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subject:"Großbritannien"
subject:"Wechselkurs"
~isPartOf:"Econometric theory"
~isPartOf:"Série des documents de travail / Centre de Recherche en Économie et Statistique"
~isPartOf:"Working paper / National Bureau of Economic Research, Inc."
~subject:"Maximum-Likelihood-Schätzung"
~subject:"Volatilität"
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Search: subject_exact:"Estimation theory"
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Großbritannien
Wechselkurs
Maximum-Likelihood-Schätzung
Volatilität
Estimation theory
1,181
Schätztheorie
1,181
Theorie
526
Theory
526
Time series analysis
206
Zeitreihenanalyse
206
Nichtparametrisches Verfahren
132
Nonparametric statistics
132
Regression analysis
114
Regressionsanalyse
114
Schätzung
67
Estimation
66
Statistical test
48
Statistischer Test
48
ARCH model
45
ARCH-Modell
45
USA
41
United States
41
Statistical distribution
35
Statistical theory
35
Statistische Methodenlehre
35
Statistische Verteilung
35
Autocorrelation
34
Autokorrelation
34
Panel
30
Panel study
30
Causality analysis
29
Kausalanalyse
29
Cointegration
26
Induktive Statistik
26
Kointegration
26
Method of moments
26
Momentenmethode
26
Monte Carlo simulation
26
Monte-Carlo-Simulation
26
Statistical inference
26
Volatility
25
Einheitswurzeltest
22
Unit root test
22
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Undetermined
10
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3
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Book / Working Paper
32
Article
25
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Arbeitspapier
32
Working Paper
32
Graue Literatur
28
Non-commercial literature
28
Article in journal
25
Aufsatz in Zeitschrift
25
Amtsdruckschrift
3
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3
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1
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1
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English
57
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Francq, Christian
5
Zakoïan, Jean-Michel
5
Gouriéroux, Christian
4
Jasiak, Joann
3
Salanié, Bernard
3
Bekaert, Geert
2
Fermanian, Jean-David
2
Ghysels, Eric
2
Li, Jia
2
Monfort, Alain
2
Alizadeh, Sassan
1
Ang, Andrew
1
Aruoba, S. Borağan
1
Avarucci, Marco
1
Bertholon, Henri
1
Beutner, Eric
1
Bossaerts, Peter L.
1
Boudoukh, Jacob
1
Brandt, Michael W.
1
Broze, Laurence
1
Burkhauser, Richard V.
1
Cavaliere, Giuseppe
1
Chan, Ngai Hang
1
Chen, Willa W.
1
Chen, Xiaohong
1
Christiano, Lawrence J.
1
Creal, Drew
1
Cuba-Borda, Pablo
1
Dai, Qiang
1
Das, Sanjiv R.
1
Deo, Rohit S.
1
Diebold, Francis X.
1
Engel, Charles
1
Fan, Qingliang
1
Fernández-Villaverde, Jesús
1
Foncel, Jérôme
1
Frankel, Jeffrey A.
1
Griliches, Zvi
1
Halttunen, Hannu
1
Han, Xiao
1
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Econometric theory
Série des documents de travail / Centre de Recherche en Économie et Statistique
Working paper / National Bureau of Economic Research, Inc.
Journal of econometrics
198
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
90
Discussion paper / Tinbergen Institute
56
Economics letters
54
Econometric reviews
42
Economic modelling
31
CREATES research paper
23
Journal of empirical finance
22
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
21
The econometrics journal
21
Journal of applied econometrics
20
Discussion paper
19
International journal of forecasting
19
Journal of financial econometrics : official journal of the Society for Financial Econometrics
19
NBER Working Paper
19
Journal of banking & finance
18
Journal of the American Statistical Association : JASA
18
Quantitative finance
18
Econometrics : open access journal
17
Journal of forecasting
17
Oxford bulletin of economics and statistics
17
Applied economics
16
Journal of financial econometrics
15
CEMMAP working papers / Centre for Microdata Methods and Practice
14
European journal of operational research : EJOR
14
Finance research letters
14
Journal of risk and financial management : JRFM
14
NBER working paper series
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
Working paper
13
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
11
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
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ECONIS (ZBW)
57
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1
Piecewise-linear approximations and filtering for DSGE models with occasionally binding constraints
Aruoba, S. Borağan
;
Cuba-Borda, Pablo
;
Higa-Flores, Kenji
-
2020
Persistent link: https://www.econbiz.de/10012391705
Saved in:
2
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:
3
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:
4
Survey under-coverage of top incomes and estimation of inequality : what is the role of the UK’s SPI adjustment?
Burkhauser, Richard V.
;
Hérault, Nicolas
;
Jenkins, Stephen
-
2017
Persistent link: https://www.econbiz.de/10011700605
Saved in:
5
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:
6
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:
7
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:
8
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:
9
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:
10
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
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