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subject:"Stochastischer Prozess"
subject:"Volatility"
~isPartOf:"Econometric reviews"
~source:"econis"
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Search: subject_exact:"Estimation theory"
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Stochastischer Prozess
Volatility
Estimation theory
450
Schätztheorie
450
Theorie
131
Theory
131
Time series analysis
88
Zeitreihenanalyse
88
Nichtparametrisches Verfahren
87
Nonparametric statistics
87
Regression analysis
68
Regressionsanalyse
68
Estimation
57
Panel
57
Panel study
57
Schätzung
57
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56
Statistischer Test
56
Method of moments
36
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36
Autocorrelation
31
Autokorrelation
31
Statistical theory
27
Statistische Methodenlehre
27
Bootstrap approach
24
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24
Cointegration
24
Kointegration
23
Modellierung
23
Scientific modelling
23
Simulation
23
Statistical distribution
22
Statistische Verteilung
22
Volatilität
22
Monte Carlo simulation
21
Monte-Carlo-Simulation
21
Maximum likelihood estimation
20
Maximum-Likelihood-Schätzung
20
Kleinste-Quadrate-Methode
18
Least squares method
18
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18
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29
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Maasoumi, Esfandiar
3
Teräsvirta, Timo
3
McAleer, Michael
2
Simar, Léopold
2
Amado, Cristina
1
Bao, Yong
1
Bennedsen, Mikkel
1
Bermudez, P. de Zea
1
Blasques, Francisco
1
Boswijk, Herman Peter
1
Brownlees, Christian
1
Cai, Jun
1
Cai, Yuzhi
1
Cai, Zongwu
1
Catani, Paul
1
Cavaliere, Giuseppe
1
Chen, Qiang
1
De Angelis, Luca
1
Dong, Chaohua
1
Fernandes, Marcelo
1
Fornari, Fabio
1
Galbraith, John W.
1
Gao, Jiti
1
Gu, Wentao
1
Hansen, Peter Reinhard
1
Horrace, William C.
1
Hoshikawa, Toshiya
1
Hu, Meidi
1
Hurn, Stan
1
Kanatani, Taro
1
Koopman, Siem Jan
1
Large, Jeremy
1
Lee, Yoonseok
1
León-González, Roberto
1
Li, Dong
1
Lucas, André
1
Lunde, Asger
1
Martin, Vance
1
Marín, J. Miguel
1
Medeiros, Marcelo C.
1
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Econometric reviews
Journal of econometrics
139
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
48
Discussion paper / Tinbergen Institute
37
Economics letters
35
Economic modelling
27
CREATES research paper
26
Econometric theory
24
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
SFB 649 discussion paper
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
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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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
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:
6
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:
7
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:
8
Expansion and estimation of Lévy process functionals in nonlinear and nonstationary time series regression
Dong, Chaohua
;
Gao, Jiti
- In:
Econometric reviews
38
(
2019
)
2
,
pp. 125-150
Persistent link: https://www.econbiz.de/10012180710
Saved in:
9
Bias-corrected realized variance
Yeh, Jin-huei
;
Wang, Jying-Nan
- In:
Econometric reviews
38
(
2019
)
2
,
pp. 170-192
Persistent link: https://www.econbiz.de/10012180719
Saved in:
10
Double AR model without intercept : an alternative to modeling nonstationarity and heteroscedasticity
Li, Dong
;
Shaojun, Guo
;
Zhu, Ke
- In:
Econometric reviews
38
(
2019
)
3
,
pp. 319-331
Persistent link: https://www.econbiz.de/10012181294
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