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subject:"Stochastischer Prozess"
subject:"Volatility"
~isPartOf:"Applied economics letters"
~isPartOf:"Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria"
~isPartOf:"Finance research letters"
~subject:"Regressionsanalyse"
~subject:"Volatilität"
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Stochastischer Prozess
Volatility
Regressionsanalyse
Volatilität
Estimation theory
446
Schätztheorie
446
Estimation
121
Schätzung
121
Time series analysis
93
Zeitreihenanalyse
93
Theorie
71
Theory
71
Regression analysis
45
Nichtparametrisches Verfahren
39
Nonparametric statistics
39
Panel
33
Panel study
33
Cointegration
28
Kointegration
28
Forecasting model
27
Monte Carlo simulation
27
Monte-Carlo-Simulation
27
Prognoseverfahren
27
Einheitswurzeltest
26
Unit root test
26
Statistical test
25
Statistischer Test
25
Capital income
21
Correlation
21
Kapitaleinkommen
21
Korrelation
21
ARCH model
19
ARCH-Modell
19
Portfolio selection
18
Portfolio-Management
18
Statistical distribution
18
Statistische Verteilung
18
Bayes-Statistik
17
Bayesian inference
17
Structural break
17
Strukturbruch
17
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44
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1
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Article
74
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1
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74
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1
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1
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English
75
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Agiakloglou, Christos N.
4
Baltagi, Badi H.
2
Sibbertsen, Philipp
2
Wu, Xinyu
2
Adesina, Tola
1
Agiropoulos, Charalampos
1
Ando, Michihito
1
Aoki, Takaaki
1
Ardia, David
1
Arnerić, Josip
1
Blackburn, McKinley L.
1
Bluteau, Keven
1
Bonaparte, Yosef
1
Bonev, Petyo
1
Borah, Melanie
1
Brümmer, Bernhard
1
Caracciolo, Francesco
1
Chan, M. W. L.
1
Chatrath, Arjun
1
Chen, Jau-er
1
Chen, Zhuo
1
Chen, Zirong
1
Cho, Seong-hoon
1
Christie-David, Rohan
1
Cromwell, Jeff B.
1
Deng, Wen-shuenn
1
Depalo, Domenico
1
Ditzen, Jan
1
Dong, Chaohua
1
Dotsis, George
1
Eales, James S.
1
Egger, Peter
1
Fang, Ying
1
Franses, Philip Hans
1
Furno, Marilena
1
Giannakas, Kōnstantinos
1
Gimenez-Nadal, José Ignacio
1
Glauben, Thomas
1
Greiner, Alfred
1
Guermat, Cherif
1
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Conference on Economic Applications of Quantile Regressions <2000, Konstanz>
1
Universität Konstanz
1
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Applied economics letters
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
Finance research letters
Journal of econometrics
395
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
135
Economics letters
124
Econometric theory
114
CEMMAP working papers / Centre for Microdata Methods and Practice
98
Journal of the American Statistical Association : JASA
95
Econometric reviews
93
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
82
The econometrics journal
67
Discussion paper / Tinbergen Institute
64
Cowles Foundation discussion paper
52
Discussion papers of interdisciplinary research project 373
52
Economic modelling
48
NBER Working Paper
42
Discussion paper / Sonderforschungsbereich 386 der Ludwig-Maximilians-Universität München
41
Discussion paper series / IZA
41
European journal of operational research : EJOR
40
Econometrics : open access journal
38
CREATES research paper
36
International journal of forecasting
34
SFB 649 discussion paper
34
NBER working paper series
33
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
33
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
32
Journal of risk and financial management : JRFM
30
Computational economics
29
Working paper / Department of Econometrics and Business Statistics, Monash University
29
Insurance / Mathematics & economics
28
KBI
28
Quantitative economics : QE ; journal of the Econometric Society
28
Working paper
28
Cowles Foundation Discussion Paper
27
Journal of empirical finance
27
Journal of financial econometrics : official journal of the Society for Financial Econometrics
26
Working papers / TSE : WP
26
Discussion paper
25
Journal of forecasting
25
Discussion paper / Center for Economic Research, Tilburg University
24
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ECONIS (ZBW)
75
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1
A critical analysis of the Weighted Least Squares Monte Carlo method for pricing American options
Reesor, R. Mark
;
Stentoft, Lars
;
Zhu, Xiaotian
- In:
Finance research letters
64
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014531706
Saved in:
2
Projection properties of constrained nonparametric instrumental variableestimators
Bonev, Petyo
- In:
Applied economics letters
31
(
2024
)
1
,
pp. 1-4
Persistent link: https://www.econbiz.de/10014441927
Saved in:
3
Nonparametric statistical inference for stochastic optimal control problems and its applications for financial investment
Yang, Liu
;
Liang, Yanzi
;
Lan, Xinchen
;
Lu, Zheng
- In:
Finance research letters
64
(
2024
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014531668
Saved in:
4
LIBOR meets machine learning : A Lasso regression approach to detecting data irregularities
Pontines, Victor
;
Rummel, Ole
- In:
Finance research letters
55
(
2023
)
1
,
pp. 1-5
Persistent link: https://www.econbiz.de/10014473047
Saved in:
5
Recurrent neural network based parameter estimation of Hawkes model on high-frequency financial data
Lee, Kyungsub
- In:
Finance research letters
55
(
2023
)
1
,
pp. 1-6
Persistent link: https://www.econbiz.de/10014473319
Saved in:
6
Do extreme range estimators improve realized volatility forecasts? : evidence from G7 Stock Markets
Korkusuz, Burak
;
Kambouroudis, Dimos
;
McMillan, David G.
- In:
Finance research letters
55
(
2023
)
2
,
pp. 1-7
Persistent link: https://www.econbiz.de/10014473523
Saved in:
7
The Chinese oil futures volatility : evidence from high-low estimator information
Huang, Xiaozhou
;
Wang, Yubao
;
Song, Juan
- In:
Finance research letters
56
(
2023
),
pp. 1-4
Persistent link: https://www.econbiz.de/10014473684
Saved in:
8
Challenging golden standards in EWMA smoothing parameter calibration based on realized covariance measures
Hartkopf, Jan Patrick
;
Reh, Laura
- In:
Finance research letters
56
(
2023
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014473708
Saved in:
9
The regression approach to the estimation and additive decomposition of the Foster-Greer-Thorbecke poverty measures
Ogwang, Tomson
;
Lamarche, Jean Francois
- In:
Applied economics letters
30
(
2023
)
16
,
pp. 2136-2140
Persistent link: https://www.econbiz.de/10014364518
Saved in:
10
S&P volatility, VIX, and asymptotic volatility estimates
Bonaparte, Yosef
;
Chatrath, Arjun
;
Christie-David, Rohan
- In:
Finance research letters
51
(
2023
),
pp. 1-5
Persistent link: https://www.econbiz.de/10014286751
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