//--> //--> //--> //-->
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:"Economic modelling"
~subject:"ARCH model"
~subject:"Nonparametric statistics"
~subject:"Statistical test"
~subject:"Stochastischer Prozess"
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
ARCH model
Nonparametric statistics
Statistical test
Stochastischer Prozess
Estimation theory
212
Schätztheorie
212
Estimation
71
Schätzung
70
Time series analysis
54
Zeitreihenanalyse
54
Volatilität
33
Regression analysis
28
Regressionsanalyse
28
Theorie
24
Theory
24
Nichtparametrisches Verfahren
23
ARCH-Modell
20
Stochastic process
20
Statistischer Test
19
Cointegration
17
Kointegration
17
Bayes-Statistik
16
Bayesian inference
16
Börsenkurs
16
Share price
16
Forecasting model
15
Prognoseverfahren
15
Capital income
14
Kapitaleinkommen
14
Monte Carlo simulation
14
Monte-Carlo-Simulation
14
Panel
14
Panel study
14
Maximum likelihood estimation
11
Maximum-Likelihood-Schätzung
11
Market microstructure
10
Marktmikrostruktur
10
Risikomaß
10
Risk measure
10
more ...
less ...
Online availability
All
Undetermined
38
Type of publication
All
Article
88
Type of publication (narrower categories)
All
Article in journal
88
Aufsatz in Zeitschrift
88
Language
All
English
88
Author
All
Kumar, Dilip
4
Maheswaran, S.
3
Bu, Ruijun
2
Chen, Yi-ting
2
Francq, Christian
2
Hadri, Kaddour
2
Horváth, Lajos
2
Härdle, Wolfgang
2
Raïssi, Hamdi
2
Wu, Jianhong
2
Zakoïan, Jean-Michel
2
Acocella, Nicola
1
Agliardi, Rosella
1
Alleva, Giorgio
1
Amini, Shahram
1
Andreou, Alena
1
Arndt, Channing
1
Audrino, Francesco
1
Balter, Janine
1
Battisti, Michele
1
Beqiraj, Elton
1
Birke, Melanie
1
Boccanfuso, Dorothée
1
Bormann, Carsten
1
Bos, Charles S.
1
Boudt, Kris
1
Boughrara, Adel
1
Caldeira, João F.
1
Camacho, Maximo
1
Carrasco, Marine
1
Castillo B., Paul
1
Cheng, Jie
1
Christoffersen, Peter F.
1
Conrad, Christian A.
1
Croux, Christophe
1
Demetrescu, Matei
1
Deng, Wen-Shuenn
1
Denuit, Michel
1
Desli, Evangelia
1
Di Bartolomeo, Giovanni
1
more ...
less ...
Published in...
All
Journal of financial econometrics : official journal of the Society for Financial Econometrics
Economic modelling
Journal of econometrics
554
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
194
Econometric theory
189
Economics letters
163
Econometric reviews
162
CEMMAP working papers / Centre for Microdata Methods and Practice
159
The econometrics journal
106
Journal of the American Statistical Association : JASA
94
Discussion paper / Tinbergen Institute
85
Cowles Foundation discussion paper
69
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
61
Discussion papers of interdisciplinary research project 373
60
Quantitative economics : QE ; journal of the Econometric Society
59
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
58
Working paper / Department of Econometrics and Business Statistics, Monash University
56
CREATES research paper
53
Cowles Foundation Discussion Paper
49
SFB 649 discussion paper
48
Discussion paper series / IZA
45
Econometrics : open access journal
45
European journal of operational research : EJOR
43
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
43
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
41
Série des documents de travail / Centre de Recherche en Économie et Statistique
41
Applied economics letters
38
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
38
Econometrics papers
37
International journal of forecasting
37
Journal of empirical finance
34
NBER Working Paper
32
Working paper
32
Computational economics
31
Cambridge working papers in economics
30
Discussion paper / Center for Economic Research, Tilburg University
30
Journal of financial econometrics
30
Insurance / Mathematics & economics
29
Journal of applied econometrics
29
Journal of banking & finance
28
more ...
less ...
Source
All
ECONIS (ZBW)
88
Showing
1
-
10
of
88
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Semiparametric least squares estimation of binary choice panel data models with endogeneity
Semykina, Anastasia
;
Xie, Yimeng
;
Yang, Cynthia Fan
; …
- In:
Economic modelling
132
(
2024
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014547973
Saved in:
2
Flexible inflation targeting and stock market volatility : evidence from emerging market economies
Dridi, Ichrak
;
Boughrara, Adel
- In:
Economic modelling
126
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014462464
Saved in:
3
Effects of external shocks on macroeconomic fluctuations in Pacific Alliance countries
Rodriguez, Gabriel
;
Vassallo, Renato
;
Castillo B., Paul
- In:
Economic modelling
124
(
2023
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014463282
Saved in:
4
Testing for integration and cointegration when time series are observed with noise
Gianfreda, Angelica
;
Maranzano, Paolo
;
Parisio, Lucia
; …
- In:
Economic modelling
125
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014463618
Saved in:
5
Nonparametric estimates of price efficiency for the Greek infant milk market : curing the curse of dimensionality with shannon entropy
Karagiannis, Roxani
;
Karagiannēs, Giannēs
- In:
Economic modelling
121
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014384352
Saved in:
6
Testing for no cointegration in vector autoregressions with estimated degree of fractional integration
Demetrescu, Matei
;
Kusin, Vladimir
;
Salish, Nazarii
- In:
Economic modelling
108
(
2022
),
pp. 1-32
Persistent link: https://www.econbiz.de/10013347934
Saved in:
7
Identification and estimation of a heteroskedastic censored regression model with random coefficient dummy endogenous regressors
Guo, Jing
;
Wang, Lei
;
Zhang, ZhengYu
- In:
Economic modelling
110
(
2022
),
pp. 1-20
Persistent link: https://www.econbiz.de/10013348383
Saved in:
8
Symbolic transfer entropy test for causality in longitudinal data
Camacho, Maximo
;
Romeu, Andres
;
Ruiz Marín, Manuel
- In:
Economic modelling
94
(
2021
),
pp. 649-661
Persistent link: https://www.econbiz.de/10012695248
Saved in:
9
Bayesian estimation for a semiparametric nonlinear volatility model
Hu, Shuowen
;
Poskitt, Donald Stephen
;
Zhang, Xibin
- In:
Economic modelling
98
(
2021
),
pp. 361-370
Persistent link: https://www.econbiz.de/10012793996
Saved in:
10
Testing linear relationships between non-constant variances of economic variables
Hirukawa, Junichi
;
Raïssi, Hamdi
- In:
Economic modelling
90
(
2020
),
pp. 182-189
Persistent link: https://www.econbiz.de/10012428132
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...
//-->