//--> //--> //-->
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-INET working papers"
~isPartOf:"Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse"
~isPartOf:"Econometrics : open access journal"
~isPartOf:"International journal of economics and financial issues : IJEFI"
~type_genre:"Graue Literatur"
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
Estimation theory
89
Schätztheorie
89
Theorie
82
Theory
82
Nichtparametrisches Verfahren
27
Nonparametric statistics
27
Time series analysis
18
Zeitreihenanalyse
18
Regression analysis
17
Regressionsanalyse
17
Estimation
15
Schätzung
15
Stochastic process
11
Stochastischer Prozess
11
Deutschland
10
Germany
10
Statistical test
8
Statistischer Test
8
Volatilität
8
Börsenkurs
7
Share price
7
Statistical distribution
7
Statistische Verteilung
7
Markov chain
6
Markov-Kette
6
Robust statistics
5
Robustes Verfahren
5
Bootstrap approach
4
Bootstrap-Verfahren
4
Cointegration
4
Großbritannien
4
Kointegration
4
Lag model
4
Lag-Modell
4
USA
4
United Kingdom
4
United States
4
Capital income
3
Core
3
more ...
less ...
Online availability
All
Free
3
Type of publication
All
Book / Working Paper
8
Type of publication (narrower categories)
All
Graue Literatur
Article in journal
34
Aufsatz in Zeitschrift
34
Non-commercial literature
8
Arbeitspapier
6
Working Paper
6
Language
All
English
8
Author
All
Spokojnyj, Vladimir G.
3
Härdle, Wolfgang
2
Linton, Oliver
2
Chen, Jia
1
Dankenbring, Henning
1
Grammig, Joachim
1
Herwartz, Helmut
1
Li, Yu-Ning
1
Li, Zhen
1
Malec, Peter
1
Mercurio, Danilo
1
Teyssière, Gilles
1
more ...
less ...
Published in...
All
Journal of financial econometrics : official journal of the Society for Financial Econometrics
Cambridge-INET working papers
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
Econometrics : open access journal
International journal of economics and financial issues : IJEFI
Discussion paper / Tinbergen Institute
27
CREATES research paper
15
SFB 649 discussion paper
8
Documento de trabajo
6
GRIPS discussion papers
6
Working paper / National Bureau of Economic Research, Inc.
6
Working papers
6
Discussion paper / Tinbergen Institute / Tinbergen Institute
5
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
5
Working paper
5
Working paper / Department of Econometrics and Business Statistics, Monash University
5
CORE discussion papers : DP
4
Cambridge working papers in economics
4
Discussion papers / CEPR
4
Discussion papers of interdisciplinary research project 373
4
ERID working paper
4
IES working paper
4
KBI
4
Research paper series / Swiss Finance Institute
4
Série des documents de travail / Centre de Recherche en Économie et Statistique
4
Working papers / Rutgers University, Department of Economics
4
CAMA working paper series
3
CEMMAP working papers / Centre for Microdata Methods and Practice
3
Cowles Foundation discussion paper
3
Discussion paper
3
Discussion papers in economics
3
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
3
Finmap working paper
3
NCER working paper series
3
Série des documents de travail
3
Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business
3
Working papers / Rodney L. White Center for Financial Research
3
CEA_372Cass working paper series
2
CESifo working papers
2
Discussion paper / Centre for Economic Policy Research
2
Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
2
Discussion paper in financial economics : FE
2
Discussion paper series / LSE Financial Markets Group
2
more ...
less ...
Source
All
ECONIS (ZBW)
8
Showing
1
-
8
of
8
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
Robust estimation of integrated volatility
Li, Zhen
;
Linton, Oliver
-
2021
Persistent link: https://www.econbiz.de/10013206057
Saved in:
3
A semiparametric intraday GARCH model
Malec, Peter
-
2016
Persistent link: https://www.econbiz.de/10011538851
Saved in:
4
Statistical inference for time-inhomogeneous volatility models
Mercurio, Danilo
;
Spokojnyj, Vladimir G.
-
2002
Persistent link: https://www.econbiz.de/10001697768
Saved in:
5
Time inhomogeneous multiple volatility modelling
Härdle, Wolfgang
;
Herwartz, Helmut
;
Spokojnyj, Vladimir G.
-
2001
Persistent link: https://www.econbiz.de/10001580374
Saved in:
6
Adaptive estimation for a time inhomogeneous stochastic-volatility model
Härdle, Wolfgang
;
Spokojnyj, Vladimir G.
;
Teyssière, …
-
2000
Persistent link: https://www.econbiz.de/10001470372
Saved in:
7
Volatility estimates of the short term interest rate with an application to German data
Dankenbring, Henning
-
1998
Persistent link: https://www.econbiz.de/10000997987
Saved in:
8
Modeling the Deutsche Telekom IPO using a new ACD specification : an application of the Burr-ACD model using high frequency Ibis data
Grammig, Joachim
(
contributor
)
-
1998
Persistent link: https://www.econbiz.de/10000992448
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->