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source:"econis"
subject:"Schätztheorie"
~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of quantitative economics : official journal of the Indian Econometric Society"
~subject:"Momentenmethode"
~subject:"Monte Carlo simulation"
~subject:"Volatilität"
~type_genre:"Aufsatz in Zeitschrift"
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Schätztheorie
Momentenmethode
Monte Carlo simulation
Volatilität
Theorie
1,915
Theory
1,915
Estimation theory
504
Time series analysis
337
Zeitreihenanalyse
337
Estimation
175
Schätzung
175
Nichtparametrisches Verfahren
142
Nonparametric statistics
142
Forecasting model
136
Prognoseverfahren
136
Statistical test
130
Statistischer Test
130
Volatility
128
Regression analysis
122
Regressionsanalyse
122
Stochastic process
104
Stochastischer Prozess
104
USA
98
United States
98
Panel
92
Panel study
92
Ökonometrie
90
Econometrics
89
Bayes-Statistik
88
Bayesian inference
88
Statistical theory
80
Statistische Methodenlehre
80
Statistical distribution
79
Statistische Verteilung
79
Method of moments
78
Monte-Carlo-Simulation
76
Cointegration
73
Kointegration
73
Markov chain
71
Markov-Kette
71
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Online availability
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Undetermined
82
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Article
738
Book / Working Paper
4
Type of publication (narrower categories)
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Aufsatz in Zeitschrift
Article in journal
742
Collection of articles of several authors
10
Sammelwerk
10
Systematic review
4
Übersichtsarbeit
4
Conference proceedings
3
Konferenzschrift
3
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Language
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English
742
Author
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Chib, Siddhartha
11
Lee, Lung-fei
10
Ullah, Aman
9
King, Maxwell L.
8
Srivastava, Virendra K.
8
Gouriéroux, Christian
7
Koop, Gary
7
Li, Qi
7
Schmidt, Peter
7
Aït-Sahalia, Yacine
6
Bollerslev, Tim
6
Giles, David E. A.
6
Kohn, Robert
6
Phillips, Peter C. B.
6
Yu, Jun
6
Baltagi, Badi H.
5
Diebold, Francis X.
5
Gallant, A. Ronald
5
Granger, C. W. J.
5
McAleer, Michael
5
Ohtani, Kazuhiro
5
Renault, Eric
5
Singh, Radhey S.
5
Tauchen, George Eugene
5
Windmeijer, Frank
5
Ahn, Seung Chan
4
Andrews, Donald W. K.
4
Bera, Anil K.
4
Fry, Tim R. L.
4
Ghysels, Eric
4
Hallin, Marc
4
Hsiao, Cheng
4
Linton, Oliver
4
Nachane, Dilip M.
4
Pesaran, M. Hashem
4
Rilstone, Paul
4
Robinson, Peter M.
4
Stengos, Thanasēs
4
Swanson, Norman R.
4
Todorov, Viktor
4
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Journal of econometrics
Journal of quantitative economics : official journal of the Indian Econometric Society
Economics letters
515
Econometric theory
319
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
298
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
273
Econometric reviews
220
Journal of applied econometrics
182
The review of economics and statistics
141
Applied economics
131
Journal of banking & finance
131
Journal of economic dynamics & control
131
Oxford bulletin of economics and statistics
117
Journal of forecasting
112
Economic modelling
110
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
109
International journal of forecasting
104
Journal of empirical finance
101
Statistical papers
90
Journal of international money and finance
89
Mathematical finance : an international journal of mathematics, statistics and financial theory
89
Finance research letters
88
International journal of theoretical and applied finance
86
Journal of financial economics
84
International economic review
80
The review of financial studies
76
The review of economic studies
71
American journal of agricultural economics
70
The European journal of finance
69
The journal of finance : the journal of the American Finance Association
67
Applied economics letters
66
Computational economics
66
International review of financial analysis
66
Journal of monetary economics
65
Annales d'économie et de statistique
64
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
62
The econometrics journal
62
Energy economics
61
International review of economics & finance : IREF
60
Finance and stochastics
59
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ECONIS (ZBW)
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1
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:
2
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:
3
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:
4
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:
5
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:
6
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:
7
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:
8
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
Saved in:
9
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:
10
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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