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isPartOf:"Econometric reviews"
type_genre:"Bibliography included"
~isPartOf:"Advances in spatial and network economics"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~subject:"Volatility"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Estimation theory"
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Volatility
Estimation theory
473
Schätztheorie
473
Theorie
133
Theory
133
Time series analysis
96
Zeitreihenanalyse
96
Nichtparametrisches Verfahren
87
Nonparametric statistics
87
Regression analysis
70
Regressionsanalyse
70
Estimation
68
Schätzung
68
Panel
57
Panel study
57
Statistical test
56
Statistischer Test
56
Method of moments
38
Momentenmethode
38
Volatilität
33
Autocorrelation
32
Autokorrelation
32
Statistical theory
27
Statistische Methodenlehre
27
Cointegration
25
Statistical distribution
25
Statistische Verteilung
25
ARCH model
24
ARCH-Modell
24
Bootstrap approach
24
Bootstrap-Verfahren
24
Kointegration
24
Maximum likelihood estimation
23
Maximum-Likelihood-Schätzung
23
Modellierung
23
Scientific modelling
23
Simulation
23
Monte Carlo simulation
22
Monte-Carlo-Simulation
22
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20
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31
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Bibliography included
Aufsatz in Zeitschrift
Article in journal
33
Collection of articles of several authors
1
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English
33
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Maasoumi, Esfandiar
3
Teräsvirta, Timo
3
McAleer, Michael
2
Alañón Pardo, Ángel
1
Amado, Cristina
1
Arize, Augustine Chuck
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
Chen, Cathy W. S.
1
Chen, Qiang
1
De Angelis, Luca
1
Díaz-Mendoza, Ana-Carmen
1
Fornari, Fabio
1
Galbraith, John W.
1
Gu, Wentao
1
Guillén, Montserrat
1
Hansen, Peter Reinhard
1
Horváth, Roman
1
Hoshikawa, Toshiya
1
Hu, Meidi
1
Kanatani, Taro
1
Koopman, Siem Jan
1
Kumar, Satish
1
Kunitomo, Naoto
1
Large, Jeremy
1
León-González, Roberto
1
Li, Leon
1
Lin, Tsai-Yu
1
Liu, Qiang
1
Liu, Yiqi
1
Liu, Zhi
1
Lunde, Asger
1
Marín, J. Miguel
1
Mele, Antonio
1
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Econometric reviews
Advances in spatial and network economics
The North American journal of economics and finance : a journal of financial economics studies
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
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 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)
33
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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
Cross-sectional quantile regression for estimating conditional VaR of returns during periods of high volatility
Vidal-Llana, Xenxo
;
Guillén, Montserrat
- In:
The North American journal of economics and finance : a …
63
(
2022
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014225819
Saved in:
3
Multi-asset pair-trading strategy : a statistical learning approach
Lin, Tsai-Yu
;
Chen, Cathy W. S.
;
Syu, Fong-Yi
- In:
The North American journal of economics and finance : a …
55
(
2021
),
pp. 1-10
Persistent link: https://www.econbiz.de/10012667381
Saved in:
4
Holidays, weekends and range-based volatility
Díaz-Mendoza, Ana-Carmen
;
Alañón Pardo, Ángel
- In:
The North American journal of economics and finance : a …
52
(
2020
),
pp. 1-8
Persistent link: https://www.econbiz.de/10012656917
Saved in:
5
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:
6
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:
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
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:
9
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:
10
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
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