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source:"econis"
subject:"Schätztheorie"
~accessRights:"restricted"
~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of quantitative economics : official journal of the Indian Econometric Society"
~isPartOf:"SFB 649 discussion paper"
~subject:"Momentenmethode"
~subject:"Monte Carlo simulation"
~subject:"Volatilität"
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Schätztheorie
Momentenmethode
Monte Carlo simulation
Volatilität
Theorie
349
Theory
349
Time series analysis
115
Zeitreihenanalyse
115
Estimation
76
Schätzung
76
Forecasting model
64
Prognoseverfahren
64
Statistical test
53
Statistischer Test
53
Nichtparametrisches Verfahren
50
Nonparametric statistics
50
Volatility
50
Bayes-Statistik
48
Bayesian inference
48
Stochastic process
43
Stochastischer Prozess
43
Statistical distribution
39
Statistische Verteilung
39
Panel
38
Panel study
38
Factor analysis
37
Faktorenanalyse
37
Capital income
31
Kapitaleinkommen
31
Regression analysis
31
Regressionsanalyse
31
Induktive Statistik
30
Statistical inference
30
Bootstrap approach
26
Bootstrap-Verfahren
26
VAR model
25
VAR-Modell
25
Method of moments
23
Börsenkurs
22
Share price
22
CAPM
21
Markov chain
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English
82
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Aït-Sahalia, Yacine
4
Hallin, Marc
4
Asai, Manabu
3
Barigozzi, Matteo
3
Chan, Joshua
3
McAleer, Michael
3
Yu, Jun
3
Boswijk, Herman Peter
2
Cavaliere, Giuseppe
2
Christensen, Kim
2
Gallant, A. Ronald
2
Herwartz, Helmut
2
Hwang, Jungbin
2
Koop, Gary
2
Li, Yong
2
Poon, Aubrey
2
Renault, Eric
2
Sarafidis, Vasilis
2
Schorfheide, Frank
2
Sun, Yixiao
2
Thyrsgaard, Martin
2
Xiu, Dacheng
2
Zhang, Zhengjun
2
Akram, Muhammad
1
Amengual, Dante
1
Andersen, Torben
1
Antoine, Bertille
1
Bianchi, Francesco
1
Bognanni, Mark
1
Brunetti, Celso
1
Buccheri, Giuseppe
1
Byrne, David P.
1
Caporin, Massimiliano
1
Carrasco, Marine
1
Carriero, Andrea
1
Chamberlain, Gary
1
Chan, Thomas W. C.
1
Chang, Chia-Lin
1
Chen, Xiaohong
1
Choi, Sung Hoon
1
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Journal of econometrics
Journal of quantitative economics : official journal of the Indian Econometric Society
SFB 649 discussion paper
Discussion paper / Centre for Economic Policy Research
101
Finance research letters
89
International journal of forecasting
61
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
60
Working paper / National Bureau of Economic Research, Inc.
59
Economic modelling
58
Economics letters
58
Quantitative finance
53
Applied economics
51
Computational economics
51
Journal of empirical finance
51
Energy economics
48
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
48
International review of financial analysis
46
Journal of banking & finance
46
Journal of economic dynamics & control
46
International review of economics & finance : IREF
42
Journal of financial economics
41
The North American journal of economics and finance : a journal of financial economics studies
40
Discussion papers / CEPR
39
European journal of operational research : EJOR
38
Econometric reviews
34
Journal of international money and finance
32
Journal of forecasting
31
Journal of financial econometrics
28
SpringerLink / Bücher
26
Applied economics letters
25
Research in international business and finance
25
The European journal of finance
24
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
23
Journal of international financial markets, institutions & money
21
Journal of financial markets
19
Macroeconomic dynamics
19
Insurance / Mathematics & economics
18
International journal of finance & economics : IJFE
16
Journal of risk
16
Empirical economics : a quarterly journal of the Institute for Advanced Studies
15
Journal of financial econometrics : official journal of the Society for Financial Econometrics
15
Journal of mathematical finance
15
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Identifying latent factors based on high-frequency data
Sun, Yucheng
;
Xu, Wen
;
Zhang, Chuanhai
- In:
Journal of econometrics
233
(
2023
)
1
,
pp. 251-270
Persistent link: https://www.econbiz.de/10014341048
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2
Large stochastic volatility in mean VARs
Cross, Jamie
;
Hou, Chenghan
;
Koop, Gary
;
Poon, Aubrey
- In:
Journal of econometrics
236
(
2023
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10014332245
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3
High-dimensional conditionally Gaussian state space models with missing data
Chan, Joshua
;
Poon, Aubrey
;
Zhu, Dan
- In:
Journal of econometrics
236
(
2023
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014332310
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4
Moments, shocks and spillovers in Markov-switching VAR models
Kole, Erik
;
Dijk, Dick van
- In:
Journal of econometrics
236
(
2023
)
2
,
pp. 1-26
Persistent link: https://www.econbiz.de/10014365495
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5
High dimensional semiparametric moment restriction models
Dong, Chaohua
;
Gao, Jiti
;
Linton, Oliver
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 320-345
Persistent link: https://www.econbiz.de/10014339933
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6
Modeling and forecasting realized volatility with the fractional Ornstein-Uhlenbeck process
Wang, Xiaohu
;
Xiao, Weilin
;
Yu, Jun
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 389-415
Persistent link: https://www.econbiz.de/10014339985
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7
Scalable inference for a full multivariate stochastic volatility model
Dellaportas, Petros
;
Titsias, Michalis K.
;
Petrova, Katerina
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 501-520
Persistent link: https://www.econbiz.de/10014340078
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8
A simple joint model for returns, volatility and volatility of volatility
Ding, Yashuang
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 521-543
Persistent link: https://www.econbiz.de/10014340096
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9
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
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10
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
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