//--> //--> //--> //-->
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:"International journal of forecasting"
~subject:"Correlation"
~subject:"Estimation"
~subject:"Method of moments"
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
Correlation
Estimation
Method of moments
Estimation theory
286
Schätztheorie
286
Forecasting model
122
Prognoseverfahren
122
Time series analysis
96
Zeitreihenanalyse
96
Schätzung
52
Regression analysis
40
Regressionsanalyse
38
Nichtparametrisches Verfahren
36
Nonparametric statistics
36
Theorie
36
Theory
36
Volatilität
35
Korrelation
28
ARCH model
26
ARCH-Modell
26
Bayes-Statistik
21
Bayesian inference
21
Statistical test
20
Statistischer Test
20
Panel
19
Panel study
19
Börsenkurs
18
Capital income
18
Kapitaleinkommen
18
Share price
18
Statistical distribution
17
Statistische Verteilung
17
USA
15
United States
15
Forecasting
14
Market microstructure
14
Marktmikrostruktur
14
Risikomaß
14
Risk measure
14
Forecast
13
more ...
less ...
Online availability
All
Undetermined
35
Free
34
Type of publication
All
Article
63
Book / Working Paper
35
Type of publication (narrower categories)
All
Article in journal
77
Aufsatz in Zeitschrift
77
Graue Literatur
19
Non-commercial literature
19
Arbeitspapier
10
Working Paper
10
Aufsatzsammlung
1
more ...
less ...
Language
All
English
98
Author
All
Linton, Oliver
13
Pesaran, M. Hashem
7
Jochmans, Koen
6
Kapetanios, George
4
Chen, Jia
3
Chudik, Alexander
3
Corsi, Fulvio
3
Li, Degui
3
Tang, Haihan
3
Audrino, Francesco
2
Bu, Ruijun
2
Chen, Yi-ting
2
Clements, Adam
2
Gao, Jiti
2
Hayakawa, Kazuhiko
2
Koopman, Siem Jan
2
Lucas, André
2
Onatski, Alexei
2
Verardi, Vincenzo
2
Ahlgren, Niklas
1
Allaj, Erindi
1
Andreou, Alena
1
Antell, Jan
1
Athanasopoulos, George
1
Bagnato, Luca
1
Bailey, Natalia
1
Baillie, Richard
1
Balter, Janine
1
Bauwens, Luc
1
Becker, Ralf
1
Bernardini, Emmanuela
1
Bianchi, Michele Leonardo
1
Blasques, Francisco
1
Bos, Charles S.
1
Boudt, Kris
1
Buccheri, Giuseppe
1
Caldeira, João F.
1
Camehl, Annika
1
Canale, Antonio
1
Candelon, Bertrand
1
more ...
less ...
Institution
All
University of Cambridge / Department of Applied Economics
1
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
International journal of forecasting
Journal of econometrics
408
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
189
Economics letters
173
Econometric reviews
106
CEMMAP working papers / Centre for Microdata Methods and Practice
85
Applied economics letters
69
Econometric theory
69
Discussion paper / Tinbergen Institute
66
NBER Working Paper
64
Discussion paper series / IZA
63
Economic modelling
60
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
55
The econometrics journal
55
Applied economics
52
NBER working paper series
52
Working paper / Department of Econometrics and Business Statistics, Monash University
50
CESifo working papers
48
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
46
Econometrics : open access journal
43
Journal of applied econometrics
43
Journal of the American Statistical Association : JASA
43
Working paper / National Bureau of Economic Research, Inc.
43
Journal of banking & finance
41
Working paper
41
Journal of empirical finance
39
Cowles Foundation discussion paper
36
IZA Discussion Paper
36
Quantitative economics : QE ; journal of the Econometric Society
35
Discussion paper
34
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
34
Empirical economics : a quarterly journal of the Institute for Advanced Studies
34
CREATES research paper
33
Cowles Foundation Discussion Paper
31
Discussion papers / CEPR
31
Journal of forecasting
30
SFB 649 discussion paper
30
Computational economics
29
more ...
less ...
Source
All
ECONIS (ZBW)
98
Showing
1
-
10
of
98
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
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:
3
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:
4
Forecasting in factor augmented regressions under structural change
Massacci, Daniele
;
Kapetanios, George
- In:
International journal of forecasting
40
(
2024
)
1
,
pp. 62-76
Persistent link: https://www.econbiz.de/10014450259
Saved in:
5
Outlier-robust methods for forecasting realized covariance matrices
Li, Dan
;
Drovandi, Christopher
;
Clements, Adam
- In:
International journal of forecasting
40
(
2024
)
1
,
pp. 392-408
Persistent link: https://www.econbiz.de/10014450278
Saved in:
6
Testing and modelling time series with time varying tails
Palumbo, Dario
-
2021
Persistent link: https://www.econbiz.de/10013254110
Saved in:
7
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:
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
Forecasting using variational Bayesian inference in large vector autoregressions with hierarchical shrinkage
Gefang, Deborah
;
Koop, Gary
;
Poon, Aubrey
- In:
International journal of forecasting
39
(
2023
)
1
,
pp. 346-363
Persistent link: https://www.econbiz.de/10014462786
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...
//-->