//--> //--> //--> //-->
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:"Discussion paper"
subject:"Statistische Methodenlehre"
~accessRights:"restricted"
~isPartOf:"CEMMAP working papers / Centre for Microdata Methods and Practice"
~isPartOf:"Journal of econometrics"
~subject:"USA"
~subject:"Volatility"
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
Statistische Methodenlehre
USA
Volatility
Estimation theory
701
Schätztheorie
701
Nichtparametrisches Verfahren
173
Nonparametric statistics
173
Regression analysis
162
Regressionsanalyse
162
Time series analysis
158
Zeitreihenanalyse
158
Estimation
151
Schätzung
148
Panel
94
Panel study
94
Statistical test
87
Statistischer Test
87
Volatilität
74
Induktive Statistik
56
Statistical inference
56
Bootstrap approach
53
Bootstrap-Verfahren
53
Maximum likelihood estimation
53
Maximum-Likelihood-Schätzung
53
Method of moments
52
Autocorrelation
51
Autokorrelation
51
Momentenmethode
51
Forecasting model
50
Prognoseverfahren
50
Instrumental variables
43
Stochastic process
43
Stochastischer Prozess
43
Capital income
41
Causality analysis
41
Correlation
41
Kapitaleinkommen
41
Kausalanalyse
41
Korrelation
41
Panel data
40
Bayes-Statistik
36
Bayesian inference
36
more ...
less ...
Online availability
All
Undetermined
Free
19
Type of publication
All
Article
81
Type of publication (narrower categories)
All
Article in journal
81
Aufsatz in Zeitschrift
81
Language
All
English
81
Author
All
Todorov, Viktor
8
Andersen, Torben
5
Kim, Donggyu
5
Li, Jia
5
Li, Yingying
5
Mykland, Per A.
4
Tauchen, George Eugene
4
Bollerslev, Tim
3
Varneskov, Rasmus Tangsgaard
3
Wang, Yazhen
3
Zhang, Lan
3
Zheng, Xinghua
3
Aït-Sahalia, Yacine
2
Clinet, Simon
2
Fan, Jianqing
2
Francq, Christian
2
Kong, Xin-Bing
2
Li, Guodong
2
Li, Wai Keung
2
Meddahi, Nour
2
Park, Joon Y.
2
Potiron, Yoann
2
Wang, Bin
2
Zakoïan, Jean-Michel
2
Zhang, Congshan
2
Zhang, Zhiyuan
2
Zhu, Ke
2
Ahsan, Nazmul
1
Amengual, Dante
1
Andreou, Elena
1
Archakov, Ilya
1
Bauwens, Luc
1
Blasques, F.
1
Bohn Nielsen, Heino
1
Brüggemann, Ralf
1
Busch, Marie
1
Carriero, Andrea
1
Cavaliere, Giuseppe
1
Cebiroglu, Gökhan
1
Cerovecki, Clément
1
more ...
less ...
Published in...
All
Discussion paper
CEMMAP working papers / Centre for Microdata Methods and Practice
Journal of econometrics
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
24
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
22
International journal of forecasting
17
Econometric reviews
14
Economics letters
14
Finance research letters
14
Econometric theory
12
Quantitative finance
12
Discussion paper / Centre for Economic Policy Research
11
Journal of financial econometrics
11
Journal of empirical finance
10
Discussion papers / CEPR
9
Economic modelling
9
The North American journal of economics and finance : a journal of financial economics studies
9
Working paper / National Bureau of Economic Research, Inc.
9
Computational economics
8
The econometrics journal
8
The review of economics and statistics
7
Journal of banking & finance
6
Journal of quantitative economics
6
Decisions in economics and finance : DEF ; a journal of applied mathematics
5
Energy economics
5
Journal of financial econometrics : official journal of the Society for Financial Econometrics
5
Journal of forecasting
5
Journal of mathematical finance
5
Journal of risk
5
SpringerLink / Bücher
5
The journal of risk model validation
5
Applied economics
4
European journal of operational research : EJOR
4
Finance and stochastics
4
International journal of financial engineering
4
NBER working paper series
4
The European journal of finance
4
Theoretical economics letters
4
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
3
IIMB management review
3
International journal of computational economics and econometrics : IJCEE
3
International journal of theoretical and applied finance
3
more ...
less ...
Source
All
ECONIS (ZBW)
81
Showing
1
-
10
of
81
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Semiparametric estimation of latent variable asset pricing models
Dalderop, Jeroen
- In:
Journal of econometrics
236
(
2023
)
1
,
pp. 1-30
Persistent link: https://www.econbiz.de/10014332225
Saved in:
2
Bias reduction in spot volatility estimation from options
Todorov, Viktor
;
Zhang, Yang
- In:
Journal of econometrics
234
(
2023
)
1
,
pp. 53-81
Persistent link: https://www.econbiz.de/10014364661
Saved in:
3
Asymptotic F test in regressions with observations collected at high frequency over long span
Pellatt, Daniel F.
;
Sun, Yixiao
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1281-1309
Persistent link: https://www.econbiz.de/10014471377
Saved in:
4
Parametric estimation of long memory in factor models
Ergemen, Yunus Emre
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1483-1499
Persistent link: https://www.econbiz.de/10014471404
Saved in:
5
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:
6
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:
7
Bootstrap inference on the boundary of the parameter space, with application to conditional volatility models
Cavaliere, Giuseppe
;
Bohn Nielsen, Heino
;
Pedersen, …
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 241-263
Persistent link: https://www.econbiz.de/10013441653
Saved in:
8
Hybrid quantile estimation for asymmetric power GARCH models
Wang, Guochang
;
Zhu, Ke
;
Li, Guodong
;
Li, Wai Keung
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 264-284
Persistent link: https://www.econbiz.de/10013441656
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
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->