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accessRights:"restricted"
subject:"Bootstrap approach"
~isPartOf:"International journal of economics and finance"
~isPartOf:"Journal of financial econometrics"
~subject:"Autokorrelation"
~subject:"Schätzung"
~subject:"Zeitreihenanalyse"
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Search: subject_exact:"Estimation theory"
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Bootstrap approach
Autokorrelation
Schätzung
Zeitreihenanalyse
Estimation theory
53
Schätztheorie
53
Estimation
20
Time series analysis
18
Volatility
12
Volatilität
12
ARCH model
10
ARCH-Modell
10
Correlation
10
Korrelation
10
Forecasting model
9
Prognoseverfahren
9
Portfolio selection
8
Portfolio-Management
8
Risikomaß
8
Risk measure
8
Statistical distribution
8
Statistische Verteilung
8
Analysis of variance
6
Capital income
6
Kapitaleinkommen
6
Varianzanalyse
6
Statistical test
5
Statistischer Test
5
Stochastic process
5
Stochastischer Prozess
5
value-at-risk
5
Autocorrelation
4
CAPM
4
Cointegration
4
Kointegration
4
Method of moments
4
Momentenmethode
4
Regression analysis
4
Regressionsanalyse
4
Sampling
4
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4
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30
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English
30
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Alber, Nader
1
Azimi, Mohammad Naim
1
Bauwens, Luc
1
Buccheri, Giuseppe
1
Burger, Schalk
1
Cai, Charlie X.
1
Casas, Isabel
1
Chen, Lu-Jui
1
Cipollini, Fabrizio
1
Dahl, Christian M.
1
Ferreira, Eva
1
Gallo, Giampiero M.
1
Golinski, Adam
1
Grassi, Stefano
1
Grønneberg, Steffen
1
Gu, Zhutong
1
Han, Heejoon
1
Hong, Seok Young
1
Hsu, Yuan-Teng
1
Huang, Haitao
1
Hung, Mao-Wei
1
Iglesias, Emma M.
1
Inoue, Atsushi
1
Jach, Agnieszka
1
Jiang, Yixiao
1
Jung, Whayoung
1
Karabiyik, Hande
1
Kheir, Vivian Bushra
1
Kim, Minjoo
1
Ko, Yi-Chen
1
Lee, Ji Hyung
1
Leng, Xuan
1
Liu, Cheng
1
Liu, Hung-Chun
1
Liu, Xiaohui
1
Livieri, Giulia
1
Lu, Jin
1
Lucas, André
1
Mancino, Maria Elvira
1
Marmi, Stefano
1
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International journal of economics and finance
Journal of financial econometrics
Journal of econometrics
337
Economics letters
123
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
118
Econometric reviews
107
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
67
International journal of forecasting
51
Econometric theory
49
Economic modelling
41
Journal of time series econometrics
41
The econometrics journal
36
Applied economics letters
34
Computational economics
33
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
31
Discussion papers / CEPR
28
Finance research letters
28
Applied economics
22
Empirical economics : a quarterly journal of the Institute for Advanced Studies
21
Discussion paper / Centre for Economic Policy Research
20
European journal of operational research : EJOR
20
Journal of forecasting
20
Journal of empirical finance
19
Journal of quantitative economics
17
Energy economics
16
Insurance / Mathematics & economics
16
Journal of risk
15
The North American journal of economics and finance : a journal of financial economics studies
15
Journal of applied econometrics
14
Journal of banking & finance
14
Regional science & urban economics
14
Quantitative finance
12
Essays in honor of Joon Y. Park : econometric theory
10
IEA CO2 Emissions from Fuel Combustion Statistics: Greenhouse Gas Emissions from Energy
10
Journal of econometric methods
10
Journal of economic dynamics & control
10
Working paper / National Bureau of Economic Research, Inc.
10
Theoretical economics letters
9
Journal of mathematical finance
8
Letters in spatial and resource sciences : LSRS
8
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ECONIS (ZBW)
30
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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
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:
3
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:
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
Estimating unobserved soft adjustment in credit rating models : before and after the Dodd-Frank act
Gu, Zhutong
;
Jiang, Yixiao
;
Yang, Shuyang
- In:
Journal of financial econometrics
21
(
2023
)
5
,
pp. 1791-1819
Persistent link: https://www.econbiz.de/10014444750
Saved in:
6
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:
7
Integrating structural and reduced-form methods in empirical finance
Whited, Toni Marion
- In:
Journal of financial econometrics
21
(
2023
)
3
,
pp. 597-615
Persistent link: https://www.econbiz.de/10014314764
Saved in:
8
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:
9
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:
10
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
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