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subject:"Kapitaleinkommen"
subject:"Statistical theory"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~subject:"ARCH model"
~subject:"Volatility"
~type_genre:"Article in journal"
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Search: subject_exact:"Estimation theory"
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Kapitaleinkommen
Statistical theory
ARCH model
Volatility
Estimation theory
610
Schätztheorie
610
Theorie
195
Theory
195
Time series analysis
144
Zeitreihenanalyse
144
Estimation
134
Schätzung
134
Nichtparametrisches Verfahren
113
Nonparametric statistics
113
Regression analysis
93
Regressionsanalyse
93
USA
93
United States
93
Forecasting model
46
Prognoseverfahren
46
Induktive Statistik
44
Panel
44
Panel study
44
Statistical inference
44
Statistical test
44
Statistischer Test
44
Volatilität
43
Correlation
35
Korrelation
35
Capital income
29
Statistische Methodenlehre
29
Maximum likelihood estimation
28
Maximum-Likelihood-Schätzung
28
Bootstrap approach
26
Bootstrap-Verfahren
26
Method of moments
26
Momentenmethode
26
Simulation
26
ARCH-Modell
25
Causality analysis
25
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Undetermined
34
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4
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Article
98
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Article in journal
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98
Bibliografie enthalten
1
Bibliography included
1
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English
98
Author
All
Bauwens, Luc
2
Bollerslev, Tim
2
Cheung, Yin-Wong
2
Ghysels, Eric
2
Gregory, Allan W.
2
Hansen, Bruce E.
2
Hautsch, Nikolaus
2
Jing, Bingyi
2
Lan, Wei
2
Ling, Shiqing
2
Shephard, Neil G.
2
Sheppard, Kevin
2
Silvapulle, Paramsothy
2
Su, Liangjun
2
Tsai, Chih-Ling
2
Tsay, Ruey S.
2
Vanhonacker, Wilfried R.
2
Yang, Xiye
2
Aielli, Gian Piero
1
Akgiray, Vedat
1
Alfelt, Gustav
1
Allenby, Greg M.
1
Amado, Cristina
1
Andersen, Torben
1
Andreou, Elena
1
Audrino, Francesco
1
Ausín, M. Concepción
1
Bandi, Federico M.
1
Bibinger, Markus
1
Bodnar, Taras
1
Booth, G. Geoffrey
1
Bormetti, Giacomo
1
Boswijk, Herman Peter
1
Breunig, Christoph
1
Buccheri, Giuseppe
1
Burnside, Craig
1
Callot, Laurent
1
Caner, Mehmet
1
Chan, Joshua
1
Chaves, Leonardo Salim Saker
1
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Journal of econometrics
193
Econometric theory
72
Economics letters
70
Econometric reviews
60
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
56
Journal of empirical finance
41
Journal of financial econometrics : official journal of the Society for Financial Econometrics
30
Finance research letters
27
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
27
The econometrics journal
26
Journal of forecasting
23
Economic modelling
20
Journal of banking & finance
20
Computational economics
19
Econometrics : open access journal
19
Journal of financial econometrics
19
International journal of forecasting
18
Journal of risk and financial management : JRFM
18
Quantitative finance
18
The European journal of finance
17
Journal of risk
16
International journal of economics and financial issues : IJEFI
15
International journal of theoretical and applied finance
15
Journal of mathematical finance
15
The North American journal of economics and finance : a journal of financial economics studies
14
Applied economics
13
Journal of financial economics
13
Applied economics letters
12
Journal of economic dynamics & control
12
Journal of time series econometrics
12
Oxford bulletin of economics and statistics
12
The review of economics and statistics
12
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
11
International economic review
11
The review of financial studies
11
Journal of quantitative economics : official journal of the Indian Econometric Society
10
The review of economic studies
10
American journal of agricultural economics
9
Annales d'économie et de statistique
9
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ECONIS (ZBW)
98
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1
An econometric analysis of volatility discovery
Dias, Gustavo Fruet
;
Papailias, Fotis
;
Scherrer, Cristina
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
3
,
pp. 1095-1106
Persistent link: https://www.econbiz.de/10015053535
Saved in:
2
Extreme value estimation for heterogeneous data
Einmahl, John H. J.
;
He, Yi
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
1
,
pp. 255-269
Persistent link: https://www.econbiz.de/10013540838
Saved in:
3
Singular conditional autoregressive Wishart model for realized covariance matrices
Alfelt, Gustav
;
Bodnar, Taras
;
Javed, Farrukh
;
Tyrcha, …
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
3
,
pp. 833-845
Persistent link: https://www.econbiz.de/10014448443
Saved in:
4
Adaptive testing for cointegration with nonstationary volatility
Boswijk, Herman Peter
;
Zu, Yang
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
2
,
pp. 744-755
Persistent link: https://www.econbiz.de/10013534484
Saved in:
5
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
Saved in:
6
Inference for nonparametric high-frequency estimators with an application to time variation in betas
Kalnina, Ilze
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
2
,
pp. 538-549
Persistent link: https://www.econbiz.de/10014448338
Saved in:
7
Bootstrapping two-stage quasi-maximum likelihood estimators of time series models
Gonçalves, Sílvia
;
Hounyo, Ulrich
;
Patton, Andrew J.
; …
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
3
,
pp. 683-694
Persistent link: https://www.econbiz.de/10014448421
Saved in:
8
Estimation of leverage effect : kernel function and efficiency
Yang, Xiye
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
3
,
pp. 939-956
Persistent link: https://www.econbiz.de/10014448463
Saved in:
9
Overnight GARCH-Itô volatility models
Kim, Donggyu
;
Shin, Minseok
;
Wang, Yazhen
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
4
,
pp. 1215-1227
Persistent link: https://www.econbiz.de/10014448607
Saved in:
10
A Bayesian quantile time series model for asset returns
Griffin, Jim E.
;
Mitrodima, Gelly
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
1
,
pp. 16-27
Persistent link: https://www.econbiz.de/10012804077
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