//--> //--> //--> //-->
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:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~subject:"Noise Trading"
~subject:"Nonparametric statistics"
~subject:"Prognoseverfahren"
~subject:"Stochastic process"
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
Noise Trading
Nonparametric statistics
Prognoseverfahren
Stochastic process
Estimation theory
176
Schätztheorie
176
Time series analysis
70
Zeitreihenanalyse
70
Estimation
48
Schätzung
48
Volatilität
33
ARCH model
28
ARCH-Modell
28
Regression analysis
21
Regressionsanalyse
21
Nichtparametrisches Verfahren
19
Capital income
18
Kapitaleinkommen
18
Statistical test
16
Statistischer Test
16
Stochastischer Prozess
16
Cointegration
15
Forecasting model
15
Kointegration
15
Börsenkurs
12
Risikomaß
12
Risk measure
12
Share price
12
Theorie
12
Theory
12
Monte Carlo simulation
11
Monte-Carlo-Simulation
11
Correlation
10
Korrelation
10
Market microstructure
10
Markov chain
10
Markov-Kette
10
Marktmikrostruktur
10
Maximum likelihood estimation
9
Maximum-Likelihood-Schätzung
9
more ...
less ...
Online availability
All
Undetermined
39
Type of publication
All
Article
66
Type of publication (narrower categories)
All
Article in journal
66
Aufsatz in Zeitschrift
66
Language
All
English
66
Author
All
Bu, Ruijun
2
Francq, Christian
2
Hadri, Kaddour
2
Horváth, Lajos
2
Härdle, Wolfgang
2
Li, Jing
2
Zakoïan, Jean-Michel
2
Abbara, Omar
1
Anatolyev, Stanislav
1
Andreou, Alena
1
Audrino, Francesco
1
Balter, Janine
1
Banerjee, Anurag Narayan
1
Baruník, Jozef
1
Bekiros, Stelios
1
Birke, Melanie
1
Blazsek, Szabolcs
1
Bos, Charles S.
1
Boudt, Kris
1
Caldeira, João F.
1
Calvet, Laurent E.
1
Carrasco, Marine
1
Chan, Jennifer So Kuen
1
Cheng, Jie
1
Chevallier, Julien
1
Chuffart, Thomas
1
Croux, Christophe
1
Czellar, Veronika
1
Dagum, Estela Bee
1
Daníelsson, Jón
1
Denuit, Michel
1
Di, Jianing
1
Donfack, Morvan Nongni
1
Dufays, Arnaud
1
Enders, Walter
1
Escribano, Álvaro
1
Fan, Jianqing
1
Fan, Yingying
1
Feng, Dingan
1
Ferreira, Eva
1
more ...
less ...
Published in...
All
Journal of financial econometrics : official journal of the Society for Financial Econometrics
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
Journal of econometrics
490
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
181
Econometric theory
131
Economics letters
130
CEMMAP working papers / Centre for Microdata Methods and Practice
125
International journal of forecasting
120
Econometric reviews
117
Journal of the American Statistical Association : JASA
91
The econometrics journal
80
Discussion paper / Tinbergen Institute
77
Journal of forecasting
77
Working paper / Department of Econometrics and Business Statistics, Monash University
60
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
56
Discussion papers of interdisciplinary research project 373
53
Cowles Foundation discussion paper
50
CREATES research paper
49
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
49
Economic modelling
46
European journal of operational research : EJOR
46
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
43
SFB 649 discussion paper
43
Quantitative economics : QE ; journal of the Econometric Society
42
Discussion paper series / IZA
39
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
37
Journal of empirical finance
36
Insurance / Mathematics & economics
33
Econometrics : open access journal
32
Série des documents de travail / Centre de Recherche en Économie et Statistique
32
Cowles Foundation Discussion Paper
31
Econometrics papers
31
NBER working paper series
31
NBER Working Paper
29
Working paper
29
Computational economics
28
Journal of applied econometrics
28
Working papers / TSE : WP
27
Discussion paper / Center for Economic Research, Tilburg University
26
Journal of risk and financial management : JRFM
26
more ...
less ...
Source
All
ECONIS (ZBW)
66
Showing
1
-
10
of
66
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Score-driven location plus scale models : asymptotic theory and an application to forecasting Dow Jones volatility
Blazsek, Szabolcs
;
Escribano, Álvaro
;
Licht, Adrian
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
28
(
2024
)
1
,
pp. 61-82
Persistent link: https://www.econbiz.de/10014506888
Saved in:
2
Estimation and forecasting of long memory stochastic volatility models
Abbara, Omar
;
Zevallos, Mauricio
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10014288818
Saved in:
3
Unrestricted, restricted, and regularized models for forecasting multivariate volatility
Anatolyev, Stanislav
;
Staněk, Filip
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
2
,
pp. 199-218
Persistent link: https://www.econbiz.de/10014288890
Saved in:
4
Bayesian bandwidth estimation for local linear fitting in nonparametric regression models
Shang, Han Lin
;
Zhang, Xibin
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
26
(
2022
)
1
,
pp. 55-71
Persistent link: https://www.econbiz.de/10013334620
Saved in:
5
Modeling time-varying parameters using artificial neural networks : a GARCH illustration
Donfack, Morvan Nongni
;
Dufays, Arnaud
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
25
(
2021
)
5
,
pp. 311-343
Persistent link: https://www.econbiz.de/10012806535
Saved in:
6
Variance reduction estimation for return models with jumps using gamma asymmetric kernels
Song, Yuping
;
Hou, Weijie
;
Zhou, Shengyi
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
23
(
2019
)
5
,
pp. 1-38
Persistent link: https://www.econbiz.de/10012198377
Saved in:
7
Efficient estimation of financial risk by regressing the quantiles of parametric distributions : an application to CARR models
Chan, Jennifer So Kuen
;
Kok Haur Ng
;
Thanakorn …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
23
(
2019
)
2
,
pp. 1-22
Persistent link: https://www.econbiz.de/10012054882
Saved in:
8
A parametric stationarity test with smooth breaks
Tsong, Ching-Chuan
;
Lee, Cheng-Feng
;
Tsai, Li Ju
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
23
(
2019
)
2
,
pp. 1-14
Persistent link: https://www.econbiz.de/10012054883
Saved in:
9
Flexible Fourier form for volatility breaks
Li, Jing
;
Enders, Walter
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
22
(
2018
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10011886596
Saved in:
10
Testing for misspecification in the short-run component of GARCH-type models
Chuffart, Thomas
;
Flachaire, Emmanuel
; …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
22
(
2018
)
5
,
pp. 1-17
Persistent link: https://www.econbiz.de/10011965362
Saved in:
1
2
3
4
5
6
7
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->