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isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
subject:"Volatility"
~isPartOf:"Economics letters"
~language:"eng"
~subject:"Correlation"
~subject:"Forecasting model"
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Volatility
Correlation
Forecasting model
Estimation theory
1,043
Schätztheorie
1,043
Theorie
392
Theory
392
Time series analysis
155
Zeitreihenanalyse
155
Estimation
125
Schätzung
123
Regression analysis
101
Regressionsanalyse
101
Panel
93
Panel study
93
Nichtparametrisches Verfahren
90
Nonparametric statistics
90
Statistical test
51
Statistischer Test
51
Volatilität
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Autocorrelation
38
Autokorrelation
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Method of moments
37
Momentenmethode
37
Bias
32
Korrelation
32
Systematischer Fehler
32
ARCH model
31
ARCH-Modell
31
Prognoseverfahren
31
Panel data
29
Maximum likelihood estimation
28
Maximum-Likelihood-Schätzung
27
Sampling
26
Statistical distribution
26
Statistische Verteilung
26
Stichprobenerhebung
26
Statistical theory
25
Statistische Methodenlehre
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Shin, Dong-wan
5
Hwang, Eunju
3
Moura, Guilherme Valle
3
Wooldridge, Jeffrey M.
3
Audrino, Francesco
2
Corsi, Fulvio
2
Francq, Christian
2
Horváth, Lajos
2
Prokhorov, Artem
2
Tse, Yiu Kuen
2
Zakoïan, Jean-Michel
2
Abeysinghe, Tilak
1
Abrevaya, Jason
1
Ahlgren, Niklas
1
Anatolyev, Stanislav
1
Andreou, Alena
1
Annaert, Jan
1
Antell, Jan
1
Ardia, David
1
Atak, Alev
1
Baghestani, Hamid
1
Baltagi, Badi H.
1
Balter, Janine
1
Batchelor, Roy A.
1
Bin, Peng
1
Bos, Charles S.
1
Boudt, Kris
1
Bresson, Georges
1
Cai, Zongwu
1
Caldeira, João F.
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Calvet, Laurent E.
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Carrasco, Marine
1
Cecen, A. A.
1
Chang, Seong Yeon
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Chen, Mingjing
1
Chen, Yi-ting
1
Choi, Ji-Eun
1
Chu, Chia-shang James
1
Chu, Jeffrey
1
Claes, Anouk G. P.
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
Economics letters
Journal of econometrics
221
International journal of forecasting
117
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
104
Journal of forecasting
76
Discussion paper / Tinbergen Institute
50
Econometric reviews
38
Journal of empirical finance
38
Econometric theory
36
Journal of the American Statistical Association : JASA
31
The econometrics journal
30
Working paper / Department of Econometrics and Business Statistics, Monash University
28
CREATES research paper
25
Finance research letters
25
Journal of financial econometrics
24
Quantitative finance
24
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
24
Economic modelling
23
Journal of banking & finance
23
Cambridge working papers in economics
22
Econometrics : open access journal
20
NBER Working Paper
20
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
20
Applied economics letters
19
Computational economics
19
SFB 649 discussion paper
19
Working paper
19
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
18
NBER working paper series
17
Applied economics
16
Working paper / National Bureau of Economic Research, Inc.
16
CESifo working papers
15
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
15
European journal of operational research : EJOR
15
Working papers / Rutgers University, Department of Economics
15
Insurance / Mathematics & economics
14
Journal of risk and financial management : JRFM
14
Risks : open access journal
14
The North American journal of economics and finance : a journal of financial economics studies
14
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51
Robust thresholding for Diffusion Index forecast
Le, Vu
;
Wang, Qing
- In:
Economics letters
125
(
2014
)
1
,
pp. 52-56
Persistent link: https://www.econbiz.de/10010504772
Saved in:
52
Prediction after IV estimation
Skeels, Christopher L.
;
Taylor, Larry W.
- In:
Economics letters
122
(
2014
)
3
,
pp. 420-422
Persistent link: https://www.econbiz.de/10010395621
Saved in:
53
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:
54
On the properties of regression test of stock returns predictability using dividend-price ratios
Moon, Seongman
;
Velasco, Carlos
- In:
Journal of financial econometrics : official journal of …
12
(
2014
)
1
,
pp. 151-173
Persistent link: https://www.econbiz.de/10010233601
Saved in:
55
Periodically collapsing Evans bubbles and stock-price volatility
Rotermann, Benedikt
;
Wilfling, Bernd
- In:
Economics letters
123
(
2014
)
3
,
pp. 383-386
Persistent link: https://www.econbiz.de/10010401222
Saved in:
56
Maximum likelihood estimation for vector autoregressions with multivariate stochastic volatility
Kim, Dukpa
- In:
Economics letters
123
(
2014
)
3
,
pp. 282-286
Persistent link: https://www.econbiz.de/10010401375
Saved in:
57
A CUSUM test for a long memory heterogeneous autoregressive model
Hwang, Eunju
;
Shin, Dong-wan
- In:
Economics letters
121
(
2013
)
3
,
pp. 379-383
Persistent link: https://www.econbiz.de/10010392170
Saved in:
58
A factor approach to realized volatility forecasting in the presence of finite jumps and cross-sectional correlation in pricing errors
Atak, Alev
;
Kapetanios, George
- In:
Economics letters
120
(
2013
)
2
,
pp. 224-228
Persistent link: https://www.econbiz.de/10010128339
Saved in:
59
Estimation of parametric homogeneous stochastic volatility pricing formulae based on option data
Xu, Zheng
- In:
Economics letters
120
(
2013
)
3
,
pp. 369-373
Persistent link: https://www.econbiz.de/10010128844
Saved in:
60
Recursive predictive tests for structural change of long-memory ARFIMA processes with unknown brak points
Wang, Shin-huei
;
Vasilakis, Chrysovalantis
- In:
Economics letters
118
(
2013
)
2
,
pp. 389-392
Persistent link: https://www.econbiz.de/10009708863
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