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subject:"EU-Staaten"
subject:"Volatility"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~subject:"Time series analysis"
~subject:"Zeitreihenanalyse"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Länderbericht"
~type_genre:"Reprint"
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EU-Staaten
Volatility
Time series analysis
Zeitreihenanalyse
Estimation
377
Schätzung
377
Theorie
167
Theory
167
Estimation theory
134
Schätztheorie
134
USA
100
United States
100
Nichtparametrisches Verfahren
63
Nonparametric statistics
63
Volatilität
62
Forecasting model
53
Prognoseverfahren
53
Capital income
47
Kapitaleinkommen
47
Regression analysis
43
Regressionsanalyse
43
Börsenkurs
32
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32
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28
Panel study
28
Bayes-Statistik
27
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27
Stochastic process
25
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25
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24
Factor analysis
24
Kausalanalyse
24
VAR model
24
VAR-Modell
24
Faktorenanalyse
23
Statistical distribution
21
Statistische Verteilung
21
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19
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19
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18
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18
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3
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134
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Aufsatz in Zeitschrift
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English
134
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Sentana, Enrique
3
Bollerslev, Tim
2
Cavaliere, Giuseppe
2
Chan, Joshua
2
Cheung, Ying Lun
2
Franses, Philip Hans
2
Gao, Jiti
2
Haldrup, Niels
2
Harvey, Andrew C.
2
Hautsch, Nikolaus
2
Huber, Florian
2
Koop, Gary
2
Leybourne, Stephen James
2
Li, Jia
2
Li, Wai Keung
2
Lobato, Ignacio N.
2
Marcellino, Massimiliano
2
McCabe, Brendan Peter Martin
2
Moffitt, Robert A.
2
Mumtaz, Haroon
2
Ravazzolo, Francesco
2
Schienle, Melanie
2
Song, Xiaojun
2
Su, Liangjun
2
Taamouti, Abderrahim
2
Tauchen, George Eugene
2
Tsay, Ruey S.
2
Van Keilegom, Ingrid
2
Venditti, Fabrizio
2
Westerlund, Joakim
2
Aastveit, Knut Are
1
Ahn, Hie Joo
1
Almuzara, Martín
1
Amado, Cristina
1
Amengual, Dante
1
Amir Ahmadi, Pooyan
1
Anderson, Heather M.
1
Andrews, Donald W. K.
1
Angrist, Joshua D.
1
Ascorbebeitia, Jone
1
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Applied economics
275
Economic modelling
259
Energy economics
206
Applied economics letters
197
International review of economics & finance : IREF
168
Journal of econometrics
166
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
160
Finance research letters
160
Economics letters
139
International review of financial analysis
127
Journal of international money and finance
127
The North American journal of economics and finance : a journal of financial economics studies
122
Journal of banking & finance
115
International journal of forecasting
104
Applied financial economics
101
Journal of empirical finance
100
Journal of international financial markets, institutions & money
95
Research in international business and finance
92
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
92
International journal of finance & economics : IJFE
82
Journal of risk and financial management : JRFM
74
Journal of forecasting
71
Journal of applied econometrics
69
The European journal of finance
67
The journal of futures markets
67
Journal of economic dynamics & control
62
Empirica : journal of european economics
59
Journal of macroeconomics
59
Econometric reviews
57
Empirical economics : a quarterly journal of the Institute for Advanced Studies
55
Macroeconomic dynamics
54
International Journal of Energy Economics and Policy : IJEEP
53
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
52
International journal of economics and finance
51
The empirical economics letters : a monthly international journal of economics
51
International journal of economics and financial issues : IJEFI
48
Journal of financial economics
46
European economic review : EER
45
Journal of financial econometrics : official journal of the Society for Financial Econometrics
42
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ECONIS (ZBW)
134
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1
A simple correction for misspecification in trend-cycle decompositions with an application to estimating r*
Morley, James C.
;
Trung Duc Tran
;
Wong, Benjamin
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
2
,
pp. 665-680
Persistent link: https://www.econbiz.de/10015053441
Saved in:
2
FNETS : factor-adjusted network estimation and forecasting for high-dimensional time series
Barigozzi, Matteo
;
Cho, Haeran
;
Owens, Dom
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
3
,
pp. 890-902
Persistent link: https://www.econbiz.de/10015053503
Saved in:
3
Realized quantiles
Dimitriadis, Timo
;
Halbleib, Roxana
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
3
,
pp. 1346-1361
Persistent link: https://www.econbiz.de/10013539526
Saved in:
4
Identification of time-varying factor models
Cheung, Ying Lun
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
1
,
pp. 76-94
Persistent link: https://www.econbiz.de/10014449828
Saved in:
5
Estimation, inference, and empirical analysis for time-varying var models
Gao, Jiti
;
Peng, Bin
;
Yan, Yayi
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
1
,
pp. 310-321
Persistent link: https://www.econbiz.de/10014449933
Saved in:
6
Tests for jumps in yield spreads
Winkelmann, Lars
;
Yao, Wenying
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
3
,
pp. 946-957
Persistent link: https://www.econbiz.de/10015053510
Saved in:
7
GDP solera : the ideal vintage mix
Almuzara, Martín
;
Amengual, Dante
;
Fiorentini, Gabriele
; …
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
3
,
pp. 984-997
Persistent link: https://www.econbiz.de/10015053515
Saved in:
8
Estimating trends in male earnings volatility with the panel study of income dynamics
Moffitt, Robert A.
;
Zhang, Sisi
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
1
,
pp. 20-25
Persistent link: https://www.econbiz.de/10013540609
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9
Reconciling trends in male earnings volatility : evidence from the SIPP survey and administrative data
Carr, Michael D.
;
Moffitt, Robert A.
;
Wiemers, Emily E.
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
1
,
pp. 26-32
Persistent link: https://www.econbiz.de/10013540611
Saved in:
10
Volatility estimation when the zero-process is nonstationary
Francq, Christian
;
Sucarrat, Genaro
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
1
,
pp. 53-66
Persistent link: https://www.econbiz.de/10013540630
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