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subject:"Großbritannien"
subject:"Wechselkurs"
~isPartOf:"Discussion paper / Centre for Economic Forecasting"
~isPartOf:"Econometric theory"
~subject:"Maximum-Likelihood-Schätzung"
~subject:"Volatilität"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Estimation theory"
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Großbritannien
Wechselkurs
Maximum-Likelihood-Schätzung
Volatilität
Estimation theory
723
Schätztheorie
723
Theorie
285
Theory
285
Time series analysis
158
Zeitreihenanalyse
158
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
Volatility
14
Heteroscedasticity
13
Heteroskedastizität
13
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25
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Aufsatz in Zeitschrift
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25
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2
Graue Literatur
2
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2
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2
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English
25
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Li, Jia
2
Avarucci, Marco
1
Beutner, Eric
1
Bossaerts, Peter L.
1
Cavaliere, Giuseppe
1
Chan, Ngai Hang
1
Chen, Willa W.
1
Chen, Xiaohong
1
Deo, Rohit S.
1
Fan, Qingliang
1
Fermanian, Jean-David
1
Francq, Christian
1
Ghysels, Eric
1
Han, Xiao
1
Harvey, David I.
1
Jiang, Bibo
1
Jing, Bingyi
1
Kanaya, Shin
1
Kim, Jihyun
1
Kong, Xinbing
1
Koo, Bonsoo
1
Kristensen, Dennis
1
Le Quyen Thieu
1
Lee, Lung-fei
1
Levine, Michael
1
Leybourne, Stephen James
1
Li, Deyuan
1
Li, Jinguang
1
Lian, Peng
1
Lieberman, Offer
1
Linton, Oliver
1
Liu, Yunxiao
1
Liu, Zhi
1
Magnus, Jan R.
1
Marron, James Stephen
1
Pan, Guangming
1
Park, Joon Y.
1
Renault, Eric
1
Renò, Roberto
1
Rosemarin, Roy
1
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Discussion paper / Centre for Economic Forecasting
Econometric theory
Journal of econometrics
195
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
89
Economics letters
54
Econometric reviews
43
Economic modelling
31
Journal of empirical finance
22
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
21
The econometrics journal
21
International journal of forecasting
20
Journal of applied econometrics
20
Journal of financial econometrics : official journal of the Society for Financial Econometrics
19
Quantitative finance
19
Journal of banking & finance
18
Journal of forecasting
18
Journal of the American Statistical Association : JASA
18
Econometrics : open access journal
17
Oxford bulletin of economics and statistics
17
Applied economics
16
Journal of financial econometrics
15
European journal of operational research : EJOR
14
Finance research letters
14
Journal of risk and financial management : JRFM
14
Applied economics letters
13
Computational economics
13
International journal of economics and financial issues : IJEFI
13
International journal of theoretical and applied finance
13
The North American journal of economics and finance : a journal of financial economics studies
13
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
11
Insurance / Mathematics & economics
11
Journal of international money and finance
11
Statistics in transition : an international journal of the Polish Statistical Association
10
Journal of economic dynamics & control
9
Journal of mathematical finance
9
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
8
Empirical economics : a quarterly journal of the Institute for Advanced Studies
8
Finance and stochastics
8
International economic journal
8
The European journal of finance
8
International journal of finance & economics : IJFE
7
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ECONIS (ZBW)
25
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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
Large system of seemingly unrelated regressions : a penalized quasi-maximum likelihood estimation perspective
Fan, Qingliang
;
Han, Xiao
;
Pan, Guangming
;
Jiang, Bibo
- In:
Econometric theory
36
(
2020
)
3
,
pp. 526-558
Persistent link: https://www.econbiz.de/10012240739
Saved in:
4
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:
5
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:
6
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:
7
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:
8
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:
9
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:
10
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
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