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isPartOf:"Econometric reviews"
type_genre:"Bibliography included"
~isPartOf:"Advances in spatial and network economics"
~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~isPartOf:"Oxford bulletin of economics and statistics"
~subject:"Volatilität"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Estimation theory"
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Volatilität
Estimation theory
697
Schätztheorie
697
Theorie
241
Theory
241
Time series analysis
129
Zeitreihenanalyse
129
Nichtparametrisches Verfahren
92
Nonparametric statistics
92
Regression analysis
79
Regressionsanalyse
79
Estimation
78
Schätzung
78
Panel
71
Panel study
71
Statistical test
68
Statistischer Test
68
Method of moments
41
Momentenmethode
41
Volatility
40
Statistical theory
38
Statistische Methodenlehre
38
Autocorrelation
36
Autokorrelation
36
Cointegration
34
Kointegration
33
Statistical distribution
28
Statistische Verteilung
28
Monte Carlo simulation
27
Monte-Carlo-Simulation
27
Bootstrap approach
26
Bootstrap-Verfahren
26
Modellierung
26
Scientific modelling
26
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26
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25
ARCH-Modell
25
Maximum likelihood estimation
25
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25
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38
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Bibliography included
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40
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English
40
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Maasoumi, Esfandiar
3
Teräsvirta, Timo
3
Koopman, Siem Jan
2
McAleer, Michael
2
Amado, Cristina
1
Andreou, Alena
1
Balter, Janine
1
Bennedsen, Mikkel
1
Bermudez, P. de Zea
1
Bos, Charles S.
1
Boswijk, Herman Peter
1
Brownlees, Christian
1
Cai, Yuzhi
1
Cai, Zongwu
1
Caldeira, João F.
1
Carrasco, Marine
1
Catani, Paul
1
Cavaliere, Giuseppe
1
Chen, Qiang
1
Chiang, Min-Hsien
1
Chou, Ray Yeutien
1
De Angelis, Luca
1
Demetrescu, Matei
1
Fan, Jianqing
1
Fan, Yingying
1
Fornari, Fabio
1
Francq, Christian
1
Frederiksen, Per
1
Galbraith, John W.
1
Ghysels, Eric
1
Gu, Wentao
1
Hanck, Christoph
1
Hansen, Peter Reinhard
1
Hassler, Uwe
1
Herwartz, Helmut
1
Horváth, Lajos
1
Hoshikawa, Toshiya
1
Hu, Meidi
1
Härdle, Wolfgang
1
Ikeda, Shin S.
1
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Econometric reviews
Advances in spatial and network economics
Journal of financial econometrics : official journal of the Society for Financial Econometrics
Oxford bulletin of economics and statistics
Journal of econometrics
116
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
42
Economics letters
24
Journal of empirical finance
20
Economic modelling
17
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
17
Quantitative finance
15
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
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
The European journal of finance
5
The journal of risk model validation
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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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
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:
3
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:
4
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:
5
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:
6
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
Saved in:
7
Efficient Bayesian inference in generalized inverse gamma processes for stochastic volatility
León-González, Roberto
- In:
Econometric reviews
38
(
2019
)
8
,
pp. 899-920
Persistent link: https://www.econbiz.de/10012181373
Saved in:
8
The estimation for Lévy processes in high frequency data
Zheng, Jing
;
Gu, Wentao
;
Xu, Baolin
;
Cai, Zongwu
- In:
Econometric reviews
37
(
2018
)
6/10
,
pp. 1051-1066
Persistent link: https://www.econbiz.de/10012040536
Saved in:
9
Multiple testing for no cointegration under nonstationary volatility
Demetrescu, Matei
;
Hanck, Christoph
- In:
Oxford bulletin of economics and statistics
80
(
2018
)
3
,
pp. 485-513
Persistent link: https://www.econbiz.de/10011969530
Saved in:
10
Combining multivariate volatility forecasts: an economic-based approach
Caldeira, João F.
;
Moura, Guilherme Valle
;
Nogales, …
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
2
,
pp. 247-285
Persistent link: https://www.econbiz.de/10011987429
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