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subject:"Capital income"
subject:"Time series analysis"
~isPartOf:"Journal of financial econometrics"
~isPartOf:"Journal of time series econometrics"
~subject:"Korrelation"
~type:"article"
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Search: subject_exact:"Estimation theory"
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Capital income
Time series analysis
Korrelation
Estimation theory
107
Schätztheorie
107
Zeitreihenanalyse
53
Estimation
24
Schätzung
24
Statistical test
19
Statistischer Test
19
ARCH model
18
ARCH-Modell
18
Volatility
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Volatilität
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Forecasting model
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Prognoseverfahren
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Correlation
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Unit root test
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Cointegration
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Kapitaleinkommen
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Kointegration
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Statistical distribution
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Statistische Verteilung
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Analysis of variance
8
Portfolio selection
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Portfolio-Management
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Risikomaß
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Risk measure
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Stochastic process
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Stochastischer Prozess
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Structural break
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Strukturbruch
8
Varianzanalyse
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Bootstrap approach
7
Bootstrap-Verfahren
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English
62
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Arvanitis, Stelios
2
Asai, Manabu
2
Kurozumi, Eiji
2
McElroy, Tucker
2
Peiris, Shelton
2
Politis, Dimitris N.
2
Skrobotov, Anton
2
Abadir, Karim Maher
1
Agrawal, Raj
1
Aleksandrov, Boris
1
Allen, David E.
1
Bardet, Jean-Marc
1
Bauwens, Luc
1
Born, Benjamin
1
Boubaker, Heni
1
Cai, Yuzhi
1
Canepa, Alessandra
1
Chen, Jie
1
Chiann, Chang
1
Cipollini, Fabrizio
1
Davidson, James E. H.
1
De Nard, Gianluca
1
Demetrescu, Matei
1
Dola, Béchir
1
Dēmos, Antōnēs A.
1
Everaert, Gerdie
1
Feld, Martin
1
Gallo, Giampiero M.
1
Game, Aaron
1
González Olivares, Daniel
1
Granger, C. W. J.
1
Grønneberg, Steffen
1
Guizar, Isai
1
Gungor, Sermin
1
Guo, Junjie
1
Gómez-Zaldívar, Manuel
1
Hafner, Christian M.
1
Han, Heejoon
1
Hassler, Uwe
1
Hautsch, Nikolaus
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Journal of financial econometrics
Journal of time series econometrics
Journal of econometrics
363
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
177
Econometric theory
167
Economics letters
164
Econometric reviews
94
International journal of forecasting
67
Journal of forecasting
62
Applied economics letters
58
Econometrics : open access journal
55
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
55
Journal of the American Statistical Association : JASA
48
The econometrics journal
43
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
42
Computational economics
39
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
39
Applied economics
37
Economic modelling
37
Journal of empirical finance
36
Journal of applied econometrics
34
Finance research letters
28
Journal of financial econometrics : official journal of the Society for Financial Econometrics
27
Oxford bulletin of economics and statistics
24
Journal of banking & finance
22
Journal of risk and financial management : JRFM
22
The review of economics and statistics
20
Journal of economic dynamics & control
19
Journal of macroeconomics
15
The review of economic studies
15
Quantitative finance
14
The North American journal of economics and finance : a journal of financial economics studies
14
Empirical economics : a quarterly journal of the Institute for Advanced Studies
13
Insurance / Mathematics & economics
13
International journal of economics and financial issues : IJEFI
13
Quantitative economics : QE ; journal of the Econometric Society
13
Journal of mathematical finance
12
Journal of quantitative economics
12
The European journal of finance
12
Theoretical economics letters
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1
Maximum-Likelihood estimation using the zig-zag algorithm
Hautsch, Nikolaus
;
Okhrin, Ostap
;
Ristig, Alexander
- In:
Journal of financial econometrics
21
(
2023
)
4
,
pp. 1346-1375
Persistent link: https://www.econbiz.de/10014391462
Saved in:
2
Granger causality testing in high-dimensional VARs : a post-double-selection procedure
Hecq, Alain W. J.
;
Margaritella, Luca
;
Smeekes, Stephan
- In:
Journal of financial econometrics
21
(
2023
)
3
,
pp. 915-958
Persistent link: https://www.econbiz.de/10014314841
Saved in:
3
Realized BEKK-CAW models
Asai, Manabu
;
So, Mike Ka-pui
- In:
Journal of time series econometrics
15
(
2023
)
1
,
pp. 49-77
Persistent link: https://www.econbiz.de/10014288366
Saved in:
4
Small sample adjustment for hypotheses testing on cointegrating vectors
Canepa, Alessandra
- In:
Journal of time series econometrics
14
(
2022
)
1
,
pp. 51-85
Persistent link: https://www.econbiz.de/10013260145
Saved in:
5
Estimation and inference of quantile impulse response functions by local projections : with applications to VaR dynamics
Han, Heejoon
;
Jung, Whayoung
;
Lee, Ji Hyung
- In:
Journal of financial econometrics
22
(
2024
)
1
,
pp. 1-29
Persistent link: https://www.econbiz.de/10014526299
Saved in:
6
A new test for multiple predictive regression
Xu, Ke-Li
;
Guo, Junjie
- In:
Journal of financial econometrics
22
(
2024
)
1
,
pp. 119-156
Persistent link: https://www.econbiz.de/10014526308
Saved in:
7
Volatility of volatility estimation : central limit theorems for the fourier transform estimator and empirical study of the daily time series stylized facts
Toscano, Giacomo
;
Livieri, Giulia
;
Mancino, Maria Elvira
; …
- In:
Journal of financial econometrics
22
(
2024
)
1
,
pp. 252-296
Persistent link: https://www.econbiz.de/10014526318
Saved in:
8
Dynamic covariance matrix estimation and portfolio analysis with high-frequency data
Jiang, Binyan
;
Liu, Cheng
;
Tang, Cheng Yong
- In:
Journal of financial econometrics
22
(
2024
)
2
,
pp. 461-491
Persistent link: https://www.econbiz.de/10014526333
Saved in:
9
Exact inference in long-horizon predictive quantile regressions with an application to stock returns
Gungor, Sermin
;
Luger, Richard
- In:
Journal of financial econometrics
19
(
2021
)
4
,
pp. 746-788
Persistent link: https://www.econbiz.de/10012654991
Saved in:
10
Modeling realized covariance matrices : a class of hadamard exponential models
Bauwens, Luc
;
Otranto, Edoardo
- In:
Journal of financial econometrics
21
(
2023
)
4
,
pp. 1376-1401
Persistent link: https://www.econbiz.de/10014391463
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