical test
13
Statistischer Test
13
ARCH model
11
ARCH-Modell
11
Forecasting model
11
Nichtparametrisches Verfahren
11
Nonparametric statistics
11
Panel
11
Panel study
11
Prognoseverfahren
11
Bayes-Statistik
10
Bayesian inference
10
Statistical distribution
10
Statistische Verteilung
10
Capital income
9
Kapitaleinkommen
9
Portfolio selection
9
Portfolio-Management
9
Cointegration
8
Correlation
8
Kointegration
8
Korrelation
8
Risikomaß
8
Risk measure
8
VAR model
8
VAR-Modell
8
Analysis of variance
7
more ...
less ...
Online availability
All
Undetermined
Free
1
Type of publication
All
Article
22
Type of publication (narrower categories)
All
Article in journal
22
Aufsatz in Zeitschrift
22
Language
All
English
22
Author
All
Acocella, Nicola
1
Alleva, Giorgio
1
Beqiraj, Elton
1
Bertelli, Stefano
1
Bu, Ruijun
1
Buccheri, Giuseppe
1
Chen, Feng
1
Cheng, Jie
1
Desli, Evangelia
1
Di Bartolomeo, Giovanni
1
Di Dio, Fabio
1
Di Pietro, Marco
1
Dunsmuir, William T.M.
1
Felici, Francesco
1
Gianfreda, Angelica
1
Gkoulgkoutsika, A.
1
Grassi, Stefano
1
Guerini, Mattia
1
Guo, Shuang
1
Hadri, Kaddour
1
Han, Heejoon
1
Hill, Jonathan B.
1
Hirukawa, Junichi
1
Hung, Mao-Wei
1
Hurn, Stan
1
Jung, Whayoung
1
Karul, Cagin
1
Ko, Yi-Chen
1
Lee, Ji Hyung
1
Leroi-Werelds, Sara
1
Li, Hongyi
1
Lindsay, Kenneth A.
1
Liseo, Brunero
1
Liu, Guifang
1
Lucas, André
1
Maranzano, Paolo
1
Motegi, Kaiji
1
Musso, Patrick
1
Nazlıoğlu, Şaban
1
Nesta, Lionel
1
more ...
less ...
Published in...
All
Economic modelling
European management journal
Journal of financial econometrics
Journal of econometrics
138
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
46
Econometric reviews
41
Economics letters
32
European journal of operational research : EJOR
17
Operations research
16
Computational economics
15
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
15
Econometric theory
14
Insurance / Mathematics & economics
14
The econometrics journal
14
Journal of time series econometrics
8
Operations research letters
8
Finance research letters
7
International journal of forecasting
7
Journal of economic dynamics & control
7
Quantitative finance
7
Discussion paper / Centre for Economic Policy Research
6
Discussion papers / CEPR
6
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
6
Journal of empirical finance
6
Empirical economics : a quarterly journal of the Institute for Advanced Studies
5
International journal of production research
5
Journal of applied econometrics
5
Journal of quantitative economics
5
Journal of risk
5
Mathematics of operations research
5
Applied economics
4
Essays in honor of Joon Y. Park : econometric theory
4
International journal of financial engineering
4
Journal of forecasting
4
Journal of the Operational Research Society
4
Management science : journal of the Institute for Operations Research and the Management Sciences
4
Regional science & urban economics
4
The journal of operational risk
4
Annals of financial economics
3
Applied economics letters
3
Asia-Pacific financial markets
3
more ...
less ...
Source
All
ECONIS (ZBW)
22
Showing
1
-
10
of
22
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
Estimating risk in illiquid markets : a model of market friction with stochastic volatility
Buccheri, Giuseppe
;
Grassi, Stefano
;
Vocalelli, Giorgio
- In:
Journal of financial econometrics
22
(
2024
)
2
,
pp. 531-574
Persistent link: https://www.econbiz.de/10014526336
Saved in:
3
Testing for integration and cointegration when time series are observed with noise
Gianfreda, Angelica
;
Maranzano, Paolo
;
Parisio, Lucia
; …
- In:
Economic modelling
125
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014463618
Saved in:
4
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:
5
A comparative study of likelihood approximations for univariate diffusions
Hurn, Stan
;
Lindsay, Kenneth A.
;
Xu, Lina
- In:
Journal of financial econometrics
21
(
2023
)
3
,
pp. 852-879
Persistent link: https://www.econbiz.de/10014314834
Saved in:
6
Bootstrap cointegration tests in ARDL models
Bertelli, Stefano
;
Vacca, Gianmarco
;
Zoia, Maria Grazia
- In:
Economic modelling
116
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014512301
Saved in:
7
Can you jump this high? : quantifying barriers to market participation
Guerini, Mattia
;
Musso, Patrick
;
Nesta, Lionel
- In:
Economic modelling
98
(
2021
),
pp. 192-217
Persistent link: https://www.econbiz.de/10012793892
Saved in:
8
Bootstrap confidence intervals and hypothesis testing for market information shares
Schweikert, Karsten
- In:
Journal of financial econometrics
19
(
2021
)
5
,
pp. 934-959
Persistent link: https://www.econbiz.de/10012799055
Saved in:
9
Testing linear relationships between non-constant variances of economic variables
Hirukawa, Junichi
;
Raïssi, Hamdi
- In:
Economic modelling
90
(
2020
),
pp. 182-189
Persistent link: https://www.econbiz.de/10012428132
Saved in:
10
World economic convergence : does the estimation methodology matter?
Desli, Evangelia
;
Gkoulgkoutsika, A.
- In:
Economic modelling
91
(
2020
),
pp. 138-147
Persistent link: https://www.econbiz.de/10012429028
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->