//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
subject:"India"
~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~subject:"ARCH-Modell"
~subject:"Kapitaleinkommen"
~subject:"Stochastic process"
~subject:"Zeitreihenanalyse"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Estimation theory"
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
India
ARCH-Modell
Kapitaleinkommen
Stochastic process
Zeitreihenanalyse
Estimation theory
73
Schätztheorie
73
Time series analysis
20
Volatility
16
Volatilität
16
Estimation
15
Schätzung
15
ARCH model
11
Market microstructure
10
Marktmikrostruktur
10
Capital income
9
Nichtparametrisches Verfahren
9
Nonparametric statistics
9
Risikomaß
9
Risk measure
9
Theorie
9
Theory
9
Correlation
7
Forecasting model
7
Korrelation
7
Prognoseverfahren
7
Regression analysis
7
Regressionsanalyse
7
Stochastischer Prozess
7
Börsenkurs
6
Share price
6
Analysis of variance
5
Noise Trading
5
Noise trading
5
Statistical test
5
Statistischer Test
5
Varianzanalyse
5
CAPM
4
Multivariate Analyse
4
Multivariate analysis
4
Portfolio selection
4
more ...
less ...
Online availability
All
Undetermined
7
Type of publication
All
Article
35
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
36
Aufsatz in Zeitschrift
36
Collection of articles of several authors
1
Conference proceedings
1
Konferenzschrift
1
Sammelwerk
1
Language
All
English
36
Author
All
Audrino, Francesco
2
Chen, Yi-ting
2
Corsi, Fulvio
2
Engle, Robert F.
2
Francq, Christian
2
Frederiksen, Per
2
Horváth, Lajos
2
Zakoïan, Jean-Michel
2
Ahlgren, Niklas
1
Antell, Jan
1
Balter, Janine
1
Bu, Ruijun
1
Caldeira, João F.
1
Candelon, Bertrand
1
Chen, Jiaqin
1
Christensen, Kim
1
Christoffersen, Peter F.
1
Colletaz, Gilbert
1
Conrad, Christian A.
1
Di, Jianing
1
Feng, Dingan
1
Galbraith, John W.
1
Gangopadhyay, Ashis
1
Giet, Ludovic
1
Gonzalo, Jesús
1
Gregory, Allan W.
1
Haag, Berthold R.
1
Hadri, Kaddour
1
Hassler, Uwe
1
Herwartz, Helmut
1
Hill, Jonathan B.
1
Hsieh, Chih-sheng
1
Hurlin, Christophe
1
Hurn, Stan
1
Härdle, Wolfgang
1
Ikeda, Shin S.
1
Jeisman, J. I.
1
Jiang, George J.
1
Kokoszka, Piotr
1
Lindsay, Kenneth A.
1
more ...
less ...
Published in...
All
Journal of financial econometrics : official journal of the Society for Financial Econometrics
Journal of econometrics
392
Econometric theory
199
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
178
Economics letters
161
Discussion paper / Tinbergen Institute
108
Econometric reviews
105
CREATES research paper
73
International journal of forecasting
72
Journal of forecasting
69
Working paper / Department of Econometrics and Business Statistics, Monash University
68
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
60
Applied economics letters
59
Econometrics : open access journal
53
Cowles Foundation discussion paper
49
Journal of empirical finance
49
NBER Working Paper
49
Economic modelling
48
The econometrics journal
48
Computational economics
45
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
45
Applied economics
42
Journal of the American Statistical Association : JASA
42
Journal of time series econometrics
42
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
40
Série des documents de travail / Centre de Recherche en Économie et Statistique
39
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
39
Journal of applied econometrics
37
NBER working paper series
36
SFB 649 discussion paper
35
Journal of quantitative economics : official journal of the Indian Econometric Society
33
Working paper
33
The Indian economic journal
32
EUI working paper / ECO
31
Finance research letters
31
Working paper / National Bureau of Economic Research, Inc.
30
Discussion paper / Department of Economics, University of California San Diego
29
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
28
Working paper series
28
Journal of banking & finance
27
more ...
less ...
Source
All
ECONIS (ZBW)
36
Showing
1
-
10
of
36
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Dynamic functional regression with application to the cross-section of returns
Kokoszka, Piotr
;
Miao, Hong
;
Reimherr, Matthew
; …
- In:
Journal of financial econometrics : official journal of …
16
(
2018
)
3
,
pp. 461-485
Persistent link: https://www.econbiz.de/10011987795
Saved in:
2
Combining multivariate volatility forecasts: an economic-based approach
Caldeira, João F.
;
Moura, Guilherme Valle
;
Nogales, …
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
2
,
pp. 247-285
Persistent link: https://www.econbiz.de/10011987429
Saved in:
3
Tests for abnormal returns in the presence of event-induced cross-sectional correlation
Ahlgren, Niklas
;
Antell, Jan
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
2
,
pp. 286-301
Persistent link: https://www.econbiz.de/10011987446
Saved in:
4
Efficient portfolio selection in a large market
Chen, Jiaqin
;
Yuan, Ming
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
3
,
pp. 496-524
Persistent link: https://www.econbiz.de/10011623668
Saved in:
5
Dynamic conditional beta
Engle, Robert F.
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
4
,
pp. 643-667
Persistent link: https://www.econbiz.de/10011623818
Saved in:
6
Quantile regression for long memory testing : a case of realized volatility
Hassler, Uwe
;
Rodrigues, Paulo M. M.
;
Rubia, Antonio
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
4
,
pp. 693-724
Persistent link: https://www.econbiz.de/10011623824
Saved in:
7
Variance targeting estimation of multivariate GARCH models
Francq, Christian
;
Horváth, Lajos
;
Zakoïan, Jean-Michel
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
2
,
pp. 353-382
Persistent link: https://www.econbiz.de/10011589013
Saved in:
8
Two-scale realized kernels : a univariate case
Ikeda, Shin S.
- In:
Journal of financial econometrics : official journal of …
13
(
2015
)
1
,
pp. 126-165
Persistent link: https://www.econbiz.de/10010519659
Saved in:
9
On the optimal estimating function method for conditional correlation models
Chen, Yi-ting
- In:
Journal of financial econometrics : official journal of …
13
(
2015
)
1
,
pp. 83-125
Persistent link: https://www.econbiz.de/10010519661
Saved in:
10
Expected shortfall estimation and Gaussian inference for infinite variance time series
Hill, Jonathan B.
- In:
Journal of financial econometrics : official journal of …
13
(
2015
)
1
,
pp. 1-44
Persistent link: https://www.econbiz.de/10010519664
Saved in:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->