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subject:"Stochastischer Prozess"
subject:"Volatility"
~isPartOf:"Econometric reviews"
~isPartOf:"Econometric theory"
~isPartOf:"Série des documents de travail / Centre de Recherche en Économie et Statistique"
~subject:"ARCH-Modell"
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Search: subject_exact:"Estimation theory"
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Stochastischer Prozess
Volatility
ARCH-Modell
Estimation theory
1,407
Schätztheorie
1,407
Theorie
571
Theory
571
Time series analysis
274
Zeitreihenanalyse
274
Nichtparametrisches Verfahren
211
Nonparametric statistics
211
Regression analysis
168
Regressionsanalyse
168
Statistical test
103
Statistischer Test
103
Estimation
91
Schätzung
91
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82
Panel study
82
Autocorrelation
64
Autokorrelation
64
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60
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60
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59
Statistical theory
59
Statistische Methodenlehre
59
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56
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56
Cointegration
48
Kointegration
47
Volatilität
41
Bootstrap approach
39
Bootstrap-Verfahren
39
Modellierung
38
Scientific modelling
38
Induktive Statistik
37
Maximum likelihood estimation
37
Maximum-Likelihood-Schätzung
37
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37
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36
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115
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Francq, Christian
10
Zakoïan, Jean-Michel
10
Linton, Oliver
6
Horváth, Lajos
4
Chan, Ngai Hang
3
Gouriéroux, Christian
3
Jasiak, Joann
3
Kokoszka, Piotr
3
Maasoumi, Esfandiar
3
Teräsvirta, Timo
3
Zhang, Rongmao
3
Berkes, István
2
Cavaliere, Giuseppe
2
Fermanian, Jean-David
2
Ghysels, Eric
2
Halunga, Andreea G.
2
Jensen, Søren Tolver
2
Kanaya, Shin
2
Kristensen, Dennis
2
Li, Dong
2
Li, Jia
2
Ling, Shiqing
2
McAleer, Michael
2
Medeiros, Marcelo C.
2
Orme, Chris D.
2
Peng, Liang
2
Rahbek, Anders
2
Renault, Eric
2
Saikkonen, Pentti
2
Simar, Léopold
2
Taylor, Robert
2
Zaffaroni, Paolo
2
Amado, Cristina
1
Andrews, Beth
1
Arteche, Josu
1
Avarucci, Marco
1
Bandi, Federico M.
1
Bao, Yong
1
Bennedsen, Mikkel
1
Bermudez, P. de Zea
1
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Econometric reviews
Econometric theory
Série des documents de travail / Centre de Recherche en Économie et Statistique
Journal of econometrics
162
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
63
Economics letters
48
Discussion paper / Tinbergen Institute
47
CREATES research paper
35
Journal of empirical finance
30
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
28
Economic modelling
27
Journal of financial econometrics : official journal of the Society for Financial Econometrics
26
The econometrics journal
23
Finance research letters
22
International journal of forecasting
20
Journal of forecasting
20
Journal of banking & finance
19
Journal of financial econometrics
19
SFB 649 discussion paper
18
Journal of risk and financial management : JRFM
17
Quantitative finance
17
Econometrics : open access journal
16
Computational economics
15
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
15
International journal of theoretical and applied finance
15
Cowles Foundation discussion paper
14
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
14
European journal of operational research : EJOR
14
Journal of mathematical finance
14
The North American journal of economics and finance : a journal of financial economics studies
14
Applied economics
13
Applied economics letters
13
Discussion papers of interdisciplinary research project 373
13
International journal of economics and financial issues : IJEFI
13
Journal of risk
13
Journal of time series econometrics
13
Insurance / Mathematics & economics
11
Mathematics of operations research
11
NBER Working Paper
11
Operations research
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ECONIS (ZBW)
115
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1
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10
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115
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1
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:
2
Random autoregressive models : a structured overview
Regis, Marta
;
Serra, Paulo
;
Heuvel, Edwin R. van den
- In:
Econometric reviews
41
(
2022
)
2
,
pp. 207-230
Persistent link: https://www.econbiz.de/10013167604
Saved in:
3
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:
4
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:
5
Least squares and IVX limit theory in systems of predictive regressions with GARCH innovations
Magdalinos, Tassos
- In:
Econometric theory
38
(
2022
)
5
,
pp. 875-912
Persistent link: https://www.econbiz.de/10013469682
Saved in:
6
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:
7
Nonstationary linear processes with infinite variance GARCH errors
Zhang, Rongmao
;
Chan, Ngai Hang
- In:
Econometric theory
37
(
2021
)
5
,
pp. 892-925
Persistent link: https://www.econbiz.de/10012656388
Saved in:
8
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
Saved in:
9
Efficient estimation of integrated volatility functionals under general volatility dynamics
Li, Jia
;
Liu, Yunxiao
- In:
Econometric theory
37
(
2021
)
4
,
pp. 664-707
Persistent link: https://www.econbiz.de/10012618196
Saved in:
10
High-dimensional penalized arch processes
Poignard, Benjamin
;
Fermanian, Jean-David
- In:
Econometric reviews
40
(
2021
)
1
,
pp. 86-107
Persistent link: https://www.econbiz.de/10012483797
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