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subject:"EU-Staaten"
subject:"Volatility"
~accessRights:"restricted"
~isPartOf:"Journal of econometrics"
~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~isPartOf:"Working paper series / European Central Bank"
~subject:"Stochastischer Prozess"
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EU-Staaten
Volatility
Stochastischer Prozess
Estimation
477
Schätzung
473
Estimation theory
184
Schätztheorie
184
Theorie
151
Theory
151
Time series analysis
144
Zeitreihenanalyse
144
Volatilität
112
Nichtparametrisches Verfahren
90
Nonparametric statistics
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85
Panel study
85
Regression analysis
83
Regressionsanalyse
83
Capital income
71
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Markov-Kette
40
Cointegration
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Kointegration
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Bayes-Statistik
37
Bayesian inference
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Nichtlineare Regression
35
Nonlinear regression
35
VAR model
35
VAR-Modell
35
Factor analysis
34
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USA
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United States
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English
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Todorov, Viktor
8
Bollerslev, Tim
5
Kim, Donggyu
5
Li, Jia
5
Tauchen, George Eugene
5
Aït-Sahalia, Yacine
4
Andersen, Torben
3
Patton, Andrew J.
3
Wang, Yazhen
3
Asai, Manabu
2
Chevallier, Julien
2
Christensen, Kim
2
Ergemen, Yunus Emre
2
Fan, Jianqing
2
Francq, Christian
2
Hallin, Marc
2
Hounyo, Ulrich
2
Kong, Xin-Bing
2
Li, Yingying
2
McAleer, Michael
2
Paolella, Marc S.
2
Park, Joon Y.
2
Polak, Pawel
2
Quaedvlieg, Rogier
2
Taylor, Robert
2
Thyrsgaard, Martin
2
Wang, Bin
2
Xiu, Dacheng
2
Zakoïan, Jean-Michel
2
Zhang, Congshan
2
Amengual, Dante
1
Andreou, Elena
1
Audrino, Francesco
1
Avdoulas, Christos
1
Avdulaj, Krenar
1
Baldovin, Fulvio
1
Bandi, Federico M.
1
Barigozzi, Matteo
1
Barnett, William A.
1
Barone-Adesi, Giovanni
1
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Journal of econometrics
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
Working paper series / European Central Bank
Energy economics
144
Finance research letters
139
Economic modelling
130
International review of economics & finance : IREF
119
Applied economics
114
Discussion paper / Centre for Economic Policy Research
104
International review of financial analysis
87
The North American journal of economics and finance : a journal of financial economics studies
87
Applied economics letters
67
Economics letters
65
Journal of international money and finance
64
Research in international business and finance
62
Journal of international financial markets, institutions & money
59
Journal of banking & finance
58
Journal of empirical finance
53
International journal of forecasting
42
International journal of finance & economics : IJFE
39
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
38
Discussion papers / CEPR
37
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
37
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
36
Working paper / National Bureau of Economic Research, Inc.
35
Empirica : journal of european economics
33
The European journal of finance
33
Quantitative finance
31
Journal of economic dynamics & control
30
Journal of financial econometrics
30
SpringerLink / Bücher
30
Pacific-Basin finance journal
29
Empirical economics : a quarterly journal of the Institute for Advanced Studies
28
Emerging markets, finance and trade : EMFT
25
Journal of financial economics
25
Journal of macroeconomics
25
Journal of financial markets
23
European economic review : EER
21
International journal of economics and finance
21
Macroeconomic dynamics
20
Management science : journal of the Institute for Operations Research and the Management Sciences
20
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ECONIS (ZBW)
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1
Time-varying unobserved heterogeneity in earnings shocks
Botosaru, Irene
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1378-1393
Persistent link: https://www.econbiz.de/10014471381
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
Parametric estimation of long memory in factor models
Ergemen, Yunus Emre
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1483-1499
Persistent link: https://www.econbiz.de/10014471404
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
Volatility measurement with pockets of extreme return persistence
Andersen, Torben
;
Li, Yingying
;
Todorov, Viktor
;
Zhou, Bo
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014471793
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
Score-driven multi-regime Markov-switching EGARCH : empirical evidence using the Meixner distribution
Blazsek, Szabolcs
;
Haddad, Michel Ferreira Cardia
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
4
,
pp. 589-634
Persistent link: https://www.econbiz.de/10014372917
Saved in:
8
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:
9
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:
10
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
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