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subject:"Deutschland"
subject:"Wechselkurs"
~isPartOf:"Econometric theory"
~subject:"Volatility"
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Search: subject_exact:"Estimation theory"
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Deutschland
Wechselkurs
Volatility
Estimation theory
724
Schätztheorie
724
Theorie
285
Theory
285
Time series analysis
159
Zeitreihenanalyse
159
Nichtparametrisches Verfahren
103
Nonparametric statistics
103
Regression analysis
91
Regressionsanalyse
91
Statistical test
42
Statistischer Test
42
ARCH model
35
ARCH-Modell
35
Autocorrelation
31
Autokorrelation
31
Estimation
27
Schätzung
27
Cointegration
24
Kointegration
24
Method of moments
24
Momentenmethode
24
Statistical distribution
24
Statistische Verteilung
24
Induktive Statistik
23
Statistical inference
23
Panel
22
Panel study
22
Statistical theory
22
Statistische Methodenlehre
22
Einheitswurzeltest
21
Unit root test
21
IV-Schätzung
15
Instrumental variables
15
Modellierung
14
Scientific modelling
14
Volatilität
14
Heteroscedasticity
13
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13
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17
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17
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17
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English
17
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Li, Jia
2
Bossaerts, Peter L.
1
Cavaliere, Giuseppe
1
Chen, Xiaohong
1
Feng, Yuanhua
1
Francq, Christian
1
Ghysels, Eric
1
Harvey, David I.
1
Jing, Bingyi
1
Kanaya, Shin
1
Kim, Jihyun
1
Kong, Xinbing
1
Koo, Bonsoo
1
Kristensen, Dennis
1
Le Quyen Thieu
1
Levine, Michael
1
Leybourne, Stephen James
1
Li, Jinguang
1
Linton, Oliver
1
Liu, Yunxiao
1
Liu, Zhi
1
Park, Joon Y.
1
Renault, Eric
1
Renò, Roberto
1
Sarisoy, Cisil
1
Tao, Minjing
1
Tauchen, George Eugene
1
Taylor, Robert
1
Todorov, Viktor
1
Tschernig, Rolf
1
Veraart, Almut E. D.
1
Wang, Bin
1
Wang, Fangfang
1
Wang, Yazhen
1
Werker, Bas J. M.
1
Yang, Lijian
1
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Econometric theory
Journal of econometrics
121
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
67
Economics letters
33
Discussion paper / Tinbergen Institute
32
Econometric reviews
23
Economic modelling
23
Discussion paper
21
Journal of empirical finance
21
International journal of forecasting
18
Quantitative finance
17
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
17
CREATES research paper
16
Journal of financial econometrics : official journal of the Society for Financial Econometrics
16
Europäische Hochschulschriften / 5
15
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
14
Journal of banking & finance
14
NBER Working Paper
14
SFB 649 discussion paper
14
Working paper / National Bureau of Economic Research, Inc.
14
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
13
International journal of theoretical and applied finance
13
Journal of financial econometrics
13
Journal of forecasting
13
Finance research letters
12
International journal of economics and financial issues : IJEFI
12
NBER working paper series
12
Journal of international money and finance
11
The North American journal of economics and finance : a journal of financial economics studies
11
The econometrics journal
11
Applied economics
10
Discussion paper series / IZA
10
Econometrics : open access journal
10
Journal of applied econometrics
10
Journal of risk and financial management : JRFM
10
Discussion papers of interdisciplinary research project 373
9
Schriften zur angewandten Ökonometrie
9
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
9
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
8
Finance and stochastics
8
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ECONIS (ZBW)
17
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1
Estimation of volatility functions in jump diffusions using truncated bipower increments
Kim, Jihyun
;
Park, Joon Y.
;
Wang, Bin
- In:
Econometric theory
37
(
2021
)
5
,
pp. 926-958
Persistent link: https://www.econbiz.de/10012656389
Saved in:
2
Efficient estimation of integrated volatility functionals under general volatility dynamics
Li, Jia
;
Liu, Yunxiao
- In:
Econometric theory
37
(
2021
)
4
,
pp. 664-707
Persistent link: https://www.econbiz.de/10012618196
Saved in:
3
QML inference for volatility models with covariates
Francq, Christian
;
Le Quyen Thieu
- In:
Econometric theory
35
(
2019
)
1
,
pp. 37-72
Persistent link: https://www.econbiz.de/10012146117
Saved in:
4
Estimating volatility functionals with multiple transactions
Jing, Bingyi
;
Liu, Zhi
;
Kong, Xinbing
- In:
Econometric theory
33
(
2017
)
2
,
pp. 331-365
Persistent link: https://www.econbiz.de/10011665349
Saved in:
5
Efficient estimation of integrated volatility and related processes
Renault, Eric
;
Sarisoy, Cisil
;
Werker, Bas J. M.
- In:
Econometric theory
33
(
2017
)
2
,
pp. 439-478
Persistent link: https://www.econbiz.de/10011665439
Saved in:
6
Estimation of stochastic volatility models by nonparametric filtering
Kanaya, Shin
;
Kristensen, Dennis
- In:
Econometric theory
32
(
2016
)
4
,
pp. 861-916
Persistent link: https://www.econbiz.de/10011644214
Saved in:
7
Estimating the volatility occupation time via regularized Laplace inversion
Li, Jia
;
Todorov, Viktor
;
Tauchen, George Eugene
- In:
Econometric theory
32
(
2016
)
5
,
pp. 1253-1288
Persistent link: https://www.econbiz.de/10011661745
Saved in:
8
Let's get lade : robust estimation of semiparametric multiplicative volatility models
Koo, Bonsoo
;
Linton, Oliver
- In:
Econometric theory
31
(
2015
)
4
,
pp. 671-702
Persistent link: https://www.econbiz.de/10011341932
Saved in:
9
Econometric analysis of volatility component models
Wang, Fangfang
;
Ghysels, Eric
- In:
Econometric theory
31
(
2015
)
2
,
pp. 362-393
Persistent link: https://www.econbiz.de/10010532059
Saved in:
10
Fast convergence rates in estimating large volatility matrices using high-frequency financial data
Tao, Minjing
;
Wang, Yazhen
;
Chen, Xiaohong
- In:
Econometric theory
29
(
2013
)
4
,
pp. 838-856
Persistent link: https://www.econbiz.de/10010210158
Saved in:
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