//--> //--> //--> //-->
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"
~isPartOf:"Cambridge working papers in economics"
~isPartOf:"Computational economics"
~isPartOf:"Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria"
~subject:"ARCH model"
~subject:"Nichtparametrisches Verfahren"
~subject:"Panel study"
~subject:"Share price"
~type_genre:"Article in journal"
~type_genre:"Non-commercial literature"
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
| 11 applied filters
Year of publication
From:
To:
Subject
All
Volatility
ARCH model
Nichtparametrisches Verfahren
Panel study
Share price
Estimation theory
426
Schätztheorie
426
Estimation
97
Time series analysis
97
Zeitreihenanalyse
97
Schätzung
96
Theorie
81
Theory
81
Nonparametric statistics
62
Regression analysis
61
Regressionsanalyse
61
Panel
38
Monte Carlo simulation
37
Monte-Carlo-Simulation
37
Volatilität
31
Correlation
29
Forecasting model
29
Korrelation
29
Prognoseverfahren
29
Statistical test
28
Statistischer Test
28
Börsenkurs
24
Bayes-Statistik
23
Bayesian inference
23
Capital income
21
Kapitaleinkommen
21
Stochastic process
21
Stochastischer Prozess
21
Cointegration
20
Kointegration
20
ARCH-Modell
19
Simulation
19
Statistical distribution
19
Statistische Verteilung
19
Bootstrap approach
18
more ...
less ...
Online availability
All
Undetermined
43
Free
38
Type of publication
All
Article
107
Book / Working Paper
38
Type of publication (narrower categories)
All
Article in journal
Non-commercial literature
Aufsatz in Zeitschrift
122
Graue Literatur
23
Arbeitspapier
13
Working Paper
13
Collection of articles of several authors
1
Festschrift
1
Sammelwerk
1
more ...
less ...
Language
All
English
145
Author
All
Linton, Oliver
14
Pesaran, M. Hashem
8
Jochmans, Koen
6
Chen, Jia
3
Chudik, Alexander
3
Gao, Jiti
3
Krämer, Walter
3
Li, Degui
3
Baltagi, Badi H.
2
Escanciano, Juan Carlos
2
Francq, Christian
2
Hayakawa, Kazuhiko
2
Hoderlein, Stefan
2
Horváth, Lajos
2
Härdle, Wolfgang
2
Kapetanios, George
2
Lewbel, Arthur
2
Omay, Tolga
2
Runde, Ralf
2
Srisuma, Sorawoot
2
Su, Liangjun
2
Tosetti, Elisa
2
Verardi, Vincenzo
2
Vinod, Hrishikesh D.
2
Zakoïan, Jean-Michel
2
Zhang, Yu Yvette
2
Zhang, Zheng
2
Ahlgren, Niklas
1
Ai, Chunrong
1
Akira Toda, Alexis
1
Almanidis, Pavlos
1
Aloy, Marcel
1
Alvarez, Susana
1
Andreou, Alena
1
Antell, Jan
1
Aquino, Juan Carlos
1
Arora, Vipin
1
Audrino, Francesco
1
Aydin, Dursun
1
Bailey, Natalia
1
more ...
less ...
Institution
All
University of Cambridge / Department of Applied Economics
2
University of Cambridge / Faculty of Economics
1
Published in...
All
Journal of financial econometrics : official journal of the Society for Financial Econometrics
Cambridge working papers in economics
Computational economics
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
Journal of econometrics
562
Economics letters
202
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
196
Econometric theory
168
CEMMAP working papers / Centre for Microdata Methods and Practice
152
Econometric reviews
152
The econometrics journal
110
Journal of the American Statistical Association : JASA
82
Discussion paper / Tinbergen Institute
73
Working paper / Department of Econometrics and Business Statistics, Monash University
67
Discussion paper series / IZA
65
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
59
Discussion papers of interdisciplinary research project 373
50
Quantitative economics : QE ; journal of the Econometric Society
46
Economic modelling
45
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
45
Applied economics letters
44
CREATES research paper
44
SFB 649 discussion paper
41
Cowles Foundation discussion paper
39
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
39
CESifo working papers
38
Econometrics : open access journal
38
Journal of empirical finance
36
Série des documents de travail / Centre de Recherche en Économie et Statistique
36
Applied economics
34
European journal of operational research : EJOR
32
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
31
Econometrics papers
31
International journal of forecasting
31
Journal of banking & finance
31
Working paper
31
Journal of applied econometrics
30
Empirical economics : a quarterly journal of the Institute for Advanced Studies
27
Journal of risk and financial management : JRFM
27
Working papers / TSE : WP
25
more ...
less ...
Source
All
ECONIS (ZBW)
145
Showing
1
-
10
of
145
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Penalized averaging of quantile forecasts from GARCH models with many exogenous predictors
Gooijer, Jan G. de
- In:
Computational economics
62
(
2023
)
1
,
pp. 407-424
Persistent link: https://www.econbiz.de/10014327543
Saved in:
2
CCE estimation of high-dimensional panel data models with interactive fixed effects
Vogt, Michael
;
Walsh, Christopher
;
Linton, Oliver
-
2022
Persistent link: https://www.econbiz.de/10013485021
Saved in:
3
Nonparametric estimation of large spot volatility matrices for high-frequency financial data
Bu, Ruijun
;
Li, Degui
;
Linton, Oliver
;
Wang, Hanchao
-
2022
-
This version: March 16, 2022
Persistent link: https://www.econbiz.de/10013263439
Saved in:
4
Estimating time-varying networks for high-dimensional time series
Chen, Jia
;
Li, Degui
;
Li, Yuning
;
Linton, Oliver
-
2022
-
Version: December 13, 2022
Persistent link: https://www.econbiz.de/10013503856
Saved in:
5
Testing and modelling time series with time varying tails
Palumbo, Dario
-
2021
Persistent link: https://www.econbiz.de/10013254110
Saved in:
6
A unified framework for specification tests of continuous treatment effect models
Huang, Wei
;
Linton, Oliver
;
Zhang, Zheng
-
2021
Persistent link: https://www.econbiz.de/10013254169
Saved in:
7
Score-driven time series models
Harvey, Andrew C.
-
2021
Persistent link: https://www.econbiz.de/10013257426
Saved in:
8
Estimation of common factors for microstructure noise and efficient price in a high-frequency dual factor model
Li, Yu-Ning
;
Chen, Jia
;
Linton, Oliver
-
2021
Persistent link: https://www.econbiz.de/10013259517
Saved in:
9
Robust estimation of integrated volatility
Li, Zhen
;
Linton, Oliver
-
2021
Persistent link: https://www.econbiz.de/10013206057
Saved in:
10
Controlling heterogeneous structure of smooth breaks in panel unit root and cointegration testing
Omay, Tolga
;
Iren, Perihan
- In:
Computational economics
61
(
2023
)
1
,
pp. 233-265
Persistent link: https://www.econbiz.de/10014228424
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->