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isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
subject:"Volatility"
~isPartOf:"Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse"
~isPartOf:"Econometrics : open access journal"
~subject:"Momentenmethode"
~subject:"Volatilität"
~type:"book"
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Search: subject_exact:"Estimation theory"
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Volatility
Momentenmethode
Volatilität
Estimation theory
86
Schätztheorie
86
Theorie
83
Theory
83
Nichtparametrisches Verfahren
25
Nonparametric statistics
25
Regression analysis
19
Regressionsanalyse
19
Time series analysis
18
Zeitreihenanalyse
18
Estimation
12
Schätzung
12
Stochastic process
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Stochastischer Prozess
12
Deutschland
11
Germany
11
Statistical test
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Statistischer Test
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Statistical distribution
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Markov chain
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Markov-Kette
6
USA
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United States
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Großbritannien
4
Lag model
4
Lag-Modell
4
Robust statistics
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Robustes Verfahren
4
United Kingdom
4
Bootstrap approach
3
Bootstrap-Verfahren
3
Börsenkurs
3
Capital income
3
Cointegration
3
Core
3
Exchange rate
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Financial market
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English
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Härdle, Wolfgang
3
Spokojnyj, Vladimir G.
3
Dankenbring, Henning
1
Grammig, Joachim
1
Herwartz, Helmut
1
Mercurio, Danilo
1
Nielsen, Jens Perch
1
Teyssière, Gilles
1
Yang, Lijian
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
Econometrics : open access journal
CEMMAP working papers / Centre for Microdata Methods and Practice
40
Discussion paper / Tinbergen Institute
35
Cowles Foundation Discussion Paper
27
Cowles Foundation discussion paper
24
CREATES research paper
19
CESifo working papers
17
NBER Working Paper
12
Working paper / Department of Econometrics and Business Statistics, Monash University
12
SFB 649 discussion paper
10
Cambridge working papers in economics
9
Discussion papers / CEPR
9
Working papers
9
CESifo Working Paper Series
8
NBER working paper series
8
Working paper
8
Working paper / National Bureau of Economic Research, Inc.
8
Discussion paper
7
Discussion paper / Center for Economic Research, Tilburg University
6
Documento de trabajo
6
Economics discussion paper series : EDP
6
GRIPS discussion papers
6
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
6
Working papers / Rutgers University, Department of Economics
6
Discussion paper / Tinbergen Institute / Tinbergen Institute
5
Discussion papers in economics
5
ERID working paper
5
Econometrics papers
5
IES working paper
5
NBER technical working paper series
5
Research paper series / Swiss Finance Institute
5
Série des documents de travail / Centre de Recherche en Économie et Statistique
5
CORE discussion papers : DP
4
Cambridge-INET working papers
4
Chicago Booth Research Paper
4
Discussion paper series / LSE Financial Markets Group
4
Discussion papers of interdisciplinary research project 373
4
Documento de trabajo / Centro de Estudios Monetarios y Financieros
4
Finmap working paper
4
IZA Discussion Paper
4
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ECONIS (ZBW)
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1
Statistical inference for time-inhomogeneous volatility models
Mercurio, Danilo
;
Spokojnyj, Vladimir G.
-
2002
Persistent link: https://www.econbiz.de/10001697768
Saved in:
2
Time inhomogeneous multiple volatility modelling
Härdle, Wolfgang
;
Herwartz, Helmut
;
Spokojnyj, Vladimir G.
-
2001
Persistent link: https://www.econbiz.de/10001580374
Saved in:
3
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:
4
Nonparametric autoregression with multiplicative volatility and additive mean
Yang, Lijian
;
Härdle, Wolfgang
;
Nielsen, Jens Perch
-
1998
Persistent link: https://www.econbiz.de/10000168636
Saved in:
5
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:
6
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:
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