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subject:"Monte-Carlo-Simulation"
subject:"Panel study"
~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~subject:"Schätzung"
~subject:"United States"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Lehrbuch"
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Search: subject_exact:"Estimation theory"
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Monte-Carlo-Simulation
Panel study
Schätzung
United States
Estimation theory
73
Schätztheorie
73
Time series analysis
20
Zeitreihenanalyse
20
Volatility
16
Volatilität
16
Estimation
15
ARCH model
11
ARCH-Modell
11
Market microstructure
10
Marktmikrostruktur
10
Capital income
9
Kapitaleinkommen
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
Stochastic process
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
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Aufsatz in Zeitschrift
Lehrbuch
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20
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English
20
Author
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Audrino, Francesco
2
Corsi, Fulvio
2
Ahlgren, Niklas
1
Antell, Jan
1
Balter, Janine
1
Bos, Charles S.
1
Bu, Ruijun
1
Caldeira, João F.
1
Cappiello, Lorenzo
1
Chen, Yi-ting
1
Engle, Robert F.
1
Fan, Jianqing
1
Fan, Yingying
1
Francq, Christian
1
Frühwirth-Schnatter, Sylvia
1
Giet, Ludovic
1
Gérard, Bruno
1
Hadri, Kaddour
1
Hahn, Markus
1
Hassler, Uwe
1
Horváth, Lajos
1
Hurn, Stan
1
Janus, Paweł
1
Jeisman, J. I.
1
Kadareja, Arjan
1
Koopman, Siem Jan
1
Lindsay, Kenneth A.
1
Lubrano, Michel
1
Lv, Jinchi
1
Manganelli, Simone
1
Mira, Antonietta
1
Moon, Seongman
1
Moura, Guilherme Valle
1
Nagakura, Daisuke
1
Nogales, Francisco J.
1
Peluso, Stefano
1
Rodrigues, Paulo M. M.
1
Rubia, Antonio
1
Santos, André A. P.
1
Sass, Jörn
1
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
Journal of econometrics
362
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
240
Economics letters
194
Econometric reviews
125
Applied economics letters
80
Economic modelling
69
The econometrics journal
68
Applied economics
67
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
66
Journal of applied econometrics
63
Econometric theory
53
The review of economics and statistics
50
Computational economics
42
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
42
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
41
Econometrics : open access journal
40
Quantitative economics : QE ; journal of the Econometric Society
38
Journal of the American Statistical Association : JASA
37
Empirical economics : a quarterly journal of the Institute for Advanced Studies
35
International journal of forecasting
34
Journal of banking & finance
32
Oxford bulletin of economics and statistics
30
American journal of agricultural economics
27
Journal of empirical finance
27
Journal of forecasting
27
European journal of operational research : EJOR
25
Finance research letters
23
Energy economics
22
Journal of economic dynamics & control
21
Journal of financial econometrics
21
Journal of productivity analysis
21
International journal of economics and financial issues : IJEFI
20
Journal of financial and quantitative analysis : JFQA
20
Insurance / Mathematics & economics
19
Journal of macroeconomics
19
Journal of risk and financial management : JRFM
19
Regional science & urban economics
19
The journal of futures markets
18
The empirical economics letters : a monthly international journal of economics
17
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ECONIS (ZBW)
20
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1
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:
2
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:
3
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:
4
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:
5
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:
6
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:
7
A state space approach to estimating the integrated variance under the existence of market microstructure noise
Nagakura, Daisuke
;
Watanabe, Toshiaki
- In:
Journal of financial econometrics : official journal of …
13
(
2015
)
1
,
pp. 45-82
Persistent link: https://www.econbiz.de/10010519663
Saved in:
8
A Bayesian high-frequency estimator of the multivariate covariance of noisy and asynchronous returns
Peluso, Stefano
;
Corsi, Fulvio
;
Mira, Antonietta
- In:
Journal of financial econometrics : official journal of …
13
(
2015
)
3
,
pp. 665-697
Persistent link: https://www.econbiz.de/10011339256
Saved in:
9
Quarticity estimation on ohlc data
Balter, Janine
- In:
Journal of financial econometrics : official journal of …
13
(
2015
)
2
,
pp. 505-519
Persistent link: https://www.econbiz.de/10011339287
Saved in:
10
Measuring comovements by regression quantiles
Cappiello, Lorenzo
;
Gérard, Bruno
;
Kadareja, Arjan
; …
- In:
Journal of financial econometrics : official journal of …
12
(
2014
)
4
,
pp. 645-678
Persistent link: https://www.econbiz.de/10010512287
Saved in:
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