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isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
subject:"Volatility"
~isPartOf:"CBN journal of applied statistics"
~isPartOf:"Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse"
~isPartOf:"Econometric reviews"
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Search: subject_exact:"Estimation theory"
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Subject
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Volatility
Estimation theory
610
Schätztheorie
610
Theorie
223
Theory
223
Time series analysis
130
Zeitreihenanalyse
130
Nichtparametrisches Verfahren
115
Nonparametric statistics
115
Regression analysis
90
Regressionsanalyse
90
Estimation
85
Schätzung
85
Statistical test
69
Statistischer Test
69
Panel
58
Panel study
58
Volatilität
49
Method of moments
38
Momentenmethode
38
Stochastic process
35
Stochastischer Prozess
35
Autocorrelation
33
Autokorrelation
33
Statistical distribution
31
Statistical theory
31
Statistische Methodenlehre
31
Statistische Verteilung
31
ARCH model
30
ARCH-Modell
30
Cointegration
30
Kointegration
29
Bootstrap approach
28
Bootstrap-Verfahren
28
Modellierung
25
Monte Carlo simulation
25
Monte-Carlo-Simulation
25
Scientific modelling
25
Maximum likelihood estimation
24
Maximum-Likelihood-Schätzung
24
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Article
41
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Article in journal
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Aufsatz in Zeitschrift
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Non-commercial literature
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English
49
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Härdle, Wolfgang
4
Spokojnyj, Vladimir G.
4
Maasoumi, Esfandiar
3
Teräsvirta, Timo
3
Herwartz, Helmut
2
Koopman, Siem Jan
2
McAleer, Michael
2
Adeoye, Babatunde W.
1
Amado, Cristina
1
Andreou, Alena
1
Asemota, Joseph O.
1
Atanda, Akinwande A.
1
Atoi, Ngozi V.
1
Bala, Dahiru A.
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
Dankenbring, Henning
1
De Angelis, Luca
1
Fan, Jianqing
1
Fan, Yingying
1
Fornari, Fabio
1
Francq, Christian
1
Frederiksen, Per
1
Galbraith, John W.
1
Ghysels, Eric
1
Grammig, Joachim
1
Gu, Wentao
1
Hansen, Peter Reinhard
1
Hassler, Uwe
1
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
CBN journal of applied statistics
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
Econometric reviews
Journal of econometrics
116
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
42
Discussion paper / Tinbergen Institute
27
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
CREATES research paper
15
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
SFB 649 discussion paper
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
NBER Working Paper
7
Working papers
7
Applied economics
6
Computational economics
6
Decisions in economics and finance : DEF ; a journal of applied mathematics
6
Documento de trabajo
6
Handbook of financial time series
6
International journal of financial engineering
6
Working paper / National Bureau of Economic Research, Inc.
6
Asia-Pacific financial markets
5
Cambridge working papers in economics
5
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ECONIS (ZBW)
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31
Spot variance path estimation and its application to high-frequency jump testing
Bos, Charles S.
;
Janus, Paweł
;
Koopman, Siem Jan
- In:
Journal of financial econometrics : official journal of …
10
(
2012
)
2
,
pp. 354-389
Persistent link: https://www.econbiz.de/10009540536
Saved in:
32
GARCH parameter estimation using high-frequency data
Visser, Marcel P.
- In:
Journal of financial econometrics : official journal of …
9
(
2011
)
1
,
pp. 162-197
Persistent link: https://www.econbiz.de/10009125144
Saved in:
33
Bias-reduced estimation of long-memory stochastic volatility
Frederiksen, Per
;
Nielsen, Morten Ørregaard
- In:
Journal of financial econometrics : official journal of …
6
(
2008
)
4
,
pp. 496-512
Persistent link: https://www.econbiz.de/10003778957
Saved in:
34
Special issue: Realized volatility and long memory
Maasoumi, Esfandiar
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003761206
Saved in:
35
Realized volatility and long memory : an overview
Maasoumi, Esfandiar
;
McAleer, Michael
- In:
Econometric reviews
27
(
2008
)
1/3
,
pp. 1-9
Persistent link: https://www.econbiz.de/10003761209
Saved in:
36
Moving average-based estimators of integrated variance
Hansen, Peter Reinhard
;
Large, Jeremy
;
Lunde, Asger
- In:
Econometric reviews
27
(
2008
)
1/3
,
pp. 79-111
Persistent link: https://www.econbiz.de/10003761216
Saved in:
37
Nonparametric estimation methods of integrated multivariate volatilities
Hoshikawa, Toshiya
;
Nagai, Keiji
;
Kanatani, Taro
; …
- In:
Econometric reviews
27
(
2008
)
1/3
,
pp. 112-138
Persistent link: https://www.econbiz.de/10003761218
Saved in:
38
Aggregation of nonparametric estimators for volatility matrix
Fan, Jianqing
;
Fan, Yingying
;
Lv, Jinchi
- In:
Journal of financial econometrics : official journal of …
5
(
2007
)
3
,
pp. 321-357
Persistent link: https://www.econbiz.de/10003518410
Saved in:
39
Special issue: Multivariate stochastic volatility
Maasoumi, Esfandiar
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003355822
Saved in:
40
The impact of sampling frequency and volatility estimators on change-point tests
Andreou, Alena
;
Ghysels, Eric
- In:
Journal of financial econometrics : official journal of …
2
(
2004
)
2
,
pp. 290-318
Persistent link: https://www.econbiz.de/10002214288
Saved in:
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