//--> //--> //--> //-->
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:"Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse"
~isPartOf:"Quantitative finance"
~isPartOf:"The econometrics journal"
~subject:"Capital income"
~subject:"Statistische Verteilung"
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
Capital income
Statistische Verteilung
Estimation theory
462
Schätztheorie
462
Theorie
123
Theory
123
Nichtparametrisches Verfahren
96
Nonparametric statistics
96
Time series analysis
84
Zeitreihenanalyse
84
Regression analysis
82
Regressionsanalyse
82
Estimation
67
Schätzung
67
Statistical test
51
Statistischer Test
51
Volatilität
48
Panel
41
Panel study
41
Stochastic process
32
Stochastischer Prozess
32
Forecasting model
28
Prognoseverfahren
28
Statistical distribution
28
ARCH model
27
ARCH-Modell
27
Modellierung
23
Scientific modelling
23
Autocorrelation
21
Autokorrelation
20
Bootstrap approach
20
Bootstrap-Verfahren
20
Monte Carlo simulation
20
Monte-Carlo-Simulation
20
Induktive Statistik
19
Kapitaleinkommen
19
Statistical inference
19
Cointegration
18
Correlation
18
more ...
less ...
Online availability
All
Undetermined
36
Free
6
Type of publication
All
Article
71
Book / Working Paper
14
Type of publication (narrower categories)
All
Article in journal
71
Aufsatz in Zeitschrift
71
Arbeitspapier
13
Graue Literatur
13
Non-commercial literature
13
Working Paper
13
Language
All
English
85
Author
All
Härdle, Wolfgang
4
Spokojnyj, Vladimir G.
4
Butucea, Cristina
2
Fan, Jianqing
2
Herwartz, Helmut
2
Läuter, Henning
2
Wu, Ximing
2
Abadir, Karim Maher
1
Adams, Christopher P.
1
Ahlgren, Niklas
1
Andreou, Alena
1
Antell, Jan
1
Balter, Janine
1
Bao, Yong
1
Bayer, Christian
1
Behrendt, Simon
1
Bianchi, Michele Leonardo
1
Bormann, Carsten
1
Bos, Charles S.
1
Breneis, Simon
1
Buccheri, G.
1
Bunke, Olaf
1
Caldeira, João F.
1
Calzolari, Giorgio
1
Canabarro, Askery
1
Cang, Yuquan
1
Carrasco, Marine
1
Chatterjee, Rupak
1
Chen, Jiaqin
1
Chen, Wilson Ye
1
Chen, Yi-ting
1
Chi, Xie
1
Chronopoulou, Alexandra
1
Chu, Chih-Kang
1
Corsi, Fulvio
1
Coudin, Elise
1
Danilov, Dmitry L.
1
Dankenbring, Henning
1
Delgado, Miguel A.
1
Du, Zaichao
1
more ...
less ...
Published in...
All
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
Quantitative finance
The econometrics journal
Journal of econometrics
185
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
76
Economics letters
54
Discussion paper / Tinbergen Institute
45
Insurance / Mathematics & economics
45
Econometric reviews
42
Econometric theory
39
Journal of empirical finance
38
Finance research letters
26
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
25
Statistics in transition : an international journal of the Polish Statistical Association
24
CEMMAP working papers / Centre for Microdata Methods and Practice
23
International journal of forecasting
23
Journal of banking & finance
23
Journal of risk and financial management : JRFM
22
Journal of financial econometrics
21
Journal of forecasting
21
CREATES research paper
20
Discussion paper / Center for Economic Research, Tilburg University
20
Econometrics : open access journal
20
Economic modelling
20
Journal of the American Statistical Association : JASA
19
Computational economics
17
European journal of operational research : EJOR
17
NBER Working Paper
17
International journal of theoretical and applied finance
16
Journal of mathematical finance
16
Journal of risk
16
SFB 649 discussion paper
16
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
16
Discussion papers of interdisciplinary research project 373
15
Série des documents de travail / Centre de Recherche en Économie et Statistique
15
Applied economics
14
Risks : open access journal
14
Working paper
14
Working papers
14
more ...
less ...
Source
All
ECONIS (ZBW)
85
Showing
1
-
10
of
85
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Explicit minimal representation of variance matrices, and its implication for dynamic volatility models
Abadir, Karim Maher
- In:
The econometrics journal
26
(
2023
)
1
,
pp. 88-104
Persistent link: https://www.econbiz.de/10013543279
Saved in:
2
Markovian approximations of stochastic Volterra equations with the fractional kernel
Bayer, Christian
;
Breneis, Simon
- In:
Quantitative finance
23
(
2023
)
1
,
pp. 53-70
Persistent link: https://www.econbiz.de/10013490954
Saved in:
3
Distributional robustness of K-class estimators and the PULSE
Jakobsen, Martin Emil
;
Peters, Jonas
- In:
The econometrics journal
25
(
2022
)
2
,
pp. 404-432
Persistent link: https://www.econbiz.de/10013253842
Saved in:
4
GARCH-UGH : a bias-reduced approach for dynamic extreme Value-at-Risk estimation in financial time series
Kaibuchi, Hibiki
;
Kawasaki, Yoshinori
;
Stupfler, G.
- In:
Quantitative finance
22
(
2022
)
7
,
pp. 1277-1294
Persistent link: https://www.econbiz.de/10013367899
Saved in:
5
A generalized heterogeneous autoregressive model using market information
Hizmeri, Rodrigo
;
Izzeldin, Marwan
;
Nolte, Ingmar
; …
- In:
Quantitative finance
22
(
2022
)
8
,
pp. 1513-1534
Persistent link: https://www.econbiz.de/10013367925
Saved in:
6
Implied volatility directional forecasting : a machine learning approach
Vrontos, Spyridon D.
;
Galakis, John
;
Vrontos, Ioannis D.
- In:
Quantitative finance
21
(
2021
)
10
,
pp. 1687-1706
Persistent link: https://www.econbiz.de/10012653707
Saved in:
7
Dynamic quantile function models
Chen, Wilson Ye
;
Peters, Gareth
;
Gerlach, Richard H.
; …
- In:
Quantitative finance
22
(
2022
)
9
,
pp. 1665-1691
Persistent link: https://www.econbiz.de/10013367940
Saved in:
8
Proof of non-convergence of the short-maturity expansion for the SABR model
Lewis, Alan L.
;
Pirjol, Dan
- In:
Quantitative finance
22
(
2022
)
9
,
pp. 1747-1757
Persistent link: https://www.econbiz.de/10013367944
Saved in:
9
Distribution regression in duration analysis : an application to unemployment spells
Delgado, Miguel A.
;
García, Andrés
;
Sant'Anna, Pedro H. C.
- In:
The econometrics journal
25
(
2022
)
3
,
pp. 675-698
Persistent link: https://www.econbiz.de/10013399857
Saved in:
10
High-dimensional realized covariance estimation : a parametric approach
Buccheri, G.
;
Mboussa Anga, G.
- In:
Quantitative finance
22
(
2022
)
11
,
pp. 2093-2107
Persistent link: https://www.econbiz.de/10013490925
Saved in:
1
2
3
4
5
6
7
8
9
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->