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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"
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Search: subject_exact:"Estimation theory"
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Volatility
Momentenmethode
Volatilität
Estimation theory
304
Schätztheorie
304
Theorie
92
Theory
92
Time series analysis
84
Zeitreihenanalyse
84
Nichtparametrisches Verfahren
53
Nonparametric statistics
53
Regression analysis
52
Regressionsanalyse
52
Estimation
51
Schätzung
51
Statistical test
32
Statistischer Test
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Stochastic process
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Stochastischer Prozess
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Cointegration
22
Kointegration
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Statistical distribution
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Statistische Verteilung
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ARCH model
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ARCH-Modell
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Capital income
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Kapitaleinkommen
18
VAR model
17
VAR-Modell
17
Correlation
16
Korrelation
16
Börsenkurs
15
Method of moments
15
Share price
15
Bayesian inference
14
Bayes-Statistik
13
Maximum likelihood estimation
13
Maximum-Likelihood-Schätzung
13
Modellierung
13
Scientific modelling
13
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39
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English
45
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Härdle, Wolfgang
4
Spokojnyj, Vladimir G.
4
Herwartz, Helmut
2
Silvennoinen, Annastiina
2
Teräsvirta, Timo
2
Ando, Tomohiro
1
Andreou, Alena
1
Balter, Janine
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Becker, Ralf
1
Bos, Charles S.
1
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1
Candelon, Bertrand
1
Carrasco, Marine
1
Chang, Chia-ling
1
Chen, Yi-ting
1
Clements, Adam
1
Colletaz, Gilbert
1
Creel, Michael D.
1
Dankenbring, Henning
1
Davies, Robert
1
Dong, Yingjie
1
Fan, Jianqing
1
Fan, Yingying
1
Francq, Christian
1
Frazier, David T.
1
Frederiksen, Per
1
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1
Grammig, Joachim
1
Gruszka, Jarosław
1
Guerrier, Stéphane
1
Gørgens, Tue
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Hall, Stephen G.
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Hassler, Uwe
1
Heberle, Jochen
1
Horváth, Lajos
1
Hurlin, Christophe
1
Ikeda, Shin S.
1
Jakobsen, Johan Stax
1
Janus, Paweł
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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
Journal of econometrics
213
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
66
Econometric reviews
58
Economics letters
58
CEMMAP working papers / Centre for Microdata Methods and Practice
40
Econometric theory
38
Discussion paper / Tinbergen Institute
35
Cowles Foundation Discussion Paper
27
Cowles Foundation discussion paper
24
The econometrics journal
24
Economic modelling
21
Journal of empirical finance
21
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
20
CREATES research paper
19
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
18
CESifo working papers
17
Quantitative finance
17
International journal of forecasting
14
Journal of banking & finance
14
Journal of financial econometrics
14
Applied economics letters
13
Finance research letters
13
International journal of theoretical and applied finance
13
Empirical economics : a quarterly journal of the Institute for Advanced Studies
12
NBER Working Paper
12
The North American journal of economics and finance : a journal of financial economics studies
12
Working paper / Department of Econometrics and Business Statistics, Monash University
12
Journal of forecasting
11
Journal of risk and financial management : JRFM
11
Regional science & urban economics
11
Applied economics
10
SFB 649 discussion paper
10
Cambridge working papers in economics
9
Computational economics
9
Discussion papers / CEPR
9
Working papers
9
CESifo Working Paper Series
8
Finance and stochastics
8
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31
Estimation of distortion risk measures
Tsukahara, Hideatsu
- In:
Journal of financial econometrics : official journal of …
12
(
2014
)
1
,
pp. 213-235
Persistent link: https://www.econbiz.de/10010233598
Saved in:
32
Asymptotics of realized volatility with non-Gaussian ARCH(∞) Microstructure noise
Taniai, Hiroyuki
;
Usami, Takashi
;
Suto, Nobuyuki
; …
- In:
Journal of financial econometrics : official journal of …
10
(
2012
)
4
,
pp. 617-636
Persistent link: https://www.econbiz.de/10009671895
Saved in:
33
Spot variance path estimation and its application to high-frequency jump testing
Bos, Charles S.
;
Janus, Paweł
;
Koopman, Siem Jan
- In:
Journal of financial econometrics : official journal of …
10
(
2012
)
2
,
pp. 354-389
Persistent link: https://www.econbiz.de/10009540536
Saved in:
34
Backtesting value-at-risk : a GMM duration-based test
Candelon, Bertrand
;
Colletaz, Gilbert
;
Hurlin, Christophe
; …
- In:
Journal of financial econometrics : official journal of …
9
(
2011
)
2
,
pp. 314-343
Persistent link: https://www.econbiz.de/10009125123
Saved in:
35
GARCH parameter estimation using high-frequency data
Visser, Marcel P.
- In:
Journal of financial econometrics : official journal of …
9
(
2011
)
1
,
pp. 162-197
Persistent link: https://www.econbiz.de/10009125144
Saved in:
36
Bias-reduced estimation of long-memory stochastic volatility
Frederiksen, Per
;
Nielsen, Morten Ørregaard
- In:
Journal of financial econometrics : official journal of …
6
(
2008
)
4
,
pp. 496-512
Persistent link: https://www.econbiz.de/10003778957
Saved in:
37
Aggregation of nonparametric estimators for volatility matrix
Fan, Jianqing
;
Fan, Yingying
;
Lv, Jinchi
- In:
Journal of financial econometrics : official journal of …
5
(
2007
)
3
,
pp. 321-357
Persistent link: https://www.econbiz.de/10003518410
Saved in:
38
The impact of sampling frequency and volatility estimators on change-point tests
Andreou, Alena
;
Ghysels, Eric
- In:
Journal of financial econometrics : official journal of …
2
(
2004
)
2
,
pp. 290-318
Persistent link: https://www.econbiz.de/10002214288
Saved in:
39
Time inhomogenous multiple volatility modeling
Härdle, Wolfgang
;
Herwartz, Helmut
;
Spokojnyj, Vladimir G.
- In:
Journal of financial econometrics : official journal of …
1
(
2003
)
1
,
pp. 55-95
Persistent link: https://www.econbiz.de/10002220931
Saved in:
40
Statistical inference for time-inhomogeneous volatility models
Mercurio, Danilo
;
Spokojnyj, Vladimir G.
-
2002
Persistent link: https://www.econbiz.de/10001697768
Saved in:
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