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isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
subject:"Volatility"
~isPartOf:"Econometrics : open access journal"
~isPartOf:"International journal of theoretical and applied finance"
~isPartOf:"Journal of the American Statistical Association : JASA"
~subject:"Prognoseverfahren"
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Search: subject_exact:"Estimation theory"
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Volatility
Prognoseverfahren
Estimation theory
582
Schätztheorie
582
Regression analysis
122
Regressionsanalyse
122
Nichtparametrisches Verfahren
105
Nonparametric statistics
105
Time series analysis
102
Zeitreihenanalyse
102
Estimation
66
Schätzung
66
Volatilität
41
Statistical test
36
Statistischer Test
36
Correlation
33
Korrelation
33
Statistical distribution
32
Statistische Verteilung
32
Sampling
31
Stichprobenerhebung
31
Bayesian inference
26
Stochastic process
26
Stochastischer Prozess
26
Bayes-Statistik
25
Maximum likelihood estimation
25
Maximum-Likelihood-Schätzung
25
Forecasting model
24
Multivariate Analyse
24
Multivariate analysis
24
Induktive Statistik
23
Statistical inference
23
Cointegration
21
Kointegration
21
Monte Carlo simulation
21
Monte-Carlo-Simulation
21
Theorie
21
Theory
21
ARCH model
20
ARCH-Modell
20
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8
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Article
63
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63
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63
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English
63
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Fan, Jianqing
3
Fan, Yingying
2
Francq, Christian
2
Gatheral, Jim
2
Horváth, Lajos
2
Jiang, Jiming
2
Silvennoinen, Annastiina
2
Teräsvirta, Timo
2
Zakoïan, Jean-Michel
2
Albani, Vinícius
1
Alwan, Layth C.
1
Ammou, Samir Ben
1
Andreou, Alena
1
Audrino, Francesco
1
Aït-Sahalia, Yacine
1
Baldeaux, jan
1
Balter, Janine
1
Becker, Ralf
1
Bigelow, Jamie L.
1
Bos, Charles S.
1
Buescu, Cristin
1
Cai, Tianxi
1
Caldeira, João F.
1
Calvet, Laurent E.
1
Carrasco, Marine
1
Carroll, Raymond J.
1
Cezaro, Adriano de
1
Chang, Chia-ling
1
Chen, Tzu-ying
1
Chudý, Marek
1
Clements, Adam
1
Czellar, Veronika
1
Davies, Robert
1
Delaigle, Aurore
1
Dong, Yingjie
1
Dunson, David B.
1
Efron, Bradley
1
El Qalli, Yassine
1
Frahm, Gabriel
1
Frederiksen, Per
1
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
Econometrics : open access journal
International journal of theoretical and applied finance
Journal of the American Statistical Association : JASA
Journal of econometrics
179
International journal of forecasting
117
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
78
Journal of forecasting
74
Economics letters
44
Discussion paper / Tinbergen Institute
43
Journal of empirical finance
33
Econometric reviews
31
CREATES research paper
24
Econometric theory
24
Working paper / Department of Econometrics and Business Statistics, Monash University
24
Economic modelling
23
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
22
The econometrics journal
22
Quantitative finance
21
Finance research letters
18
Journal of financial econometrics
18
Journal of banking & finance
17
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
15
Working papers / Rutgers University, Department of Economics
15
Computational economics
14
European journal of operational research : EJOR
14
Journal of risk and financial management : JRFM
14
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
13
Insurance / Mathematics & economics
13
The North American journal of economics and finance : a journal of financial economics studies
13
Working paper
13
Applied economics
12
Discussion paper
12
NBER working paper series
12
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
12
Discussion papers / CEPR
11
Empirical economics : a quarterly journal of the Institute for Advanced Studies
11
Journal of mathematical finance
11
NBER Working Paper
11
Risks : open access journal
11
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31
An application of the method of moments to range-based volatility estimation using daily high, low, opening, and closing (HLOC) prices
Buescu, Cristin
;
Taksar, Michael I.
;
Koné, Fatoumata J.
- In:
International journal of theoretical and applied finance
16
(
2013
)
5
,
pp. 1-24
Persistent link: https://www.econbiz.de/10009784042
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
A general computation scheme for a high-order asymptotic expansion method
Takahashi, Akihiko
;
Takehara, Kohta
;
Toda, Masashi
- In:
International journal of theoretical and applied finance
15
(
2012
)
6
,
pp. 1-25
Persistent link: https://www.econbiz.de/10009672591
Saved in:
34
Exact simulation of the 3/2 model
Baldeaux, jan
- In:
International journal of theoretical and applied finance
15
(
2012
)
5
,
pp. 1-13
Persistent link: https://www.econbiz.de/10009672611
Saved in:
35
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:
36
The heat-kernel most-likely-path approximation
Gatheral, Jim
;
Wang, Tai-Ho
- In:
International journal of theoretical and applied finance
15
(
2012
)
1
,
pp. 1-18
Persistent link: https://www.econbiz.de/10009541999
Saved in:
37
Statistical causes for the Epps effect in microstructure noise
Münnix, Michael C.
;
Schäfer, Rudi
;
Guhr, Thomas
- In:
International journal of theoretical and applied finance
14
(
2011
)
8
,
pp. 1231-1246
Persistent link: https://www.econbiz.de/10009541998
Saved in:
38
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:
39
Estimating the jump activity index under noisy observations using high-frequency data
Jing, Bingyi
;
Kong, Xinbing
;
Liu, Zhi
- In:
Journal of the American Statistical Association : JASA
106
(
2011
)
494
,
pp. 558-568
Persistent link: https://www.econbiz.de/10009267673
Saved in:
40
Best predictive small area estimation
Jiang, Jiming
;
Thuan Nguyen
;
Rao, J. Sunil
- In:
Journal of the American Statistical Association : JASA
106
(
2011
)
494
,
pp. 732-745
Persistent link: https://www.econbiz.de/10009268858
Saved in:
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