//--> //--> //--> //-->
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:"Schätztheorie"
~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of international money and finance"
~isPartOf:"Journal of quantitative economics : official journal of the Indian Econometric Society"
~subject:"Monte Carlo simulation"
~subject:"Volatility"
~subject:"Volatilität"
~type_genre:"Article in journal"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Collection of articles of several authors"
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
| 11 applied filters
Year of publication
From:
To:
Subject
All
Schätztheorie
Monte Carlo simulation
Volatility
Volatilität
Theorie
2,829
Theory
2,829
Estimation theory
527
Time series analysis
366
Zeitreihenanalyse
366
Estimation
330
Schätzung
330
Exchange rate
216
Wechselkurs
216
Forecasting model
178
Prognoseverfahren
178
USA
173
United States
173
Geldpolitik
150
Monetary policy
150
Nichtparametrisches Verfahren
143
Nonparametric statistics
143
Statistical test
133
Statistischer Test
133
Regression analysis
129
Regressionsanalyse
129
Welt
129
World
129
Stochastic process
112
Stochastischer Prozess
112
Bayes-Statistik
98
Bayesian inference
98
Panel
98
Panel study
98
Kaufkraftparität
94
Purchasing power parity
94
Cointegration
91
Kointegration
90
Ökonometrie
90
CAPM
89
Econometrics
89
Capital income
83
more ...
less ...
Online availability
All
Undetermined
93
Type of publication
All
Article
762
Book / Working Paper
3
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
Collection of articles of several authors
Sammelwerk
9
Conference proceedings
3
Konferenzschrift
3
Systematic review
3
Übersichtsarbeit
3
Conference paper
1
Konferenzbeitrag
1
more ...
less ...
Language
All
English
765
Author
All
Chib, Siddhartha
11
Ullah, Aman
9
King, Maxwell L.
8
Srivastava, Virendra K.
8
Koop, Gary
7
Li, Qi
7
Aït-Sahalia, Yacine
6
Bollerslev, Tim
6
Giles, David E. A.
6
Gouriéroux, Christian
6
Kohn, Robert
6
Lee, Lung-fei
6
Phillips, Peter C. B.
6
Yu, Jun
6
Diebold, Francis X.
5
Granger, C. W. J.
5
McAleer, Michael
5
Ohtani, Kazuhiro
5
Singh, Radhey S.
5
Baillie, Richard
4
Baltagi, Badi H.
4
Bera, Anil K.
4
Fry, Tim R. L.
4
Ghysels, Eric
4
Hallin, Marc
4
Nachane, Dilip M.
4
Renault, Eric
4
Rilstone, Paul
4
Schmidt, Peter
4
Stengos, Thanasēs
4
Swanson, Norman R.
4
Tauchen, George Eugene
4
Todorov, Viktor
4
Trenkler, Götz
4
Vinod, Hrishikesh D.
4
Windmeijer, Frank
4
Abrevaya, Jason
3
Ali, Mukhtar M.
3
Andersen, Torben
3
Andrews, Donald W. K.
3
more ...
less ...
Published in...
All
Journal of econometrics
Journal of international money and finance
Journal of quantitative economics : official journal of the Indian Econometric Society
Economics letters
489
Econometric theory
305
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
281
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
253
Econometric reviews
197
Journal of applied econometrics
178
The review of economics and statistics
135
Journal of banking & finance
126
Journal of economic dynamics & control
123
Applied economics
121
Oxford bulletin of economics and statistics
115
Journal of forecasting
111
International journal of forecasting
107
Economic modelling
101
Journal of empirical finance
99
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
97
Finance research letters
97
Statistical papers
89
Mathematical finance : an international journal of mathematics, statistics and financial theory
88
International journal of theoretical and applied finance
85
Journal of financial economics
80
The review of financial studies
77
International economic review
75
American journal of agricultural economics
68
The review of economic studies
68
Computational economics
67
The European journal of finance
67
International review of financial analysis
66
The journal of finance : the journal of the American Finance Association
66
Annales d'économie et de statistique
64
Applied economics letters
63
Energy economics
61
Journal of monetary economics
61
International review of economics & finance : IREF
60
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
60
Finance and stochastics
59
The journal of futures markets
59
more ...
less ...
Source
All
ECONIS (ZBW)
Showing
1
-
10
of
765
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Evolution of the exchange rate pass-through into prices in Peru : an empirical application using TVP-VAR-SV models
Rodriguez, Gabriel
;
Castillo B., Paul
;
Calero, Roberto
; …
- In:
Journal of international money and finance
142
(
2024
),
pp. 1-25
Persistent link: https://www.econbiz.de/10014549830
Saved in:
2
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:
3
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:
4
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:
5
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:
6
Monetary policy and information shocks in a block-recursive SVAR
Keweloh, Sascha Alexander
;
Hetzenecker, Stephan
;
Seepe, …
- In:
Journal of international money and finance
137
(
2023
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014478082
Saved in:
7
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
Saved in:
8
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
Saved in:
9
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
Saved in:
10
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
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...
//-->