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isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
subject:"Volatility"
~isPartOf:"Cambridge working papers in economics"
~isPartOf:"Journal of the American Statistical Association : JASA"
~subject:"Forecasting model"
~subject:"Regressionsanalyse"
~subject:"Share price"
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Search: subject_exact:"Estimation theory"
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Volatility
Forecasting model
Regressionsanalyse
Share price
Estimation theory
460
Schätztheorie
460
Regression analysis
108
Nichtparametrisches Verfahren
101
Nonparametric statistics
101
Time series analysis
67
Zeitreihenanalyse
67
Estimation
55
Schätzung
55
Correlation
38
Korrelation
38
Statistical test
27
Statistischer Test
27
Sampling
24
Statistical distribution
24
Statistische Verteilung
24
Stichprobenerhebung
24
Volatilität
24
Bayes-Statistik
22
Bayesian inference
22
Induktive Statistik
21
Prognoseverfahren
21
Statistical inference
21
Theorie
21
Theory
21
Maximum likelihood estimation
20
Maximum-Likelihood-Schätzung
20
Multivariate Analyse
20
Multivariate analysis
20
Panel
20
Panel study
20
Robust statistics
19
Robustes Verfahren
19
ARCH model
15
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Article
131
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Graue Literatur
13
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13
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5
Working Paper
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English
154
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Linton, Oliver
9
Fan, Jianqing
6
Ibrahim, Joseph George
4
Jochmans, Koen
4
Pesaran, M. Hashem
4
Zeng, Donglin
4
Carroll, Raymond J.
3
Chatterjee, Nilanjan
3
Dunson, David B.
3
Jiang, Jiancheng
3
Kapetanios, George
3
Liang, Hua
3
Wang, Hansheng
3
Cai, Zongwu
2
Chen, Jia
2
Chen, Ming-Hui
2
Cook, R. Dennis
2
Delaigle, Aurore
2
Escanciano, Juan Carlos
2
Fan, Yingying
2
Francq, Christian
2
Gao, Jiti
2
Hall, Peter
2
Hoderlein, Stefan
2
Horváth, Lajos
2
Härdle, Wolfgang
2
Jiang, Jiming
2
Lahiri, P.
2
Lewbel, Arthur
2
Li, Degui
2
Li, Hui
2
Lin, Danyu
2
Liu, Wei
2
Müller, Hans-Georg
2
Peng, Heng
2
Ruppert, David
2
Spokojnyj, Vladimir G.
2
Srisuma, Sorawoot
2
Sun, Jianguo
2
Sun, Liuquan
2
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University of Cambridge / Department of Applied Economics
1
University of Cambridge / Faculty of Economics
1
Published in...
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
Cambridge working papers in economics
Journal of the American Statistical Association : JASA
Journal of econometrics
426
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
161
Economics letters
133
International journal of forecasting
119
Econometric theory
113
CEMMAP working papers / Centre for Microdata Methods and Practice
101
Econometric reviews
97
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
88
Journal of forecasting
78
Discussion paper / Tinbergen Institute
72
The econometrics journal
72
NBER Working Paper
48
Discussion papers of interdisciplinary research project 373
47
Cowles Foundation discussion paper
46
Discussion paper series / IZA
45
Economic modelling
45
Working paper / Department of Econometrics and Business Statistics, Monash University
45
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
43
European journal of operational research : EJOR
43
Discussion paper / Sonderforschungsbereich 386 der Ludwig-Maximilians-Universität München
42
NBER working paper series
41
Journal of empirical finance
39
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
38
Econometrics : open access journal
37
Working paper
37
Discussion paper
34
CREATES research paper
33
Computational economics
32
Insurance / Mathematics & economics
32
Journal of risk and financial management : JRFM
31
SFB 649 discussion paper
31
KBI
30
Discussion paper / Center for Economic Research, Tilburg University
29
Applied economics letters
28
Journal of applied econometrics
28
CESifo working papers
27
Cowles Foundation Discussion Paper
27
Finance research letters
27
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ECONIS (ZBW)
154
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1
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:
2
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:
3
Testing and modelling time series with time varying tails
Palumbo, Dario
-
2021
Persistent link: https://www.econbiz.de/10013254110
Saved in:
4
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:
5
Robust estimation of integrated volatility
Li, Zhen
;
Linton, Oliver
-
2021
Persistent link: https://www.econbiz.de/10013206057
Saved in:
6
A semi-parametric Bayesian generalized least square estimator
Wu, Ruochen
;
Weeks, Melvyn
-
2020
Persistent link: https://www.econbiz.de/10012793122
Saved in:
7
Heteroskedasticity-robust inference in linear regression models with many covariates
Jochmans, Koen
-
2020
Persistent link: https://www.econbiz.de/10013203213
Saved in:
8
Nonparametric Euler equation identification and estimation
Escanciano, Juan Carlos
;
Hoderlein, Stefan
;
Lewbel, Arthur
-
2020
Persistent link: https://www.econbiz.de/10013205434
Saved in:
9
Efficient estimation of nonparametric regression in the presence of dynamic heteroskedasticity
Linton, Oliver
;
Xiao, Zhijie
-
2019
Persistent link: https://www.econbiz.de/10012692312
Saved in:
10
Nonparametric predictive regressions for stock return brediction
Cheng, Tingting
;
Gao, Jiti
;
Linton, Oliver
-
2019
Persistent link: https://www.econbiz.de/10012698837
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