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subject:"Monte-Carlo-Simulation"
subject:"Panel study"
~isPartOf:"Journal of financial econometrics"
~subject:"Nichtparametrisches Verfahren"
~subject:"Time series analysis"
~type_genre:"Article in journal"
~type_genre:"Thesis"
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Search: subject_exact:"Estimation theory"
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Monte-Carlo-Simulation
Panel study
Nichtparametrisches Verfahren
Time series analysis
Estimation theory
48
Schätztheorie
48
Estimation
19
Schätzung
19
Zeitreihenanalyse
14
Volatility
13
Volatilität
13
Correlation
9
Korrelation
9
Statistical test
9
Statistischer Test
9
ARCH model
8
ARCH-Modell
8
Forecasting model
8
Portfolio selection
8
Portfolio-Management
8
Prognoseverfahren
8
Statistical distribution
8
Statistische Verteilung
8
Capital income
7
Kapitaleinkommen
7
Risikomaß
7
Risikoprämie
7
Risk measure
7
Risk premium
7
Analysis of variance
6
CAPM
6
Robust statistics
6
Robustes Verfahren
6
Sampling
6
Stichprobenerhebung
6
Varianzanalyse
6
Induktive Statistik
5
Statistical inference
5
Stochastic process
5
Stochastischer Prozess
5
Börsenkurs
4
Regression analysis
4
Regressionsanalyse
4
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1
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Article
19
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Article in journal
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English
19
Author
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Bauwens, Luc
1
Casas, Isabel
1
Chen, Feng
1
Cipollini, Fabrizio
1
Dunsmuir, William T.M.
1
Ferreira, Eva
1
Gallo, Giampiero M.
1
Grønneberg, Steffen
1
Gu, Zhutong
1
Han, Heejoon
1
Hecq, Alain W. J.
1
Hong, Seok Young
1
Huang, Haitao
1
Hung, Mao-Wei
1
Inoue, Atsushi
1
Jach, Agnieszka
1
Jiang, Yixiao
1
Jung, Whayoung
1
Karabiyik, Hande
1
Ko, Yi-Chen
1
Lee, Ji Hyung
1
Leng, Xuan
1
Liu, Cheng
1
Liu, Xiaohui
1
Livieri, Giulia
1
Lu, Jin
1
Lucas, André
1
Mancino, Maria Elvira
1
Margaritella, Luca
1
Marmi, Stefano
1
McElroy, Tucker
1
Narayan, Paresh Kumar
1
Narayan, Seema
1
Nolte, Ingmar
1
Noureldin, Diaa
1
Opschoor, Anne
1
Orbe-Mandaluniz, Susan
1
Otranto, Edoardo
1
Palandri, Alessandro
1
Pelletier, Denis
1
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Journal of financial econometrics
Journal of econometrics
716
Economics letters
304
Econometric theory
276
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
267
Econometric reviews
218
The econometrics journal
137
Journal of the American Statistical Association : JASA
108
Applied economics letters
87
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
82
Econometrics : open access journal
79
International journal of forecasting
77
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
75
Economic modelling
65
Applied economics
62
Computational economics
62
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
60
Journal of forecasting
58
Quantitative economics : QE ; journal of the Econometric Society
57
Journal of applied econometrics
54
Journal of time series econometrics
45
Oxford bulletin of economics and statistics
39
European journal of operational research : EJOR
38
Empirical economics : a quarterly journal of the Institute for Advanced Studies
32
Journal of empirical finance
32
Journal of risk and financial management : JRFM
30
Journal of financial econometrics : official journal of the Society for Financial Econometrics
29
Insurance / Mathematics & economics
25
Journal of economic dynamics & control
24
Journal of econometric methods
23
Energy economics
22
The review of economics and statistics
22
The empirical economics letters : a monthly international journal of economics
21
The review of economic studies
21
Journal of productivity analysis
20
Journal of quantitative economics : official journal of the Indian Econometric Society
19
Regional science & urban economics
19
Finance research letters
18
Journal of banking & finance
17
Cambridge working papers in economics
16
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ECONIS (ZBW)
19
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1
Granger causality testing in high-dimensional VARs : a post-double-selection procedure
Hecq, Alain W. J.
;
Margaritella, Luca
;
Smeekes, Stephan
- In:
Journal of financial econometrics
21
(
2023
)
3
,
pp. 915-958
Persistent link: https://www.econbiz.de/10014314841
Saved in:
2
Estimation and inference of quantile impulse response functions by local projections : with applications to VaR dynamics
Han, Heejoon
;
Jung, Whayoung
;
Lee, Ji Hyung
- In:
Journal of financial econometrics
22
(
2024
)
1
,
pp. 1-29
Persistent link: https://www.econbiz.de/10014526299
Saved in:
3
Volatility of volatility estimation : central limit theorems for the fourier transform estimator and empirical study of the daily time series stylized facts
Toscano, Giacomo
;
Livieri, Giulia
;
Mancino, Maria Elvira
; …
- In:
Journal of financial econometrics
22
(
2024
)
1
,
pp. 252-296
Persistent link: https://www.econbiz.de/10014526318
Saved in:
4
Dynamic covariance matrix estimation and portfolio analysis with high-frequency data
Liu, Cheng
;
Tang, Cheng Yong
- In:
Journal of financial econometrics
22
(
2024
)
2
,
pp. 461-491
Persistent link: https://www.econbiz.de/10014526333
Saved in:
5
Estimating unobserved soft adjustment in credit rating models : before and after the Dodd-Frank act
Gu, Zhutong
;
Jiang, Yixiao
;
Yang, Shuyang
- In:
Journal of financial econometrics
21
(
2023
)
5
,
pp. 1791-1819
Persistent link: https://www.econbiz.de/10014444750
Saved in:
6
Modeling realized covariance matrices : a class of hadamard exponential models
Bauwens, Luc
;
Otranto, Edoardo
- In:
Journal of financial econometrics
21
(
2023
)
4
,
pp. 1376-1401
Persistent link: https://www.econbiz.de/10014391463
Saved in:
7
An application of damped diffusion for modeling volatility dynamics
Hung, Mao-Wei
;
Ko, Yi-Chen
;
Wang, Jr-Yan
- In:
Journal of financial econometrics
21
(
2023
)
3
,
pp. 779-809
Persistent link: https://www.econbiz.de/10014314820
Saved in:
8
Volatility estimation and forecasts based on price durations
Hong, Seok Young
;
Nolte, Ingmar
;
Taylor, Stephen
;
Zhao, …
- In:
Journal of financial econometrics
21
(
2023
)
1
,
pp. 106-144
Persistent link: https://www.econbiz.de/10013542852
Saved in:
9
Volatility prediction using a realized-measure-based component model
Noureldin, Diaa
- In:
Journal of financial econometrics
20
(
2022
)
1
,
pp. 76-104
Persistent link: https://www.econbiz.de/10012878187
Saved in:
10
Estimating the speed of adjustment of leverage in the presence of interactive effects
Westerlund, Joakim
;
Karabiyik, Hande
;
Narayan, Paresh Kumar
- In:
Journal of financial econometrics
20
(
2022
)
5
,
pp. 942-960
Persistent link: https://www.econbiz.de/10013460044
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