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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:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~isPartOf:"Quantitative finance"
~subject:"Statistical test"
~subject:"Statistische Verteilung"
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Search: subject_exact:"Estimation theory"
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Volatility
Statistical test
Statistische Verteilung
Estimation theory
811
Schätztheorie
811
Theorie
290
Theory
290
Time series analysis
193
Zeitreihenanalyse
193
Estimation
172
Schätzung
172
Nichtparametrisches Verfahren
148
Nonparametric statistics
148
Regression analysis
117
Regressionsanalyse
117
USA
104
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103
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84
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Statistischer Test
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38
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Statistical distribution
37
Maximum likelihood estimation
34
Maximum-Likelihood-Schätzung
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Statistical theory
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Härdle, Wolfgang
6
Spokojnyj, Vladimir G.
5
Chen, Yi-ting
3
Ghysels, Eric
3
Phillips, Peter C. B.
3
Butucea, Cristina
2
Chen, Wilson Ye
2
Escanciano, Juan Carlos
2
Fan, Jianqing
2
Francq, Christian
2
Gerlach, Richard H.
2
Hautsch, Nikolaus
2
Herwartz, Helmut
2
Hoga, Yannick
2
Jing, Bingyi
2
Koopman, Siem Jan
2
Lan, Wei
2
Ling, Shiqing
2
Liu, Guangying
2
Läuter, Henning
2
Mykland, Per A.
2
Nolte, Ingmar
2
Peng, Liang
2
Shephard, Neil G.
2
Teyssière, Gilles
2
Tjostheim, Dag
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Tsai, Chih-Ling
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Tsay, Ruey S.
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Wang, Hansheng
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Wu, Ximing
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Yang, Lijian
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Yang, Xiye
2
Abdullahi, Jamila
1
Adeoye, Babatunde W.
1
Alfelt, Gustav
1
Amado, Cristina
1
Andersen, Torben
1
Andreou, Alena
1
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1
Antoine, Bertille
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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
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Quantitative finance
Journal of econometrics
301
Econometric reviews
93
Economics letters
85
Econometric theory
77
CEMMAP working papers / Centre for Microdata Methods and Practice
64
The econometrics journal
56
Discussion paper / Tinbergen Institute
55
Insurance / Mathematics & economics
47
Cowles Foundation discussion paper
41
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
36
Econometrics : open access journal
33
Economic modelling
33
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
31
Discussion paper / Center for Economic Research, Tilburg University
30
CREATES research paper
29
Journal of the American Statistical Association : JASA
29
International journal of forecasting
28
Journal of empirical finance
28
Journal of financial econometrics
28
Cowles Foundation Discussion Paper
27
Statistics in transition : an international journal of the Polish Statistical Association
27
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
25
Applied economics letters
24
Discussion papers of interdisciplinary research project 373
22
Journal of banking & finance
22
Quantitative economics : QE ; journal of the Econometric Society
22
European journal of operational research : EJOR
20
Finance research letters
20
Série des documents de travail / Centre de Recherche en Économie et Statistique
20
Working paper
20
Cambridge working papers in economics
19
Computational economics
19
SFB 649 discussion paper
19
Applied economics
18
Journal of forecasting
18
Journal of risk and financial management : JRFM
18
NBER Working Paper
18
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ECONIS (ZBW)
167
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1
Combining p-values for multivariate predictive ability testing
Spreng, Lars
;
Urga, Giovanni
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
3
,
pp. 765-777
Persistent link: https://www.econbiz.de/10014448433
Saved in:
2
Singular conditional autoregressive Wishart model for realized covariance matrices
Alfelt, Gustav
;
Bodnar, Taras
;
Javed, Farrukh
;
Tyrcha, …
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
3
,
pp. 833-845
Persistent link: https://www.econbiz.de/10014448443
Saved in:
3
Extreme value estimation for heterogeneous data
Einmahl, John H. J.
;
He, Yi
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
1
,
pp. 255-269
Persistent link: https://www.econbiz.de/10013540838
Saved in:
4
Markovian approximations of stochastic Volterra equations with the fractional kernel
Bayer, Christian
;
Breneis, Simon
- In:
Quantitative finance
23
(
2023
)
1
,
pp. 53-70
Persistent link: https://www.econbiz.de/10013490954
Saved in:
5
Adaptive testing for cointegration with nonstationary volatility
Boswijk, Herman Peter
;
Zu, Yang
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
2
,
pp. 744-755
Persistent link: https://www.econbiz.de/10013534484
Saved in:
6
GARCH-UGH : a bias-reduced approach for dynamic extreme Value-at-Risk estimation in financial time series
Kaibuchi, Hibiki
;
Kawasaki, Yoshinori
;
Stupfler, G.
- In:
Quantitative finance
22
(
2022
)
7
,
pp. 1277-1294
Persistent link: https://www.econbiz.de/10013367899
Saved in:
7
A generalized heterogeneous autoregressive model using market information
Hizmeri, Rodrigo
;
Izzeldin, Marwan
;
Nolte, Ingmar
; …
- In:
Quantitative finance
22
(
2022
)
8
,
pp. 1513-1534
Persistent link: https://www.econbiz.de/10013367925
Saved in:
8
Likelihood ratio tests for lorenz dominance
Chang, Shen-Da
;
Cheng, Philip E.
;
Liou, Michelle
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
1
,
pp. 64-75
Persistent link: https://www.econbiz.de/10014449827
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9
Implied volatility directional forecasting : a machine learning approach
Vrontos, Spyridon D.
;
Galakis, John
;
Vrontos, Ioannis D.
- In:
Quantitative finance
21
(
2021
)
10
,
pp. 1687-1706
Persistent link: https://www.econbiz.de/10012653707
Saved in:
10
Identification-robust inference with simulation-based pseudo-matching
Antoine, Bertille
;
Khalaf, Lynda
;
Kichian, Maral
;
Lin, …
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
2
,
pp. 321-338
Persistent link: https://www.econbiz.de/10014448156
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