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subject:"EU-Staaten"
type_genre:"Übersichtsarbeit"
~accessRights:"restricted"
~isPartOf:"International journal of forecasting"
~isPartOf:"Journal of econometrics"
~subject:"Volatility"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Estimation"
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EU-Staaten
Volatility
Estimation
400
Schätzung
396
Estimation theory
168
Schätztheorie
168
Forecasting model
156
Prognoseverfahren
156
Time series analysis
136
Zeitreihenanalyse
136
Theorie
132
Theory
132
Volatilität
107
Regression analysis
81
Regressionsanalyse
81
Nichtparametrisches Verfahren
78
Nonparametric statistics
78
Panel
77
Panel study
77
Capital income
70
Kapitaleinkommen
70
Börsenkurs
54
Share price
54
Factor analysis
48
Faktorenanalyse
48
ARCH model
45
ARCH-Modell
45
Stochastic process
42
Stochastischer Prozess
42
Bayes-Statistik
38
Bayesian inference
38
Panel data
35
Statistical distribution
33
Statistische Verteilung
33
Statistical test
31
Statistischer Test
31
Markov chain
28
Markov-Kette
28
Risikomaß
25
Risk measure
25
High-frequency data
24
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Article
113
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Übersichtsarbeit
Aufsatz in Zeitschrift
Article in journal
113
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English
113
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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
Asai, Manabu
3
McAleer, Michael
3
Patton, Andrew J.
3
Wang, Yazhen
3
Chan, Joshua
2
Christensen, Kim
2
Ergemen, Yunus Emre
2
Fan, Jianqing
2
Francq, Christian
2
Hallin, Marc
2
Klein, Tony
2
Kong, Xin-Bing
2
Koopman, Siem Jan
2
Li, Yingying
2
Lucas, André
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
Ahmed, Shamim
1
Amengual, Dante
1
Andreou, Elena
1
Audrino, Francesco
1
Baldovin, Fulvio
1
Ballinari, Daniele
1
Bandi, Federico M.
1
Barigozzi, Matteo
1
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Published in...
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International journal of forecasting
Journal of econometrics
Energy economics
140
Finance research letters
138
Economic modelling
125
International review of economics & finance : IREF
116
Applied economics
111
The North American journal of economics and finance : a journal of financial economics studies
87
International review of financial analysis
86
Applied economics letters
66
Journal of international money and finance
64
Economics letters
63
Research in international business and finance
62
Journal of international financial markets, institutions & money
59
Journal of banking & finance
55
Journal of empirical finance
52
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
45
International journal of finance & economics : IJFE
39
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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
35
Empirica : journal of european economics
33
The European journal of finance
33
Journal of economic dynamics & control
30
Journal of financial econometrics
29
Pacific-Basin finance journal
29
Quantitative finance
29
Empirical economics : a quarterly journal of the Institute for Advanced Studies
27
Emerging markets, finance and trade : EMFT
25
Journal of macroeconomics
25
Journal of financial economics
24
Journal of financial markets
23
European economic review : EER
21
International journal of economics and finance
20
Macroeconomic dynamics
20
Management science : journal of the Institute for Operations Research and the Management Sciences
20
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
19
Economic research
18
Economic systems
18
Global finance journal
18
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ECONIS (ZBW)
113
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113
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1
Back to the present : learning about the euro area through a now-casting model
Cascaldi-Garcia, Danilo
;
Ferreira, Thiago R. T.
; …
- In:
International journal of forecasting
40
(
2024
)
2
,
pp. 661-686
Persistent link: https://www.econbiz.de/10014547195
Saved in:
2
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:
3
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:
4
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:
5
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:
6
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:
7
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:
8
Does the Phillips curve help to forecast euro area inflation?
Bańbura, Marta
;
Bobeica, Elena
- In:
International journal of forecasting
39
(
2023
)
1
,
pp. 364-390
Persistent link: https://www.econbiz.de/10014462787
Saved in:
9
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:
10
Forecasting extreme financial risk : a score-driven approach
Fuentes, Fernanda
;
Herrera, Rodrigo
;
Clements, Adam
- In:
International journal of forecasting
39
(
2023
)
2
,
pp. 720-735
Persistent link: https://www.econbiz.de/10014465107
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