//--> //--> //--> //-->
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:"Journal of empirical finance"
~subject:"Risk measure"
~subject:"Schätztheorie"
~subject:"Share price"
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
Risk measure
Schätztheorie
Share price
Estimation theory
213
Time series analysis
58
Zeitreihenanalyse
58
Estimation
54
Schätzung
54
Volatilität
41
Theorie
34
Theory
34
Capital income
32
Kapitaleinkommen
32
Nichtparametrisches Verfahren
32
Nonparametric statistics
32
Correlation
29
Korrelation
29
ARCH model
26
ARCH-Modell
26
Börsenkurs
26
Regression analysis
24
Regressionsanalyse
24
Forecasting model
22
Prognoseverfahren
22
Statistical test
19
Statistischer Test
19
Stochastic process
18
Stochastischer Prozess
18
Panel
17
Panel study
17
Portfolio selection
17
Portfolio-Management
17
Statistical distribution
15
Statistische Verteilung
15
Autocorrelation
14
Autokorrelation
14
Market microstructure
14
Marktmikrostruktur
14
Bayes-Statistik
12
Bayesian inference
12
more ...
less ...
Online availability
All
Free
64
Undetermined
42
Type of publication
All
Article
146
Book / Working Paper
67
Type of publication (narrower categories)
All
Article in journal
172
Aufsatz in Zeitschrift
172
Graue Literatur
36
Non-commercial literature
36
Arbeitspapier
21
Working Paper
21
Collection of articles of several authors
3
Konferenzschrift
3
Sammelwerk
3
Conference proceedings
2
more ...
less ...
Language
All
English
213
Author
All
Linton, Oliver
20
Pesaran, M. Hashem
13
Jochmans, Koen
9
Harvey, Andrew C.
7
Baillie, Richard
4
Chen, Yi-ting
4
Kapetanios, George
4
Chen, Jia
3
Chudik, Alexander
3
Francq, Christian
3
Gao, Jiti
3
Li, Degui
3
Satchell, Stephen
3
Scaillet, Olivier
3
Tang, Haihan
3
Verardi, Vincenzo
3
Zakoïan, Jean-Michel
3
Ahn, Seung Chan
2
Audrino, Francesco
2
Bu, Ruijun
2
Candelon, Bertrand
2
Corsi, Fulvio
2
Dacorogna, Michel M.
2
Doppelhofer, Gernot
2
Engle, Robert F.
2
Escanciano, Juan Carlos
2
Frederiksen, Per
2
Gallant, A. Ronald
2
Hayakawa, Kazuhiko
2
Hoderlein, Stefan
2
Horváth, Lajos
2
Hurlin, Christophe
2
Hurn, Stan
2
Härdle, Wolfgang
2
Jondeau, Eric
2
Kim, Chang-Jin
2
Kristensen, Dennis
2
Lewbel, Arthur
2
Liao, Yin
2
McKenzie, Michael D.
2
more ...
less ...
Institution
All
HFDF <1, 1995, Zürich>
2
University of Cambridge / Department of Applied Economics
2
HFDF <2, 1998, Zürich>
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
Journal of empirical finance
Journal of econometrics
1,639
Economics letters
970
Econometric theory
724
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
602
Econometric reviews
447
CEMMAP working papers / Centre for Microdata Methods and Practice
364
NBER Working Paper
336
Journal of the American Statistical Association : JASA
324
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
317
Discussion paper / Tinbergen Institute
304
NBER working paper series
299
The econometrics journal
268
Série des documents de travail / Centre de Recherche en Économie et Statistique
236
Journal of applied econometrics
221
Working paper / National Bureau of Economic Research, Inc.
221
Cowles Foundation discussion paper
215
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
215
Applied economics letters
198
Discussion paper series / IZA
195
Oxford bulletin of economics and statistics
193
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
187
Discussion paper / Center for Economic Research, Tilburg University
185
European journal of operational research : EJOR
181
Applied economics
173
Discussion paper
168
Journal of quantitative economics : official journal of the Indian Econometric Society
168
Working paper / Department of Econometrics and Business Statistics, Monash University
167
International journal of forecasting
153
The review of economics and statistics
151
Econometrics : open access journal
146
Working paper
142
Economic modelling
139
CREATES research paper
137
Discussion papers of interdisciplinary research project 373
129
Quantitative economics : QE ; journal of the Econometric Society
127
Journal of forecasting
125
Working paper series
121
CORE discussion paper : DP
119
Cowles Foundation Discussion Paper
119
IZA Discussion Paper
119
more ...
less ...
Source
All
ECONIS (ZBW)
213
Showing
1
-
10
of
213
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
An adaptive long memory conditional correlation model
Dark, Jonathan
- In:
Journal of empirical finance
75
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014491877
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
Identification and estimation of categorical random coeficient models
Gao, Zhan
;
Pesaran, M. Hashem
-
2022
Persistent link: https://www.econbiz.de/10013263483
Saved in:
5
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:
6
Local predictability of stock returns and cash flows
Yu, Deshui
;
Li, Chen
- In:
Journal of empirical finance
77
(
2024
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014578533
Saved in:
7
Testing and modelling time series with time varying tails
Palumbo, Dario
-
2021
Persistent link: https://www.econbiz.de/10013254110
Saved in:
8
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:
9
Score-driven time series models
Harvey, Andrew C.
-
2021
Persistent link: https://www.econbiz.de/10013257426
Saved in:
10
Specification lasso and an application in financial markets
Dong, Chaohua
;
Li, Shaoran
-
2021
Persistent link: https://www.econbiz.de/10013259415
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...
//-->