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subject:"Stochastischer Prozess"
subject:"Volatility"
~isPartOf:"CREATES research paper"
~isPartOf:"Econometric reviews"
~isPartOf:"Econometric theory"
~isPartOf:"Série des documents de travail / Centre de Recherche en Économie et Statistique"
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Search: subject_exact:"Estimation theory"
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Stochastischer Prozess
Volatility
Estimation theory
1,547
Schätztheorie
1,547
Theorie
589
Theory
589
Time series analysis
333
Zeitreihenanalyse
333
Nichtparametrisches Verfahren
231
Nonparametric statistics
231
Regression analysis
180
Regressionsanalyse
180
Statistical test
115
Statistischer Test
115
Estimation
110
Schätzung
110
Panel
86
Panel study
86
ARCH model
71
ARCH-Modell
71
Autocorrelation
70
Autokorrelation
70
Method of moments
64
Momentenmethode
64
Cointegration
62
Kointegration
61
Statistical distribution
61
Statistische Verteilung
61
Statistical theory
59
Statistische Methodenlehre
59
Volatilität
56
Stochastic process
51
Bootstrap approach
50
Bootstrap-Verfahren
50
Induktive Statistik
48
Statistical inference
48
Maximum likelihood estimation
45
Maximum-Likelihood-Schätzung
45
Modellierung
44
Scientific modelling
44
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33
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27
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53
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38
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55
Aufsatz in Zeitschrift
55
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36
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36
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35
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4
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4
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Teräsvirta, Timo
7
Silvennoinen, Annastiina
4
Bennedsen, Mikkel
3
Cavaliere, Giuseppe
3
Gouriéroux, Christian
3
Jasiak, Joann
3
Kanaya, Shin
3
Kristensen, Dennis
3
Lunde, Asger
3
Maasoumi, Esfandiar
3
Nielsen, Morten Ørregaard
3
Rossi, Eduardo
3
Santucci de Magistris, Paolo
3
Taylor, Robert
3
Amado, Cristina
2
Barndorff-Nielsen, Ole E.
2
Ghysels, Eric
2
Li, Dong
2
Li, Jia
2
McAleer, Michael
2
Pakkanen, Mikko S.
2
Renault, Eric
2
Simar, Léopold
2
Todorov, Viktor
2
Veraart, Almut E. D.
2
Andersen, Torben
1
Arteche, Josu
1
Bandi, Federico M.
1
Bao, Yong
1
Bermudez, P. de Zea
1
Bertholon, Henri
1
Blasques, Francisco
1
Boswijk, Herman Peter
1
Brownlees, Christian
1
Cai, Jun
1
Cai, Yuzhi
1
Cai, Zongwu
1
Casas, Isabel
1
Catani, Paul
1
Chen, Qiang
1
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CREATES research paper
Econometric reviews
Econometric theory
Série des documents de travail / Centre de Recherche en Économie et Statistique
Journal of econometrics
139
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
50
Discussion paper / Tinbergen Institute
37
Economics letters
35
Economic modelling
27
Journal of empirical finance
22
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
21
Journal of financial econometrics : official journal of the Society for Financial Econometrics
19
International journal of forecasting
17
Quantitative finance
17
Finance research letters
16
International journal of theoretical and applied finance
15
Journal of banking & finance
15
Journal of financial econometrics
15
SFB 649 discussion paper
15
The econometrics journal
15
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
14
Econometrics : open access journal
14
European journal of operational research : EJOR
14
Journal of forecasting
14
Journal of risk and financial management : JRFM
14
Cowles Foundation discussion paper
13
Mathematics of operations research
12
The North American journal of economics and finance : a journal of financial economics studies
12
Discussion papers of interdisciplinary research project 373
11
Computational economics
10
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
10
Finance and stochastics
10
Journal of mathematical finance
10
Operations research
10
Insurance / Mathematics & economics
9
NBER Working Paper
9
Working paper
9
Working papers
9
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
8
Handbook of financial time series
8
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ECONIS (ZBW)
91
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91
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1
Estimation of continuous-time linear DSGE models from discrete-time measurements
Christensen, Bent Jesper
;
Neri, Luca
;
Parra-Alvarez, …
-
2023
Persistent link: https://www.econbiz.de/10014280884
Saved in:
2
Adaptive information-based methods for determining the co-integration rank in heteroskedastic VAR models
Boswijk, Herman Peter
;
Cavaliere, Giuseppe
;
De Angelis, Luca
- In:
Econometric reviews
42
(
2023
)
9/10
,
pp. 725-757
Persistent link: https://www.econbiz.de/10014420355
Saved in:
3
A parsimonious test of constancy of a positive definite correlation matrix in a multivariate time-varying GARCH model
Kang, Jian
;
Jakobsen, Johan Stax
;
Silvennoinen, Annastiina
-
2022
Persistent link: https://www.econbiz.de/10012816369
Saved in:
4
Inference on the dimension of the nonstationary subspace in functional time series
Nielsen, Morten Ørregaard
;
Seo, Wonk-ki
;
Seong, Dakyung
-
2022
Persistent link: https://www.econbiz.de/10012816384
Saved in:
5
Parametric estimation of long memory in factor models
Ergemen, Yunus Emre
-
2022
Persistent link: https://www.econbiz.de/10013367389
Saved in:
6
Identification and estimation of panel semiparametric conditional heteroskedastic frontiers with dynamic inefficiency
Cai, Jun
;
Horrace, William C.
;
Lee, Yoonseok
- In:
Econometric reviews
43
(
2024
)
5
,
pp. 238-268
Persistent link: https://www.econbiz.de/10014551521
Saved in:
7
Inference in the nonparametric stochastic frontier model
Parmeter, Christopher F.
;
Simar, Léopold
;
Van …
- In:
Econometric reviews
43
(
2024
)
7
,
pp. 518-539
Persistent link: https://www.econbiz.de/10014551827
Saved in:
8
Four Australian banks and the multivariate time-varying smooth transition correlation GARCH model
Hall, Anthony D.
;
Silvennoinen, Annastiina
; …
-
2021
Persistent link: https://www.econbiz.de/10012815962
Saved in:
9
Specification tests for univariate diffusions
Hurn, Stan
;
Martin, Vance
;
Xu, Lina
- In:
Econometric reviews
41
(
2022
)
6
,
pp. 607-632
Persistent link: https://www.econbiz.de/10013364897
Saved in:
10
Estimation of volatility functions in jump diffusions using truncated bipower increments
Kim, Jihyun
;
Park, Joon Y.
;
Wang, Bin
- In:
Econometric theory
37
(
2021
)
5
,
pp. 926-958
Persistent link: https://www.econbiz.de/10012656389
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