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isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
subject:"Volatility"
~accessRights:"restricted"
~isPartOf:"Econometric theory"
~subject:"ARCH model"
~subject:"ARCH-Modell"
~subject:"Stochastischer Prozess"
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Search: subject_exact:"Estimation theory"
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Volatility
ARCH model
ARCH-Modell
Stochastischer Prozess
Estimation theory
163
Schätztheorie
163
Nichtparametrisches Verfahren
48
Nonparametric statistics
48
Time series analysis
39
Zeitreihenanalyse
39
Regression analysis
33
Regressionsanalyse
33
Statistical test
16
Statistischer Test
16
Estimation
14
Schätzung
14
Volatilität
11
Induktive Statistik
10
Statistical inference
10
Autocorrelation
9
Autokorrelation
9
Method of moments
9
Momentenmethode
9
Stochastic process
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Forecasting model
8
Prognoseverfahren
8
Robust statistics
7
Robustes Verfahren
7
Statistical distribution
7
Statistische Verteilung
7
Bootstrap approach
6
Bootstrap-Verfahren
6
Cointegration
6
Correlation
6
IV-Schätzung
6
Instrumental variables
6
Kointegration
6
Korrelation
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23
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Francq, Christian
2
Kanaya, Shin
2
Li, Jia
2
Arteche, Josu
1
Bandi, Federico M.
1
Caldeira, João F.
1
Carrasco, Marine
1
Chan, Ngai Hang
1
Christopeit, Norbert
1
Duffy, James A.
1
Engle, Robert F.
1
Hassler, Uwe
1
Henze, Norbert
1
Horváth, Lajos
1
Jeong, Minsoo
1
Jiménez-Gamero, M. Dolores
1
Jing, Bingyi
1
Kim, Jihyun
1
Kong, Xinbing
1
Kotchoni, Rachidi
1
Kristensen, Dennis
1
Le Quyen Thieu
1
Liu, Rong
1
Liu, Yunxiao
1
Liu, Zhi
1
Magdalinos, Tassos
1
Massmann, Michael
1
Meintanis, Simos G.
1
Moloche, Guillermo
1
Moura, Guilherme Valle
1
Nogales, Francisco J.
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Park, Joon Y.
1
Peng, Jiangyan
1
Renault, Eric
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Rodrigues, Paulo M. M.
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Rubia, Antonio
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1
Sarisoy, Cisil
1
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
Econometric theory
Journal of econometrics
103
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
29
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
27
Econometric reviews
26
Economics letters
24
Finance research letters
19
International journal of forecasting
18
Journal of financial econometrics
17
Economic modelling
15
Journal of empirical finance
15
Quantitative finance
13
Computational economics
12
Journal of time series econometrics
12
The North American journal of economics and finance : a journal of financial economics studies
12
Journal of risk
11
Journal of mathematical finance
9
European journal of operational research : EJOR
8
Journal of banking & finance
8
Journal of forecasting
8
Applied economics
7
Insurance / Mathematics & economics
7
Operations research
7
The journal of risk model validation
7
Journal of quantitative economics
6
Operations research letters
6
The econometrics journal
6
Applied economics letters
5
Decisions in economics and finance : DEF ; a journal of applied mathematics
5
Discussion papers / CEPR
5
Empirical economics : a quarterly journal of the Institute for Advanced Studies
5
Energy economics
5
International journal of financial engineering
5
Journal of economic dynamics & control
5
Mathematics of operations research
5
The European journal of finance
5
Finance and stochastics
4
International journal of production research
4
International review of economics & finance : IREF
4
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ECONIS (ZBW)
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1
Least squares and IVX limit theory in systems of predictive regressions with GARCH innovations
Magdalinos, Tassos
- In:
Econometric theory
38
(
2022
)
5
,
pp. 875-912
Persistent link: https://www.econbiz.de/10013469682
Saved in:
2
Nonstationary linear processes with infinite variance GARCH errors
Zhang, Rongmao
;
Chan, Ngai Hang
- In:
Econometric theory
37
(
2021
)
5
,
pp. 892-925
Persistent link: https://www.econbiz.de/10012656388
Saved in:
3
Estimation of volatility functions in jump diffusions using truncated bipower increments
Kim, Jihyun
;
Park, Joon Y.
;
Wang, Bin
- In:
Econometric theory
37
(
2021
)
5
,
pp. 926-958
Persistent link: https://www.econbiz.de/10012656389
Saved in:
4
Efficient estimation of integrated volatility functionals under general volatility dynamics
Li, Jia
;
Liu, Yunxiao
- In:
Econometric theory
37
(
2021
)
4
,
pp. 664-707
Persistent link: https://www.econbiz.de/10012618196
Saved in:
5
Exact local whittle estimation in long memory time series with multiple poles
Arteche, Josu
- In:
Econometric theory
36
(
2020
)
6
,
pp. 1064-1098
Persistent link: https://www.econbiz.de/10012404090
Saved in:
6
QML inference for volatility models with covariates
Francq, Christian
;
Le Quyen Thieu
- In:
Econometric theory
35
(
2019
)
1
,
pp. 37-72
Persistent link: https://www.econbiz.de/10012146117
Saved in:
7
Characterizations of multinormality and corresponding tests of fit, including for GARCH models
Henze, Norbert
;
Jiménez-Gamero, M. Dolores
;
Meintanis, …
- In:
Econometric theory
35
(
2019
)
3
,
pp. 510-546
Persistent link: https://www.econbiz.de/10012146149
Saved in:
8
Estimating structural parameters in regression models with adaptive learning
Christopeit, Norbert
;
Massmann, Michael
- In:
Econometric theory
34
(
2018
)
1
,
pp. 68-111
Persistent link: https://www.econbiz.de/10011950924
Saved in:
9
On the functional estimation of multivariate diffusion processes
Bandi, Federico M.
;
Moloche, Guillermo
- In:
Econometric theory
34
(
2018
)
4
,
pp. 896-946
Persistent link: https://www.econbiz.de/10011951437
Saved in:
10
Weak convergence to stochastic integrals under primitive conditions in nonlinear econometric models
Peng, Jiangyan
;
Wang, Qiying
- In:
Econometric theory
34
(
2018
)
5
,
pp. 1132-1157
Persistent link: https://www.econbiz.de/10011951465
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