//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
subject:"Stochastischer Prozess"
subject:"Volatility"
~isPartOf:"Econometric reviews"
~isPartOf:"Econometric theory"
~isPartOf:"SFB 649 discussion paper"
~isPartOf:"Série des documents de travail / Centre de Recherche en Économie et Statistique"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Estimation theory"
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
Stochastischer Prozess
Volatility
Estimation theory
1,496
Schätztheorie
1,496
Theorie
609
Theory
609
Time series analysis
300
Zeitreihenanalyse
300
Nichtparametrisches Verfahren
245
Nonparametric statistics
245
Regression analysis
189
Regressionsanalyse
189
Estimation
111
Schätzung
111
Statistical test
109
Statistischer Test
109
Panel
82
Panel study
82
Autocorrelation
64
Autokorrelation
64
ARCH model
62
ARCH-Modell
62
Method of moments
62
Momentenmethode
62
Statistical distribution
62
Statistische Verteilung
62
Statistical theory
61
Statistische Methodenlehre
61
Volatilität
50
Cointegration
49
Kointegration
48
Stochastic process
45
Bootstrap approach
44
Bootstrap-Verfahren
44
Induktive Statistik
40
Statistical inference
40
Maximum likelihood estimation
38
Maximum-Likelihood-Schätzung
38
Modellierung
38
Scientific modelling
38
more ...
less ...
Online availability
All
Undetermined
33
Free
16
Type of publication
All
Article
53
Book / Working Paper
27
Type of publication (narrower categories)
All
Article in journal
55
Aufsatz in Zeitschrift
55
Arbeitspapier
25
Working Paper
25
Graue Literatur
23
Non-commercial literature
23
Amtsdruckschrift
4
Government document
4
Collection of articles of several authors
1
Sammelwerk
1
more ...
less ...
Language
All
English
80
Author
All
Reiß, Markus
6
Bibinger, Markus
5
Gouriéroux, Christian
3
Hautsch, Nikolaus
3
Jasiak, Joann
3
Maasoumi, Esfandiar
3
Teräsvirta, Timo
3
Cavaliere, Giuseppe
2
Ghysels, Eric
2
Kanaya, Shin
2
Kappus, Johanna
2
Li, Dong
2
Li, Jia
2
Malec, Peter
2
McAleer, Michael
2
Renault, Eric
2
Simar, Léopold
2
Söhl, Jakob
2
Taylor, Robert
2
Yang, Fuyu
2
Altmeyer, Randolf
1
Amado, Cristina
1
Arteche, Josu
1
Bandi, Federico M.
1
Bao, Yong
1
Bennedsen, Mikkel
1
Bermudez, P. de Zea
1
Bertholon, Henri
1
Blasques, Francisco
1
Bocart, Fabian Y. R. P.
1
Boswijk, Herman Peter
1
Brownlees, Christian
1
Cai, Jun
1
Cai, Yuzhi
1
Cai, Zongwu
1
Catani, Paul
1
Chen, Qiang
1
Chen, Xiaohong
1
Christopeit, Norbert
1
Dauxois, Jean-Yves
1
more ...
less ...
Published in...
All
Econometric reviews
Econometric theory
SFB 649 discussion paper
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
CREATES research paper
26
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
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
more ...
less ...
Source
All
ECONIS (ZBW)
80
Showing
1
-
10
of
80
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
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
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:
3
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:
4
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:
5
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:
6
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:
7
On the estimation of integrated volatility in the presence of jumps and microstructure noise
Brownlees, Christian
;
Nualart, Eulalia
;
Sun, Yucheng
- In:
Econometric reviews
39
(
2020
)
10
,
pp. 991-1013
Persistent link: https://www.econbiz.de/10012406198
Saved in:
8
Data cloning estimation for asymmetric stochastic volatility models
Bermudez, P. de Zea
;
Marín, J. Miguel
;
Veiga, Helena
- In:
Econometric reviews
39
(
2020
)
10
,
pp. 1057-1074
Persistent link: https://www.econbiz.de/10012406209
Saved in:
9
Semiparametric estimation and inference on the fractal index of Gaussian and conditionally Gaussian time series data
Bennedsen, Mikkel
- In:
Econometric reviews
39
(
2020
)
9
,
pp. 875-903
Persistent link: https://www.econbiz.de/10012295586
Saved in:
10
Exact local whittle estimation in long memory time series with multiple poles
Arteche, Josu
- In:
Econometric theory
36
(
2020
)
6
,
pp. 1064-1098
Persistent link: https://www.econbiz.de/10012404090
Saved in:
1
2
3
4
5
6
7
8
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->