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isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
subject:"Volatility"
~isPartOf:"Econometric theory"
~isPartOf:"Mathematics of operations research"
~subject:"ARCH model"
~subject:"ARCH-Modell"
~subject:"Stochastischer Prozess"
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Search: subject_exact:"Estimation theory"
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Volatility
ARCH model
ARCH-Modell
Stochastischer Prozess
Estimation theory
839
Schätztheorie
839
Theorie
294
Theory
294
Time series analysis
180
Zeitreihenanalyse
180
Nichtparametrisches Verfahren
113
Nonparametric statistics
113
Regression analysis
101
Regressionsanalyse
101
Statistical test
48
Statistischer Test
48
Estimation
44
Schätzung
44
Autocorrelation
33
Autokorrelation
33
Stochastic process
31
Volatilität
31
Method of moments
28
Momentenmethode
28
Cointegration
26
Kointegration
26
Statistical distribution
26
Statistische Verteilung
26
Induktive Statistik
24
Statistical inference
24
Panel
23
Panel study
23
Statistical theory
23
Statistische Methodenlehre
23
Einheitswurzeltest
22
Unit root test
22
Correlation
19
Korrelation
19
Forecasting model
18
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18
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English
95
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Linton, Oliver
6
Francq, Christian
5
Horváth, Lajos
5
Zakoïan, Jean-Michel
4
Chan, Ngai Hang
3
Kokoszka, Piotr
3
Berkes, István
2
Ghysels, Eric
2
Glynn, Peter W.
2
Kanaya, Shin
2
Kristensen, Dennis
2
Li, Jia
2
Saikkonen, Pentti
2
Zaffaroni, Paolo
2
Zhang, Rongmao
2
Amarjit, Budhiraja
1
Andreou, Alena
1
Andrews, Beth
1
Aravkin, Aleksandr
1
Arteche, Josu
1
Audrino, Francesco
1
Avarucci, Marco
1
Balter, Janine
1
Bandi, Federico M.
1
Bertsekas, Dimitri P.
1
Beutner, Eric
1
Bhatnagar, Shalabh
1
Blanchet, Jose
1
Bos, Charles S.
1
Bu, Ruijun
1
Caldeira, João F.
1
Carrasco, Marine
1
Cavaliere, Giuseppe
1
Chan, Kung-sik
1
Chen, Xiaohong
1
Chen, Yi-ting
1
Cheung, Wang Chi
1
Christoffersen, Peter F.
1
Christopeit, Norbert
1
Cohen, Asaf
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
Econometric theory
Mathematics of operations research
Journal of econometrics
162
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
63
Economics letters
48
Discussion paper / Tinbergen Institute
47
Econometric reviews
40
CREATES research paper
35
Journal of empirical finance
30
Economic modelling
27
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
27
The econometrics journal
23
Finance research letters
21
International journal of forecasting
20
Journal of forecasting
20
Journal of banking & finance
19
Journal of financial econometrics
19
SFB 649 discussion paper
18
Journal of risk and financial management : JRFM
17
Quantitative finance
17
Série des documents de travail / Centre de Recherche en Économie et Statistique
17
Econometrics : open access journal
16
Computational economics
15
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
15
International journal of theoretical and applied finance
15
Cowles Foundation discussion paper
14
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
14
European journal of operational research : EJOR
14
Journal of mathematical finance
14
The North American journal of economics and finance : a journal of financial economics studies
14
Applied economics
13
Applied economics letters
13
Discussion papers of interdisciplinary research project 373
13
International journal of economics and financial issues : IJEFI
13
Journal of risk
13
Journal of time series econometrics
13
Insurance / Mathematics & economics
11
NBER Working Paper
11
Operations research
11
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ECONIS (ZBW)
95
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1
Least squares and IVX limit theory in systems of predictive regressions with GARCH innovations
Magdalinos, Tassos
- In:
Econometric theory
38
(
2022
)
5
,
pp. 875-912
Persistent link: https://www.econbiz.de/10013469682
Saved in:
2
Nonstationary linear processes with infinite variance GARCH errors
Zhang, Rongmao
;
Chan, Ngai Hang
- In:
Econometric theory
37
(
2021
)
5
,
pp. 892-925
Persistent link: https://www.econbiz.de/10012656388
Saved in:
3
Estimation of volatility functions in jump diffusions using truncated bipower increments
Kim, Jihyun
;
Park, Joon Y.
;
Wang, Bin
- In:
Econometric theory
37
(
2021
)
5
,
pp. 926-958
Persistent link: https://www.econbiz.de/10012656389
Saved in:
4
Efficient estimation of integrated volatility functionals under general volatility dynamics
Li, Jia
;
Liu, Yunxiao
- In:
Econometric theory
37
(
2021
)
4
,
pp. 664-707
Persistent link: https://www.econbiz.de/10012618196
Saved in:
5
Statistics of robust optimization : a generalized empirical likelihood approach
Duchi, John C.
;
Glynn, Peter W.
;
Namkoog, Hongseok
- In:
Mathematics of operations research
46
(
2021
)
3
,
pp. 946-969
Persistent link: https://www.econbiz.de/10012625674
Saved in:
6
Trimmed statistical estimation via variance reduction
Aravkin, Aleksandr
;
Davis, Damek
- In:
Mathematics of operations research
45
(
2020
)
1
,
pp. 292-322
Persistent link: https://www.econbiz.de/10012183043
Saved in:
7
Exact local whittle estimation in long memory time series with multiple poles
Arteche, Josu
- In:
Econometric theory
36
(
2020
)
6
,
pp. 1064-1098
Persistent link: https://www.econbiz.de/10012404090
Saved in:
8
Sampling-based approximation schemes for capacitated stochastic inventory control models
Cheung, Wang Chi
;
Simchi-Levi, David
- In:
Mathematics of operations research
44
(
2019
)
2
,
pp. 668-692
Persistent link: https://www.econbiz.de/10012028641
Saved in:
9
QML inference for volatility models with covariates
Francq, Christian
;
Le Quyen Thieu
- In:
Econometric theory
35
(
2019
)
1
,
pp. 37-72
Persistent link: https://www.econbiz.de/10012146117
Saved in:
10
Characterizations of multinormality and corresponding tests of fit, including for GARCH models
Henze, Norbert
;
Jiménez-Gamero, M. Dolores
;
Meintanis, …
- In:
Econometric theory
35
(
2019
)
3
,
pp. 510-546
Persistent link: https://www.econbiz.de/10012146149
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