//--> //--> //--> //-->
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
isPartOf:"Advances in quantitative analysis of finance and accounting : a research annual"
subject:"Börsenkurs"
~isPartOf:"Journal of econometrics"
~isPartOf:"The review of financial studies"
~subject:"1964-1996"
~subject:"Simulation"
~type_genre:"Article in journal"
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
Börsenkurs
1964-1996
Simulation
Estimation theory
1,632
Schätztheorie
1,632
Theorie
389
Theory
389
Nichtparametrisches Verfahren
313
Nonparametric statistics
313
Time series analysis
304
Zeitreihenanalyse
304
Regression analysis
264
Regressionsanalyse
264
Estimation
221
Schätzung
217
Panel
157
Panel study
157
Statistical test
149
Statistischer Test
149
Volatility
118
Volatilität
118
Method of moments
99
Momentenmethode
98
Induktive Statistik
82
Statistical inference
82
Maximum likelihood estimation
78
Maximum-Likelihood-Schätzung
78
Autocorrelation
76
Autokorrelation
76
Forecasting model
73
Prognoseverfahren
73
Bootstrap approach
71
Bootstrap-Verfahren
71
Instrumental variables
68
Cointegration
63
Stochastic process
63
Stochastischer Prozess
63
Kointegration
62
Statistical distribution
60
Statistische Verteilung
60
Causality analysis
59
Kausalanalyse
59
IV-Schätzung
57
more ...
less ...
Online availability
All
Undetermined
48
Type of publication
All
Article
96
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
96
Collection of articles of several authors
1
Sammelwerk
1
Language
All
English
96
Author
All
Todorov, Viktor
6
Francq, Christian
5
Li, Jia
5
Tauchen, George Eugene
5
Kim, Donggyu
4
Zakoïan, Jean-Michel
4
Wang, Yazhen
3
Blasques, Francisco
2
Clinet, Simon
2
Engle, Robert F.
2
Hajivassiliou, Vassilis Argyrou
2
Hall, Alastair R.
2
Hong, Han
2
Khalaf, Lynda
2
Kristensen, Dennis
2
Lee, Lung-fei
2
Li, Yingying
2
Mykland, Per A.
2
Nason, James Michael
2
Nimalendran, Mahendrarajah
2
Potiron, Yoann
2
Rodrigues, Paulo M. M.
2
Shephard, Neil G.
2
Urga, Giovanni
2
Xiu, Dacheng
2
Zhang, Congshan
2
Zhang, Lan
2
Ahsan, Nazmul
1
Aknouche, Abdelhakim
1
Andersen, Torben
1
Bansal, Ravi
1
Bazdresch, Santiago
1
Belotti, Federico
1
Bergamelli, Michele
1
Bianchi, Annamaria
1
Bierens, Herman J.
1
Blomquist, Nils Sören
1
Bollerslev, Tim
1
Boudoukh, Jacob
1
Bouezmarni, Taoufik
1
more ...
less ...
Published in...
All
Advances in quantitative analysis of finance and accounting : a research annual
Journal of econometrics
The review of financial studies
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
46
Economics letters
29
Econometric reviews
25
European journal of operational research : EJOR
19
Economic modelling
17
Computational economics
15
Operations research
15
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
14
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
12
Journal of applied econometrics
11
Journal of banking & finance
11
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
11
Journal of economic dynamics & control
10
Journal of empirical finance
10
Management science : journal of the Institute for Operations Research and the Management Sciences
10
Econometrics : open access journal
9
Finance research letters
9
Journal of forecasting
9
The review of economic studies
9
INFORMS journal on computing : JOC
8
International journal of economics and financial issues : IJEFI
8
Journal of financial and quantitative analysis : JFQA
8
Journal of risk and financial management : JRFM
8
The review of economics and statistics
8
Applied economics
7
Econometric theory
7
Quantitative finance
7
Statistics in transition : an international journal of the Polish Statistical Association
7
The journal of finance : the journal of the American Finance Association
7
International economic review
6
International journal of forecasting
6
Journal of financial econometrics : official journal of the Society for Financial Econometrics
6
Review of quantitative finance and accounting
6
The North American journal of economics and finance : a journal of financial economics studies
6
The econometrics journal
6
Asia Pacific journal of management : APJM ; a publication of the Faculty of Business Administration, National University of Singapore
5
Finance India : the quarterly journal of Indian Institute of Finance
5
more ...
less ...
Source
All
ECONIS (ZBW)
96
Showing
1
-
10
of
96
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Estimation and inference in factor copula models with exogenous covariates
Mayer, Alexander
;
Wied, Dominik
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1500-1521
Persistent link: https://www.econbiz.de/10014471408
Saved in:
2
Tail index estimation in the presence of covariates : stock returns' tail risk dynamics
Nicolau, João
;
Rodrigues, Paulo M. M.
;
Stoykov, Marian Z.
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 2266-2284
Persistent link: https://www.econbiz.de/10014471455
Saved in:
3
Two-stage weighted least squares estimator of the conditional mean of observation-driven time series models
Aknouche, Abdelhakim
;
Francq, Christian
- In:
Journal of econometrics
237
(
2023
)
2,2
,
pp. 1-22
Persistent link: https://www.econbiz.de/10014471524
Saved in:
4
Volatility measurement with pockets of extreme return persistence
Andersen, Torben
;
Li, Yingying
;
Todorov, Viktor
;
Zhou, Bo
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014471793
Saved in:
5
A time-varying parameter model for local explosions
Blasques, Francisco
;
Koopman, Siem Jan
;
Nientker, Marc
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 65-84
Persistent link: https://www.econbiz.de/10013441623
Saved in:
6
Testing for episodic predictability in stock returns
Demetrescu, Matei
;
Georgiev, Iliyan
;
Rodrigues, Paulo M. M.
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 85-113
Persistent link: https://www.econbiz.de/10013441625
Saved in:
7
Asset selection based on high frequency Sharpe ratio
Wang, Christina Dan
;
Chen, Zhao
;
Lian, Yimin
;
Chen, Min
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 168-188
Persistent link: https://www.econbiz.de/10013441645
Saved in:
8
Occupation density estimation for noisy high-frequency data
Zhang, Congshan
;
Li, Jia
;
Bollerslev, Tim
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 189-211
Persistent link: https://www.econbiz.de/10013441646
Saved in:
9
Variation and efficiency of high-frequency betas
Zhang, Congshan
;
Li, Jia
;
Todorov, Viktor
;
Tauchen, …
- In:
Journal of econometrics
228
(
2022
)
1
,
pp. 156-175
Persistent link: https://www.econbiz.de/10013441735
Saved in:
10
Volatility of volatility : estimation and tests based on noisy high frequency data with jumps
Li, Yingying
;
Liu, Guangying
;
Zhang, Zhiyuan
- In:
Journal of econometrics
229
(
2022
)
2
,
pp. 422-451
Persistent link: https://www.econbiz.de/10013441895
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->