//--> //--> //--> //-->
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:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
subject:"Volatility"
~accessRights:"restricted"
~isPartOf:"International journal of economics and financial issues : IJEFI"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~subject:"Capital income"
~subject:"Maximum-Likelihood-Schätzung"
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
Volatility
Capital income
Maximum-Likelihood-Schätzung
Estimation theory
250
Schätztheorie
250
Nichtparametrisches Verfahren
74
Nonparametric statistics
74
Estimation
73
Schätzung
73
Regression analysis
68
Regressionsanalyse
68
Time series analysis
59
Zeitreihenanalyse
59
Induktive Statistik
37
Statistical inference
37
Statistical test
33
Statistischer Test
33
Correlation
25
Korrelation
25
Volatilität
25
Panel
24
Panel study
24
Forecasting model
21
Prognoseverfahren
21
Bayes-Statistik
20
Bayesian inference
20
Bootstrap approach
20
Bootstrap-Verfahren
20
Maximum likelihood estimation
20
Kapitaleinkommen
19
Statistical distribution
16
Statistische Verteilung
16
ARCH model
15
ARCH-Modell
15
Börsenkurs
15
Causality analysis
15
Kausalanalyse
15
Share price
15
Autocorrelation
14
Autokorrelation
14
more ...
less ...
Online availability
All
Undetermined
Free
14
Type of publication
All
Article
54
Type of publication (narrower categories)
All
Article in journal
54
Aufsatz in Zeitschrift
54
Language
All
English
54
Author
All
Francq, Christian
3
Engle, Robert F.
2
Gao, Jiti
2
Sheppard, Kevin
2
Sucarrat, Genaro
2
Wang, Hansheng
2
Yang, Xiye
2
Zhou, Jing
2
Ahlgren, Niklas
1
Antell, Jan
1
Bauwens, Luc
1
Bibinger, Markus
1
Bollerslev, Tim
1
Bormetti, Giacomo
1
Buccheri, Giuseppe
1
Caldeira, João F.
1
Callot, Laurent
1
Caner, Mehmet
1
Carrasco, Marine
1
Cavaliere, Giuseppe
1
Chan, Joshua
1
Chang, Jinyuan
1
Chaves, Leonardo Salim Saker
1
Chen, Jiaqin
1
Chen, Wilson Ye
1
Chen, Xiangjin B.
1
Chen, Yuxin
1
Chiang, Harold D.
1
Corsi, Fulvio
1
Escanciano, Juan Carlos
1
Fan, Yan
1
Gerlach, Richard H.
1
Gong, Xiaodong
1
Gonçalves, Sílvia
1
Griffin, Jim E.
1
Gungor, Sermin
1
Hafner, Christian M.
1
Hassler, Uwe
1
Hautsch, Nikolaus
1
Hoga, Yannick
1
more ...
less ...
Published in...
All
Journal of financial econometrics : official journal of the Society for Financial Econometrics
International journal of economics and financial issues : IJEFI
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Journal of econometrics
145
Economics letters
34
Econometric reviews
28
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
23
Finance research letters
22
Journal of empirical finance
17
International journal of forecasting
15
Journal of financial econometrics
15
Economic modelling
14
Quantitative finance
14
Computational economics
13
European journal of operational research : EJOR
10
The North American journal of economics and finance : a journal of financial economics studies
10
Discussion papers / CEPR
9
Econometric theory
9
Journal of economic dynamics & control
9
Journal of forecasting
9
Journal of risk
9
The econometrics journal
9
Insurance / Mathematics & economics
8
Journal of banking & finance
8
Journal of mathematical finance
7
Discussion paper / Centre for Economic Policy Research
6
Journal of quantitative economics
6
Journal of time series econometrics
6
Operations research
6
Theoretical economics letters
6
Applied economics
5
Decisions in economics and finance : DEF ; a journal of applied mathematics
5
Empirical economics : a quarterly journal of the Institute for Advanced Studies
5
International journal of financial engineering
5
Journal of financial economics
5
The European journal of finance
5
The journal of risk model validation
5
Annals of finance
4
Applied economics letters
4
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
4
Energy economics
4
more ...
less ...
Source
All
ECONIS (ZBW)
54
Showing
1
-
10
of
54
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Inference for nonparametric high-frequency estimators with an application to time variation in betas
Kalnina, Ilze
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
2
,
pp. 538-549
Persistent link: https://www.econbiz.de/10014448338
Saved in:
2
QML and efficient GMM estimation of spatial autoregressive models with dominant (popular) units
Lee, Lung-fei
;
Yang, Chao
;
Yu, Jihai
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
2
,
pp. 550-562
Persistent link: https://www.econbiz.de/10014448355
Saved in:
3
Simultaneous spatial panel data models with common shocks
Lu, Lina
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
2
,
pp. 608-623
Persistent link: https://www.econbiz.de/10014448377
Saved in:
4
Bootstrapping two-stage quasi-maximum likelihood estimators of time series models
Gonçalves, Sílvia
;
Hounyo, Ulrich
;
Patton, Andrew J.
; …
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
3
,
pp. 683-694
Persistent link: https://www.econbiz.de/10014448421
Saved in:
5
Culling the herd of moments with penalized empirical likelihood
Chang, Jinyuan
;
Shi, Zhentao
;
Zhang, Jia
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
3
,
pp. 791-805
Persistent link: https://www.econbiz.de/10014448437
Saved in:
6
Empirical likelihood and uniform convergence rates for dyadic kernel density estimation
Chiang, Harold D.
;
Tan, Bing Yang
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
3
,
pp. 906-914
Persistent link: https://www.econbiz.de/10014448457
Saved in:
7
Estimation of leverage effect : kernel function and efficiency
Yang, Xiye
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
3
,
pp. 939-956
Persistent link: https://www.econbiz.de/10014448463
Saved in:
8
Overnight GARCH-Itô volatility models
Kim, Donggyu
;
Shin, Minseok
;
Wang, Yazhen
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
4
,
pp. 1215-1227
Persistent link: https://www.econbiz.de/10014448607
Saved in:
9
Volatility estimation when the zero-process is nonstationary
Francq, Christian
;
Sucarrat, Genaro
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
1
,
pp. 53-66
Persistent link: https://www.econbiz.de/10013540630
Saved in:
10
A Bayesian quantile time series model for asset returns
Griffin, Jim E.
;
Mitrodima, Gelly
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
1
,
pp. 16-27
Persistent link: https://www.econbiz.de/10012804077
Saved in:
1
2
3
4
5
6
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->