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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:"Volatilität"
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Search: subject_exact:"Estimation theory"
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Stochastischer Prozess
Volatility
Volatilität
Estimation theory
416
Schätztheorie
416
Theorie
158
Theory
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
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
22
USA
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United States
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Autocorrelation
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Autokorrelation
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Deutschland
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Germany
18
Markov chain
17
Markov-Kette
17
Robust statistics
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Robustes Verfahren
17
Bootstrap approach
16
Bootstrap-Verfahren
16
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Article
36
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Aufsatz in Zeitschrift
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Graue Literatur
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Non-commercial literature
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English
61
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Spokojnyj, Vladimir G.
7
Härdle, Wolfgang
6
Küchler, Uwe
6
Vasiliev, Vjatscheslav A.
3
Dankenbring, Henning
2
Genon-Catalot, Valentine
2
Herwartz, Helmut
2
Horst, Ulrich
2
Kristensen, Dennis
2
Kutoyants, Yu. A.
2
Laredo, Catherine
2
Liptser, R.
2
Nussbaum, Michael
2
Reiß, Markus
2
Taylor, James W.
2
Teyssière, Gilles
2
Abergel, Frédéric
1
Abraham, Bovas
1
Agosto, Arianna
1
Amado, Cristina
1
An, Yang
1
Asai, Manabu
1
Balakrishna, N.
1
Ben-Zion, Uri
1
Blanco-Fernández, Ángela
1
Cavaliere, Giuseppe
1
Chan, Chia-ying
1
Chan, Ngai Hang
1
Chen, Bei
1
Cheng, Wan-hsiu
1
Chourdakis, Kyriakos
1
Creel, Michael D.
1
D'Addona, Stefano
1
Dalla, Violetta
1
Daníelsson, Jón
1
Dotsis, George
1
Fei, Tianlun
1
Fischer, Henning
1
Gel, Yulia R.
1
Ghosh, Anisha
1
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
11
Published in...
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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
139
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
50
Discussion paper / Tinbergen Institute
37
Economics letters
35
Econometric reviews
31
Economic modelling
27
CREATES research paper
26
Econometric theory
24
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
Econometrics : open access journal
14
European journal of operational research : EJOR
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
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
Série des documents de travail / Centre de Recherche en Économie et Statistique
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)
61
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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
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:
3
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:
4
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:
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
Short‐term stock price prediction based on limit order book dynamics
An, Yang
;
Chan, Ngai Hang
- In:
Journal of forecasting
36
(
2017
)
5
,
pp. 541-556
Persistent link: https://www.econbiz.de/10011860685
Saved in:
9
Long memory of financial time series and hidden Markov models with time‐varying parameters
Nystrup, Peter
;
Madsen, Henrik
;
Lindström, Erik
- In:
Journal of forecasting
36
(
2017
)
8
,
pp. 989-1002
Persistent link: https://www.econbiz.de/10011860941
Saved in:
10
Modeling and forecasting aggregate stock market volatility in unstable environments using mixture innovation regressions
Nonejad, Nima
- In:
Journal of forecasting
36
(
2017
)
6
,
pp. 718-740
Persistent link: https://www.econbiz.de/10011861413
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