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subject:"Stochastischer Prozess"
subject:"Volatility"
~isPartOf:"Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse"
~isPartOf:"Discussion papers of interdisciplinary research project 373"
~isPartOf:"Journal of empirical finance"
~isPartOf:"Journal of forecasting"
~subject:"Theory"
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Search: subject_exact:"Estimation theory"
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Stochastischer Prozess
Volatility
Theory
Estimation theory
416
Schätztheorie
416
Theorie
158
Time series analysis
111
Zeitreihenanalyse
111
Forecasting model
87
Prognoseverfahren
87
Regression analysis
83
Regressionsanalyse
83
Nichtparametrisches Verfahren
78
Nonparametric statistics
78
Estimation
68
Schätzung
68
Volatilität
40
Stochastic process
36
Capital income
34
Kapitaleinkommen
34
Statistical distribution
31
Statistische Verteilung
31
ARCH model
27
ARCH-Modell
27
Statistical test
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Statistischer Test
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Börsenkurs
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Share price
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United States
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Germany
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Robust statistics
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Robustes Verfahren
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108
Article
93
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Graue Literatur
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Non-commercial literature
104
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100
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Härdle, Wolfgang
17
Spokojnyj, Vladimir G.
11
Breitung, Jörg
6
Küchler, Uwe
6
Tjostheim, Dag
5
Bunke, Olaf
4
Kim, Woocheol
4
Rieder, Helmut
4
Yang, Lijian
4
Horowitz, Joel
3
Karlsen, Hans Arnfinn
3
Liptser, R.
3
Mammen, Enno
3
Nussbaum, Michael
3
Ravishanker, Nalini
3
Reiß, Markus
3
Sperlich, Stefan
3
Teyssière, Gilles
3
Vasiliev, Vjatscheslav A.
3
Banerjee, Anurag Narayan
2
Butucea, Cristina
2
Cai, Zongwu
2
Chan, Ngai Hang
2
Dankenbring, Henning
2
Delecroix, Michel
2
Franke, Jürgen
2
Genon-Catalot, Valentine
2
Golubev, G.
2
Herwartz, Helmut
2
Hildebrandt, Lutz
2
Hlávka, Zdeněk
2
Horst, Ulrich
2
Kim, Chang-Jin
2
King, Maxwell L.
2
Kristensen, Dennis
2
Kutoyants, Yu. A.
2
Laredo, Catherine
2
Leybourne, Stephen James
2
Läuter, Henning
2
Myklebust, Terje
2
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
22
HFDF <1, 1995, Zürich>
1
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
Discussion papers of interdisciplinary research project 373
Journal of empirical finance
Journal of forecasting
Journal of econometrics
494
Economics letters
414
Econometric theory
309
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
244
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
239
Série des documents de travail / Centre de Recherche en Économie et Statistique
160
Econometric reviews
157
Journal of applied econometrics
140
Journal of quantitative economics : official journal of the Indian Econometric Society
138
The review of economics and statistics
123
Discussion paper / Tinbergen Institute
108
Oxford bulletin of economics and statistics
103
Working paper / National Bureau of Economic Research, Inc.
88
Discussion paper / Center for Economic Research, Tilburg University
86
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
83
Statistical papers
79
CORE discussion paper : DP
78
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
66
The review of economic studies
61
International economic review
59
Annales d'économie et de statistique
57
Metrika : international journal for theoretical and applied statistics
57
Applied economics
56
Working paper series
55
Technical working paper / National Bureau of Economic Research
54
American journal of agricultural economics
53
Discussion paper series / IZA
50
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
47
Cowles Foundation discussion paper
47
Europäische Hochschulschriften / 5
44
SFB 649 discussion paper
44
The econometrics journal
44
Journal of the Royal Statistical Society
41
Working paper
41
Economic modelling
40
CREATES research paper
39
Journal of economic dynamics & control
39
Publications de l'Institut de Statistique de l'Université de Paris : analyse factorielle des correspondances continues
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ECONIS (ZBW)
201
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1
Mixed-frequency predictive regressions with parameter learning
Leippold, Markus
;
Yang, Hanlin
- In:
Journal of forecasting
42
(
2023
)
8
,
pp. 1955-1972
Persistent link: https://www.econbiz.de/10014432824
Saved in:
2
Estimating and testing skewness in a stochastic volatility model
Lee, Cheol Woo
;
Kang, Kyu Ho
- In:
Journal of empirical finance
72
(
2023
),
pp. 445-467
Persistent link: https://www.econbiz.de/10014476881
Saved in:
3
Estimation with mixed data frequencies : a bias-correction approach
Ghosh, Anisha
;
Linton, Oliver
- In:
Journal of empirical finance
74
(
2023
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014477062
Saved in:
4
Dynamic forecasting for nonstationary high-frequency financial data with jumps based on series decomposition and reconstruction
Song, Yuping
;
Li, Zhenwei
;
Ma, Zhiren
;
Sun, Xiaoyu
- In:
Journal of forecasting
42
(
2023
)
5
,
pp. 1055-1068
Persistent link: https://www.econbiz.de/10014338810
Saved in:
5
Forecasting stock return volatility : realized volatility-type or duration-based estimators
Fei, Tianlun
;
Liu, Xiaoquan
;
Wen, Conghua
- In:
Journal of forecasting
42
(
2023
)
7
,
pp. 1594-1621
Persistent link: https://www.econbiz.de/10014432725
Saved in:
6
Forecasting Bitcoin volatility : a new insight from the threshold regression model
Zhang, Yaojie
;
He, Mengxi
;
Wen, Danyan
;
Wang, Yudong
- In:
Journal of forecasting
41
(
2022
)
3
,
pp. 633-652
Persistent link: https://www.econbiz.de/10013166172
Saved in:
7
Bond and option prices with permanent shocks
Zoubi, Haitham al-
- In:
Journal of empirical finance
53
(
2019
),
pp. 272-290
Persistent link: https://www.econbiz.de/10012171645
Saved in:
8
Dynamic cross-autocorrelation in stock returns
Kinnunen, Jyri
- In:
Journal of empirical finance
40
(
2017
),
pp. 162-173
Persistent link: https://www.econbiz.de/10011744473
Saved in:
9
Marked Hawkes process modeling of price dynamics and volatility estimation
Lee, Kyungsub
;
Seo, Byoung Ki
- In:
Journal of empirical finance
40
(
2017
),
pp. 174-200
Persistent link: https://www.econbiz.de/10011745018
Saved in:
10
Nonparametric estimates of pricing functionals
Marinelli, Carlo
;
D'Addona, Stefano
- In:
Journal of empirical finance
44
(
2017
),
pp. 19-35
Persistent link: https://www.econbiz.de/10011817977
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