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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:"Monte Carlo simulation"
~subject:"Volatilität"
~type_genre:"Article in journal"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Collection of articles of several authors"
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Schätztheorie
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
105
Stochastischer Prozess
105
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
Momentenmethode
78
Monte-Carlo-Simulation
76
Cointegration
73
Kointegration
73
Markov chain
71
Markov-Kette
71
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Online availability
All
Undetermined
61
Type of publication
All
Article
673
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
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Language
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English
676
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
Giles, David E. A.
6
Gouriéroux, Christian
6
Kohn, Robert
6
Lee, Lung-fei
6
Phillips, Peter C. B.
6
Yu, Jun
6
Bollerslev, Tim
5
Diebold, Francis X.
5
Granger, C. W. J.
5
McAleer, Michael
5
Ohtani, Kazuhiro
5
Singh, Radhey S.
5
Baltagi, Badi H.
4
Bera, Anil K.
4
Fry, Tim R. L.
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
Asai, Manabu
3
Barigozzi, Matteo
3
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Published in...
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Journal of econometrics
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
284
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
125
Applied economics
121
Oxford bulletin of economics and statistics
115
Journal of forecasting
111
International journal of forecasting
107
Economic modelling
100
Finance research letters
99
Journal of empirical finance
99
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
97
Journal of international money and finance
89
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
Computational economics
68
The review of economic studies
68
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
Energy economics
64
Applied economics letters
63
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
Quantitative finance
59
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ECONIS (ZBW)
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676
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1
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
Saved in:
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
Saved in:
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
Saved in:
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
Saved in:
5
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:
6
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
Saved in:
7
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
Saved in:
8
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:
9
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:
10
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
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