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source:"econis"
subject:"Schätztheorie"
~isPartOf:"Journal of econometrics"
~subject:"Monte Carlo simulation"
~subject:"Nonparametric statistics"
~subject:"Volatilität"
~type_genre:"Aufsatz in Zeitschrift"
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Schätztheorie
Monte Carlo simulation
Nonparametric statistics
Volatilität
Theorie
1,588
Theory
1,588
Estimation theory
366
Time series analysis
323
Zeitreihenanalyse
323
Estimation
165
Schätzung
165
Nichtparametrisches Verfahren
139
Statistical test
127
Statistischer Test
127
Forecasting model
126
Prognoseverfahren
126
Volatility
124
Regression analysis
113
Regressionsanalyse
113
Stochastic process
103
Stochastischer Prozess
103
USA
92
United States
92
Panel
91
Panel study
91
Bayes-Statistik
87
Bayesian inference
87
Ökonometrie
81
Econometrics
80
Statistical distribution
78
Statistische Verteilung
78
Method of moments
77
Momentenmethode
77
Cointegration
72
Kointegration
72
Monte-Carlo-Simulation
72
Markov chain
71
Markov-Kette
71
Bootstrap approach
68
Bootstrap-Verfahren
68
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Online availability
All
Undetermined
104
Type of publication
All
Article
636
Book / Working Paper
6
Type of publication (narrower categories)
All
Aufsatz in Zeitschrift
Article in journal
642
Collection of articles of several authors
11
Sammelwerk
11
Conference proceedings
4
Konferenzschrift
4
Conference paper
1
Festschrift
1
Konferenzbeitrag
1
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Language
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English
642
Author
All
Phillips, Peter C. B.
12
Chib, Siddhartha
11
Linton, Oliver
9
Gouriéroux, Christian
8
Koop, Gary
8
Yu, Jun
8
Aït-Sahalia, Yacine
7
Kohn, Robert
7
Li, Qi
7
King, Maxwell L.
6
Lee, Lung-fei
6
Robinson, Peter M.
6
Bollerslev, Tim
5
Chen, Xiaohong
5
Diebold, Francis X.
5
Granger, C. W. J.
5
Lewbel, Arthur
5
McAleer, Michael
5
Swanson, Norman R.
5
Baltagi, Badi H.
4
Boswijk, Herman Peter
4
Chen, Songnian
4
Gallant, A. Ronald
4
Hallin, Marc
4
Horowitz, Joel
4
Jensen, Mark J.
4
Lucas, André
4
Powell, James
4
Renault, Eric
4
Ridder, Geert
4
Schmidt, Peter
4
Simar, Léopold
4
Steel, Mark F. J.
4
Tauchen, George Eugene
4
Todorov, Viktor
4
Tsionas, Efthymios G.
4
Abrevaya, Jason
3
Ai, Chunrong
3
Ali, Mukhtar M.
3
Andersen, Torben
3
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Published in...
All
Journal of econometrics
Economics letters
520
Econometric theory
352
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
326
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
307
Econometric reviews
228
Journal of applied econometrics
188
Journal of quantitative economics : official journal of the Indian Econometric Society
146
The review of economics and statistics
144
Applied economics
134
Journal of banking & finance
131
Journal of economic dynamics & control
128
Journal of forecasting
121
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
119
Oxford bulletin of economics and statistics
118
International journal of forecasting
115
Economic modelling
112
Journal of empirical finance
106
Statistical papers
92
Mathematical finance : an international journal of mathematics, statistics and financial theory
91
Journal of international money and finance
89
Finance research letters
87
International journal of theoretical and applied finance
86
American journal of agricultural economics
84
International economic review
84
Journal of financial economics
82
Applied economics letters
78
The review of economic studies
77
The review of financial studies
77
The econometrics journal
75
Computational economics
70
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
70
The European journal of finance
69
Energy economics
68
International review of financial analysis
68
The journal of finance : the journal of the American Finance Association
68
Annales d'économie et de statistique
67
European journal of operational research : EJOR
67
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
66
International review of economics & finance : IREF
65
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ECONIS (ZBW)
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1
Testing and signal identification for two-sample high-dimensional covariances via multi-level thresholding
Chen, Song Xi
;
Guo, Bin
;
Qiu, Yumou
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1337-1354
Persistent link: https://www.econbiz.de/10014471380
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
Estimation and inference in a high-dimensional semiparametric Gaussian copula vector autoregressive model
Fan, Yanqin
;
Han, Fang
;
Park, Hyeonseok
- In:
Journal of econometrics
237
(
2023
)
1
,
pp. 1-28
Persistent link: https://www.econbiz.de/10014471479
Saved in:
6
Semiparametric modeling of multiple quantiles
Catania, Leopoldo
;
Luati, Alessandra
- In:
Journal of econometrics
237
(
2023
)
2,2
,
pp. 1-16
Persistent link: https://www.econbiz.de/10014471520
Saved in:
7
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:
8
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:
9
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:
10
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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