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subject:"Stochastischer Prozess"
subject:"Volatility"
~isPartOf:"Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse"
~isPartOf:"Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria"
~isPartOf:"Journal of banking & finance"
~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~subject:"Panel"
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Search: subject_exact:"Estimation theory"
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Stochastischer Prozess
Volatility
Panel
Estimation theory
420
Schätztheorie
420
Theorie
169
Theory
169
Estimation
103
Schätzung
102
Time series analysis
81
Zeitreihenanalyse
81
Nichtparametrisches Verfahren
65
Nonparametric statistics
65
Regression analysis
55
Regressionsanalyse
55
Volatilität
39
Forecasting model
29
Prognoseverfahren
29
Stochastic process
28
Börsenkurs
25
Share price
25
Statistical test
25
Statistischer Test
25
Capital income
23
Deutschland
23
Germany
23
Kapitaleinkommen
23
Portfolio selection
22
Portfolio-Management
22
USA
22
United States
22
ARCH model
21
ARCH-Modell
21
Statistical distribution
20
Statistische Verteilung
20
Correlation
19
Korrelation
19
Cointegration
18
Kointegration
18
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17
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54
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English
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Spokojnyj, Vladimir G.
5
Härdle, Wolfgang
4
Küchler, Uwe
4
Baltagi, Badi H.
2
Hadri, Kaddour
2
Herwartz, Helmut
2
Vasiliev, Vjatscheslav A.
2
Alexander, Carol
1
Andreou, Alena
1
Aquino, Juan Carlos
1
Balter, Janine
1
Bayar, Güzin
1
Bos, Charles S.
1
Brailsford, Timothy J.
1
Bregantini, Daniele
1
Breitung, Jörg
1
Bresson, Georges
1
Brücker, Herbert
1
Bu, Ruijun
1
Caldeira, João F.
1
Carrasco, Marine
1
Cenedese, Gino
1
Clements, Adam
1
Cromwell, Jeff B.
1
Dang, Viet Anh
1
Dankenbring, Henning
1
Escobar, Marcos
1
Faff, Robert W.
1
Fan, Jianqing
1
Fan, Yingying
1
Feng, Dingan
1
Feng, Guohua
1
Francq, Christian
1
Frederiksen, Per
1
Genon-Catalot, Valentine
1
Ghysels, Eric
1
Giannakas, Kōnstantinos
1
Giet, Ludovic
1
Golosnoy, Vasyl
1
Grammig, Joachim
1
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
Journal of banking & finance
Journal of financial econometrics : official journal of the Society for Financial Econometrics
Journal of econometrics
293
Economics letters
127
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
89
Econometric reviews
87
Discussion paper / Tinbergen Institute
54
The econometrics journal
53
Econometric theory
46
CEMMAP working papers / Centre for Microdata Methods and Practice
40
Economic modelling
39
Discussion paper series / IZA
31
CREATES research paper
30
Working paper / Department of Econometrics and Business Statistics, Monash University
29
CESifo working papers
28
Applied economics letters
27
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
25
Econometrics : open access journal
23
Cowles Foundation discussion paper
22
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
Cambridge working papers in economics
21
Empirical economics : a quarterly journal of the Institute for Advanced Studies
21
NBER Working Paper
21
International journal of forecasting
19
Journal of risk and financial management : JRFM
19
Working paper
19
Applied economics
18
Computational economics
18
NBER working paper series
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
Discussion paper
16
Finance research letters
16
Journal of financial econometrics
16
CESifo Working Paper Series
15
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ECONIS (ZBW)
70
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1
Weighted least squares realized covariation estimation
Li, Yifan
;
Nolte, Ingmar
;
Vasios, Michalis
;
Voev, Valeri
; …
- In:
Journal of banking & finance
137
(
2022
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013460187
Saved in:
2
A non-elliptical orthogonal GARCH model for portfolio selection under transaction costs
Paolella, Marc S.
;
Polak, Pawel
;
Walker, Patrick S.
- In:
Journal of banking & finance
125
(
2021
),
pp. 1-20
Persistent link: https://www.econbiz.de/10012819586
Saved in:
3
A practical guide to harnessing the HAR volatility model
Clements, Adam
;
Preve, Daniel P. A.
- In:
Journal of banking & finance
133
(
2021
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013256626
Saved in:
4
Modeling persistent interest rates with double-autoregressive processes
Hansen, Anne Lundgaard
- In:
Journal of banking & finance
133
(
2021
),
pp. 1-14
Persistent link: https://www.econbiz.de/10013257376
Saved in:
5
Demand systems with heteroscedastic disturbances
Serletis, Apostolos
;
Xu, Libo
- In:
Empirical economics : a journal of the Institute for …
58
(
2020
)
4
,
pp. 1913-1921
Persistent link: https://www.econbiz.de/10012219723
Saved in:
6
Estimating factor shares from nonstationary panel data
Aquino, Juan Carlos
;
Ramírez-Rondán, N. R.
- In:
Empirical economics : a journal of the Institute for …
58
(
2020
)
5
,
pp. 2353-2380
Persistent link: https://www.econbiz.de/10012255890
Saved in:
7
Recasting the trade impact on labor share : a fixed-effect semiparametric estimation study
Wang, Taining
;
Tian, Jinjing
- In:
Empirical economics : a journal of the Institute for …
58
(
2020
)
5
,
pp. 2465-2511
Persistent link: https://www.econbiz.de/10012255955
Saved in:
8
Affine multivariate GARCH models
Escobar, Marcos
;
Rastegari, Javad
;
Stentoft, Lars
- In:
Journal of banking & finance
118
(
2020
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012521059
Saved in:
9
Estimation of a model for matched panel data with high-dimensional two-way unobserved heterogeneity
Nilsen, Øivind Anti
;
Raknerud, Arvid
;
Skjerpen, Terje
- In:
Empirical economics : a journal of the Institute for …
53
(
2017
)
4
,
pp. 1657-1680
Persistent link: https://www.econbiz.de/10012019417
Saved in:
10
Estimating export equations : a survey of the literature
Bayar, Güzin
- In:
Empirical economics : a journal of the Institute for …
54
(
2018
)
2
,
pp. 629-672
Persistent link: https://www.econbiz.de/10011949294
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