//--> //--> //--> //-->
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:"Panel"
~subject:"Stochastischer Prozess"
~subject:"Volatilität"
~type:"article"
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
| 4 applied filters
Year of publication
From:
To:
Subject
All
Panel
Stochastischer Prozess
Volatilität
Estimation theory
17,042
Schätztheorie
17,038
Theorie
5,375
Theory
5,375
Estimation
2,670
Schätzung
2,636
Zeitreihenanalyse
2,609
Time series analysis
2,608
Regression analysis
1,880
Regressionsanalyse
1,878
Nichtparametrisches Verfahren
1,544
Nonparametric statistics
1,544
Forecasting model
1,026
Prognoseverfahren
1,026
USA
963
United States
960
Volatility
863
Panel study
849
Statistical test
792
Statistischer Test
791
Statistical distribution
706
Statistische Verteilung
706
ARCH model
601
ARCH-Modell
601
Bayesian inference
568
Bayes-Statistik
564
Cointegration
549
Kointegration
544
Börsenkurs
540
Share price
540
Capital income
528
Kapitaleinkommen
528
Stochastic process
525
Sampling
520
Stichprobenerhebung
519
Monte Carlo simulation
488
Monte-Carlo-Simulation
487
more ...
less ...
Online availability
All
Undetermined
964
Free
192
Type of publication
All
Article
Book / Working Paper
1,848
Type of publication (narrower categories)
All
Article in journal
1,889
Aufsatz in Zeitschrift
1,889
Aufsatz im Buch
122
Book section
122
Conference paper
10
Konferenzbeitrag
10
Rezension
6
Systematic review
4
Übersichtsarbeit
4
more ...
less ...
Language
All
English
2,017
German
7
French
1
Author
All
Baltagi, Badi H.
42
Su, Liangjun
21
Westerlund, Joakim
18
Lee, Lung-fei
17
Bai, Jushan
16
Kumar, Dilip
16
Gao, Jiti
15
Maheswaran, S.
14
Phillips, Peter C. B.
14
Kao, Chihwa
13
Pesaran, M. Hashem
12
Todorov, Viktor
12
Yu, Jihai
12
Zhou, Qiankun
12
Hayakawa, Kazuhiko
11
Hsiao, Cheng
11
Li, Jia
11
Pirotte, Alain
11
Tauchen, George Eugene
11
Han, Chirok
10
Kumbhakar, Subal
10
Bresson, Georges
9
Juodis, Artūras
9
Peng, Bin
9
Sarafidis, Vasilis
9
Sun, Yiguo
9
Teräsvirta, Timo
9
Francq, Christian
8
Li, Qi
8
Liu, Long
8
Moon, Hyungsik Roger
8
Ullah, Aman
8
Yang, Zhenlin
8
Zhang, Yonghui
8
Andersen, Torben
7
Arellano, Manuel
7
Ghysels, Eric
7
Hadri, Kaddour
7
Kim, Donggyu
7
Li, Yingying
7
more ...
less ...
Published in...
All
Journal of econometrics
293
Economics letters
127
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
89
Econometric reviews
84
The econometrics journal
53
Econometric theory
46
Economic modelling
39
Applied economics letters
27
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
25
Econometrics : open access journal
23
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
22
Journal of empirical finance
22
Empirical economics : a quarterly journal of the Institute for Advanced Studies
21
Journal of financial econometrics : official journal of the Society for Financial Econometrics
20
International journal of forecasting
19
Journal of risk and financial management : JRFM
19
Applied economics
18
Computational economics
18
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
18
European journal of operational research : EJOR
17
Oxford bulletin of economics and statistics
17
Quantitative economics : QE ; journal of the Econometric Society
17
Quantitative finance
17
Finance research letters
16
Journal of banking & finance
16
Journal of financial econometrics
16
International journal of theoretical and applied finance
15
Journal of applied econometrics
15
Journal of forecasting
15
Regional science & urban economics
12
The North American journal of economics and finance : a journal of financial economics studies
12
International journal of economics and financial issues : IJEFI
11
Journal of productivity analysis
11
Mathematics of operations research
11
Energy economics
10
Finance and stochastics
10
Journal of econometric methods
10
Journal of mathematical finance
10
Journal of the American Statistical Association : JASA
10
Operations research
10
more ...
less ...
Source
All
ECONIS (ZBW)
2,025
Showing
2,001
-
2,010
of
2,025
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
2001
Estimation of the stochastic volatility models by simulated maximum likelihood : C++ code
Daníelsson, Jón
(
contributor
)
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
1
(
1996
)
1
,
pp. 39-34
Persistent link: https://www.econbiz.de/10001769603
Saved in:
2002
A state-space model of diffusion-jump process with heteroscedasticity : estimating the daily flow of information in stock prices
Kim, Myung-jig
- In:
Kyŏngje-yŏn'gu
16
(
1995
)
2
,
pp. 287-305
Persistent link: https://www.econbiz.de/10001205483
Saved in:
2003
Sociopolitical instability, volatility, and the bid-ask spread : evidence from the free market for dollars in Poland
Kutan, Ali Mustafa
- In:
Open economies review
6
(
1995
)
3
,
pp. 225-236
Persistent link: https://www.econbiz.de/10001183555
Saved in:
2004
Predicting volatility in the foreign exchange market
Jorion, Philippe
- In:
The journal of finance : the journal of the American …
50
(
1995
)
2
,
pp. 507-528
Persistent link: https://www.econbiz.de/10001184819
Saved in:
2005
Conditional volatility and the informational efficiency of the PHLX currency options market
Xu, Xinzhong
- In:
Journal of banking & finance
19
(
1995
)
5
,
pp. 803-821
Persistent link: https://www.econbiz.de/10001185510
Saved in:
2006
Empirical analyses of the information content of implied volatility
In:
Quarterly bulletin / Bank of Japan
3
(
1995
)
1
,
pp. 63-88
Persistent link: https://www.econbiz.de/10001186571
Saved in:
2007
Trade flows and real exchange-rate volatility : an application of cointegration and error-correction modeling
Arize, Augustine Chuck
- In:
The North American journal of economics and finance : a …
6
(
1995
)
1
,
pp. 37-51
Persistent link: https://www.econbiz.de/10001189209
Saved in:
2008
Can speculative trading explain the volume-volatility relation?
Foster, F. Douglas
- In:
Journal of business & economic statistics : JBES ; a …
13
(
1995
)
4
,
pp. 379-396
Persistent link: https://www.econbiz.de/10001190310
Saved in:
2009
Regression with nonstationary volatility
Hansen, Bruce E.
- In:
Econometrica : journal of the Econometric Society, an …
63
(
1995
)
5
,
pp. 1113-1132
Persistent link: https://www.econbiz.de/10001190384
Saved in:
2010
Good news, bad news, volatility, and betas
Braun, Phillip A.
- In:
The journal of finance : the journal of the American …
50
(
1995
)
5
,
pp. 1575-1603
Persistent link: https://www.econbiz.de/10001191709
Saved in:
First
Prev
194
195
196
197
198
199
200
201
202
203
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->