//--> //--> //--> //-->
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
source:"econis"
subject:"Estimation"
~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of economic dynamics & control"
~subject:"Volatilität"
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:"Theory"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Estimation
Volatilität
Theorie
4,013
Theory
4,013
Estimation theory
404
Schätztheorie
404
Time series analysis
392
Zeitreihenanalyse
392
Schätzung
289
Monetary policy
287
Geldpolitik
286
Portfolio selection
197
Portfolio-Management
197
USA
196
United States
196
Volatility
195
Forecasting model
177
Prognoseverfahren
177
Stochastic process
176
Stochastischer Prozess
176
Learning process
162
Lernprozess
162
CAPM
161
Nichtparametrisches Verfahren
146
Nonparametric statistics
146
Statistical test
135
Statistischer Test
135
Risk
134
Rational expectations
133
Rationale Erwartung
133
Risiko
133
Business cycle
130
Konjunktur
130
Regression analysis
124
Regressionsanalyse
124
Bayesian inference
122
Bayes-Statistik
121
Markov chain
116
Markov-Kette
116
Schock
115
more ...
less ...
Online availability
All
Undetermined
202
Type of publication
All
Article
433
Book / Working Paper
2
Type of publication (narrower categories)
All
Article in journal
432
Aufsatz in Zeitschrift
432
Collection of articles of several authors
2
Sammelwerk
2
Conference paper
1
Konferenzbeitrag
1
Language
All
English
435
Author
All
Aït-Sahalia, Yacine
7
Bollerslev, Tim
6
Koop, Gary
6
Chan, Joshua
5
Tauchen, George Eugene
5
Andersen, Torben
4
Gallant, A. Ronald
4
Ghysels, Eric
4
Hallin, Marc
4
McAleer, Michael
4
Renault, Eric
4
Schorfheide, Frank
4
Steel, Mark F. J.
4
Todorov, Viktor
4
Asai, Manabu
3
Barigozzi, Matteo
3
Cavaliere, Giuseppe
3
Diebold, Francis X.
3
Frühwirth-Schnatter, Sylvia
3
Gouriéroux, Christian
3
Herwartz, Helmut
3
Hong, Yongmiao
3
Ireland, Peter N.
3
Lütkepohl, Helmut
3
Nielsen, Morten Ørregaard
3
Pesaran, M. Hashem
3
Phillips, Peter C. B.
3
Poon, Aubrey
3
Rahbek, Anders
3
Robinson, Peter M.
3
Serletis, Apostolos
3
Urga, Giovanni
3
Yu, Jun
3
Aguiar-Conraria, Luís
2
Aruoba, S. Borağan
2
Banerjee, Anindya
2
Bognanni, Mark
2
Born, Benjamin
2
Boswijk, Herman Peter
2
Chauvet, Marcelle
2
more ...
less ...
Published in...
All
Journal of econometrics
Journal of economic dynamics & control
Working paper / National Bureau of Economic Research, Inc.
688
NBER working paper series
605
NBER Working Paper
561
Discussion paper / Centre for Economic Policy Research
418
Applied economics
354
Discussion paper series / IZA
292
Economics letters
281
CESifo working papers
253
Economic modelling
242
Working paper
226
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
207
Applied economics letters
199
Journal of banking & finance
197
Journal of international money and finance
197
Discussion paper / Tinbergen Institute
180
Journal of applied econometrics
167
IZA Discussion Paper
158
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
154
International review of economics & finance : IREF
154
Journal of empirical finance
151
Discussion papers / CEPR
146
Discussion paper
145
Journal of financial economics
143
Europäische Hochschulschriften / 5
138
International journal of forecasting
137
Finance research letters
134
Journal of macroeconomics
132
Journal of monetary economics
130
The review of economics and statistics
119
Journal of forecasting
117
Energy economics
116
Macroeconomic dynamics
116
The journal of finance : the journal of the American Finance Association
116
The European journal of finance
112
Applied financial economics
109
European economic review : EER
107
International review of financial analysis
107
Econometric reviews
106
more ...
less ...
Source
All
ECONIS (ZBW)
Showing
1
-
10
of
435
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Dynamic CVaR portfolio construction with attention-powered generative factor learning
Sun, Chuting
;
Wu, Qi
;
Yan, Xing
- In:
Journal of economic dynamics & control
160
(
2024
),
pp. 1-24
Persistent link: https://www.econbiz.de/10014532506
Saved in:
2
The term structure of monetary policy uncertainty
Bundick, Brent
;
Herriford, Trenton
;
Smith, Andrew Lee
- In:
Journal of economic dynamics & control
160
(
2024
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014532440
Saved in:
3
Dynamic industry uncertainty networks and the business cycle
Baruník, Jozef
;
Bevilacqua, Mattia
;
Faff, Robert W.
- In:
Journal of economic dynamics & control
159
(
2024
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014532383
Saved in:
4
Intraday cross-sectional distributions of systematic risk
Andersen, Torben
;
Riva, Raul
;
Thyrsgaard, Martin
; …
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1394-1418
Persistent link: https://www.econbiz.de/10014471397
Saved in:
5
Comparing stochastic volatility specifications for large Bayesian VARs
Chan, Joshua
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1419-1446
Persistent link: https://www.econbiz.de/10014471398
Saved in:
6
Large volatility matrix analysis using global and national factor models
Choi, Sung Hoon
;
Kim, Donggyu
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1917-1933
Persistent link: https://www.econbiz.de/10014471436
Saved in:
7
Identifying latent group structures in spatial dynamic panels
Su, Liangjun
;
Wang, Wuyi
;
Xu, Xingbai
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1955-1980
Persistent link: https://www.econbiz.de/10014471439
Saved in:
8
Score-driven models for realized volatility
Harvey, Andrew C.
;
Palumbo, Dario
- In:
Journal of econometrics
237
(
2023
)
2,2
,
pp. 1-14
Persistent link: https://www.econbiz.de/10014471522
Saved in:
9
Machine learning panel data regressions with heavy-tailed dependent data : theory and application
Babii, Andrii
;
Ball, Ryan T.
;
Ghysels, Eric
;
Striaukas, …
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-25
Persistent link: https://www.econbiz.de/10014471811
Saved in:
10
Business-cycle consumption risk and asset prices
Bandi, Federico M.
;
Tamoni, Andrea
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-23
Persistent link: https://www.econbiz.de/10014471828
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->