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isPartOf:"Econometric reviews"
type_genre:"Bibliography included"
~isPartOf:"Advances in spatial and network economics"
~isPartOf:"Economics letters"
~subject:"Volatility"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Estimation theory"
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Volatility
Estimation theory
1,408
Schätztheorie
1,408
Theorie
512
Theory
512
Time series analysis
220
Zeitreihenanalyse
220
Nichtparametrisches Verfahren
167
Nonparametric statistics
167
Estimation
164
Schätzung
162
Regression analysis
159
Regressionsanalyse
159
Panel
149
Panel study
149
Statistical test
101
Statistischer Test
101
Method of moments
70
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70
Autocorrelation
67
Autokorrelation
67
Statistical theory
51
Statistische Methodenlehre
51
Statistical distribution
46
Statistische Verteilung
46
Volatilität
46
Maximum likelihood estimation
45
Maximum-Likelihood-Schätzung
44
Modellierung
44
Scientific modelling
44
Cointegration
42
Monte Carlo simulation
42
Monte-Carlo-Simulation
42
Simulation
42
Kointegration
41
Kleinste-Quadrate-Methode
39
Least squares method
39
Bias
38
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38
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44
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Bibliography included
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46
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English
46
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Hwang, Eunju
3
Maasoumi, Esfandiar
3
Shin, Dong-wan
3
Teräsvirta, Timo
3
Fornari, Fabio
2
McAleer, Michael
2
Mele, Antonio
2
Amado, Cristina
1
Anatolyev, Stanislav
1
Annaert, Jan
1
Ardia, David
1
Atak, Alev
1
Bennedsen, Mikkel
1
Bermudez, P. de Zea
1
Boswijk, Herman Peter
1
Brownlees, Christian
1
Cai, Yuzhi
1
Cai, Zongwu
1
Catani, Paul
1
Cavaliere, Giuseppe
1
Cecen, A. A.
1
Chen, Qiang
1
Claes, Anouk G. P.
1
Corré, Nienke
1
De Angelis, Luca
1
De Ceuster, Marc J.
1
Deb, Partha
1
Dehay, Dominique
1
Dong, Yingjie
1
Erkal, Cahit
1
Galbraith, John W.
1
Gefang, Deborah
1
Gu, Wentao
1
Hafner, Christian M.
1
Hansen, Peter Reinhard
1
Hoogerheide, Lennart F.
1
Hoshikawa, Toshiya
1
Hu, Meidi
1
Jeong, Minsoo
1
Jung, Hojin
1
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Econometric reviews
Advances in spatial and network economics
Economics letters
Journal of econometrics
116
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
42
Journal of empirical finance
20
Economic modelling
17
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
17
Journal of financial econometrics : official journal of the Society for Financial Econometrics
16
Quantitative finance
16
Econometric theory
14
International journal of forecasting
14
International journal of theoretical and applied finance
13
Journal of banking & finance
13
Journal of financial econometrics
13
Finance research letters
12
The North American journal of economics and finance : a journal of financial economics studies
11
The econometrics journal
11
Journal of forecasting
10
Journal of risk and financial management : JRFM
10
Econometrics : open access journal
9
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
8
Finance and stochastics
8
International journal of economics and financial issues : IJEFI
8
Journal of mathematical finance
7
Applied economics
6
Computational economics
6
Decisions in economics and finance : DEF ; a journal of applied mathematics
6
International journal of financial engineering
6
The European journal of finance
6
The journal of risk model validation
6
Asia-Pacific financial markets
5
CBN journal of applied statistics
5
European journal of operational research : EJOR
5
Journal of quantitative economics
5
Journal of risk
5
Applied economics letters
4
Applied financial economics
4
Cogent economics & finance
4
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
4
Empirical economics : a quarterly journal of the Institute for Advanced Studies
4
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ECONIS (ZBW)
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1
Adaptive information-based methods for determining the co-integration rank in heteroskedastic VAR models
Boswijk, Herman Peter
;
Cavaliere, Giuseppe
;
De Angelis, Luca
- In:
Econometric reviews
42
(
2023
)
9/10
,
pp. 725-757
Persistent link: https://www.econbiz.de/10014420355
Saved in:
2
Consistent estimation of drift parameter in diffusion model with misspecified volatility function
Jeong, Minsoo
- In:
Economics letters
211
(
2022
),
pp. 1-4
Persistent link: https://www.econbiz.de/10013172040
Saved in:
3
A new estimator of a jump discontinuity in regression
Martins-Filho, Carlos
;
Xie, Sihong
;
Yao, Feng
- In:
Economics letters
218
(
2022
),
pp. 1-6
Persistent link: https://www.econbiz.de/10013466389
Saved in:
4
On the estimation of integrated volatility in the presence of jumps and microstructure noise
Brownlees, Christian
;
Nualart, Eulalia
;
Sun, Yucheng
- In:
Econometric reviews
39
(
2020
)
10
,
pp. 991-1013
Persistent link: https://www.econbiz.de/10012406198
Saved in:
5
Data cloning estimation for asymmetric stochastic volatility models
Bermudez, P. de Zea
;
Marín, J. Miguel
;
Veiga, Helena
- In:
Econometric reviews
39
(
2020
)
10
,
pp. 1057-1074
Persistent link: https://www.econbiz.de/10012406209
Saved in:
6
Computationally efficient inference in large Bayesian mixed frequency VARs
Gefang, Deborah
;
Koop, Gary
;
Poon, Aubrey
- In:
Economics letters
191
(
2020
),
pp. 1-6
Persistent link: https://www.econbiz.de/10012508486
Saved in:
7
Semiparametric estimation and inference on the fractal index of Gaussian and conditionally Gaussian time series data
Bennedsen, Mikkel
- In:
Econometric reviews
39
(
2020
)
9
,
pp. 875-903
Persistent link: https://www.econbiz.de/10012295586
Saved in:
8
Maximum likelihood estimation of a TVP-VAR
Moura, Guilherme Valle
;
Noriller, Mateus R.
- In:
Economics letters
174
(
2019
),
pp. 78-83
Persistent link: https://www.econbiz.de/10012121029
Saved in:
9
Bias-corrected realized variance
Yeh, Jin-huei
;
Wang, Jying-Nan
- In:
Econometric reviews
38
(
2019
)
2
,
pp. 170-192
Persistent link: https://www.econbiz.de/10012180719
Saved in:
10
A nonparametric specification test for the volatility functions of diffusion processes
Chen, Qiang
;
Hu, Meidi
;
Song, Xiaojun
- In:
Econometric reviews
38
(
2019
)
5
,
pp. 557-576
Persistent link: https://www.econbiz.de/10012181335
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