//--> //--> //--> //-->
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:"Energy economics"
~isPartOf:"International journal of production economics"
~isPartOf:"Journal of financial econometrics"
~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~subject:"Zeitreihenanalyse"
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
| 7 applied filters
Year of publication
From:
To:
Subject
All
Bootstrap approach
Zeitreihenanalyse
Estimation theory
177
Schätztheorie
177
Time series analysis
74
Estimation
60
Schätzung
59
Volatility
32
Volatilität
32
ARCH model
27
ARCH-Modell
27
Regression analysis
25
Regressionsanalyse
25
Forecasting model
22
Prognoseverfahren
22
Nichtparametrisches Verfahren
19
Nonparametric statistics
19
Capital income
16
Kapitaleinkommen
16
Statistical distribution
16
Statistical test
16
Statistische Verteilung
16
Statistischer Test
16
Cointegration
15
Stochastic process
15
Stochastischer Prozess
15
Kointegration
14
Markov chain
12
Markov-Kette
12
Monte Carlo simulation
12
Monte-Carlo-Simulation
12
Correlation
11
Korrelation
11
Portfolio selection
11
Portfolio-Management
11
VAR model
11
VAR-Modell
11
Energiekonsum
10
Energy consumption
10
Maximum likelihood estimation
10
Maximum-Likelihood-Schätzung
10
more ...
less ...
Online availability
All
Undetermined
Free
3
Type of publication
All
Article
77
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
77
Aufsatz in Zeitschrift
77
Language
All
English
78
Author
All
Enders, Walter
2
Escribano, Álvaro
2
Li, Jing
2
Sbrana, Giacomo
2
Schweikert, Karsten
2
Silvestrini, Andrea
2
Sucarrat, Genaro
2
Teräsvirta, Timo
2
Abbara, Omar
1
Ahrens, Diane
1
Alptekin, Aynur
1
Arunraj, Nari Sivanandam
1
Babai, M. Zied
1
Baillie, Richard
1
Banerjee, Anurag Narayan
1
Baruník, Jozef
1
Bauwens, Luc
1
Bekiros, Stelios
1
Blazsek, Szabolcs
1
Boylan, John E.
1
Broadstock, David C.
1
Bunn, Derek W.
1
Carnero, M. Angeles
1
Chen, Xiaoqi
1
Chuffart, Thomas
1
Cipollini, Fabrizio
1
Croux, Christophe
1
Cuestas, Juan Carlos
1
Dagum, Estela Bee
1
Dahl, Christian M.
1
Dalbec, Nathan
1
De Angelis, Luca
1
Disney, Stephen M.
1
Donfack, Morvan Nongni
1
Dufays, Arnaud
1
Dungey, Mardi H.
1
Effraimidis, Georgios
1
Ericsson, Neil R.
1
Falk, Barry
1
Fallahi, Firouz
1
more ...
less ...
Published in...
All
Energy economics
International journal of production economics
Journal of financial econometrics
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
Journal of econometrics
200
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
70
Econometric reviews
68
Economics letters
53
International journal of forecasting
40
Econometric theory
39
Journal of time series econometrics
37
Computational economics
26
The econometrics journal
24
Applied economics letters
17
Economic modelling
17
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
14
Finance research letters
14
Applied economics
13
Journal of forecasting
12
Essays in honor of Joon Y. Park : econometric theory
10
Journal of empirical finance
10
Journal of quantitative economics
10
European journal of operational research : EJOR
9
Insurance / Mathematics & economics
9
The North American journal of economics and finance : a journal of financial economics studies
8
Discussion paper / Centre for Economic Policy Research
7
Journal of risk
7
Quantitative finance
7
Decisions in economics and finance : DEF ; a journal of applied mathematics
5
Discussion papers / CEPR
5
Empirical economics : a quarterly journal of the Institute for Advanced Studies
5
International journal of economics and finance
5
Journal of applied econometrics
5
Journal of international financial markets, institutions & money
5
Journal of mathematical finance
5
NBER working paper series
5
Regional science & urban economics
5
Research in international business and finance
5
Scandinavian actuarial journal
5
International journal of production research
4
more ...
less ...
Source
All
ECONIS (ZBW)
78
Showing
1
-
10
of
78
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
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
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
Estimating the cumulative distribution function of lead-time demand using bootstrapping with and without replacement
Boylan, John E.
;
Babai, M. Zied
- In:
International journal of production economics
252
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013434179
Saved in:
1
2
3
4
5
6
7
8
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->