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subject:"Stochastischer Prozess"
subject:"Volatility"
~isPartOf:"Econometric theory"
~isPartOf:"Economic modelling"
~isPartOf:"International journal of theoretical and applied finance"
~subject:"Statistical distribution"
~type_genre:"Article in journal"
~type_genre:"Sammlung"
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Search: subject_exact:"Estimation theory"
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Stochastischer Prozess
Volatility
Statistical distribution
Estimation theory
901
Schätztheorie
901
Theorie
307
Theory
307
Time series analysis
193
Zeitreihenanalyse
193
Nichtparametrisches Verfahren
118
Nonparametric statistics
118
Regression analysis
112
Regressionsanalyse
112
Estimation
86
Schätzung
85
Statistical test
56
Statistischer Test
56
ARCH model
44
ARCH-Modell
44
Volatilität
44
Cointegration
39
Kointegration
39
Autocorrelation
37
Autokorrelation
37
Panel
35
Panel study
35
Stochastic process
32
Method of moments
30
Momentenmethode
30
Statistische Verteilung
29
Einheitswurzeltest
24
Unit root test
24
Induktive Statistik
23
Statistical inference
23
Monte Carlo simulation
22
Monte-Carlo-Simulation
22
Statistical theory
22
Statistische Methodenlehre
22
Modellierung
20
Scientific modelling
20
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1
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Article
93
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Article in journal
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Aufsatz in Zeitschrift
93
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English
93
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Kumar, Dilip
4
Maheswaran, S.
3
Gatheral, Jim
2
Han, Chirok
2
Kanaya, Shin
2
Leeb, Hannes
2
Li, Jia
2
Linton, Oliver
2
Phillips, Peter C. B.
2
Pötscher, Benedikt M.
2
Zhang, Rongmao
2
Acocella, Nicola
1
Agliardi, Rosella
1
Albanese, Claudio
1
Albani, Vinícius
1
Alleva, Giorgio
1
Ammou, Samir Ben
1
Arteche, Josu
1
Atukorala, Ranjani
1
Baldeaux, jan
1
Bandi, Federico M.
1
Bekker, Paul A.
1
Belomestny, Denis
1
Beqiraj, Elton
1
Bera, Anil K.
1
Bierens, Herman J.
1
Boughrara, Adel
1
Bu, Ruijun
1
Buescu, Cristin
1
Castillo B., Paul
1
Cavaliere, Giuseppe
1
Cezaro, Adriano de
1
Chan, Ngai Hang
1
Chen, Tzu-ying
1
Chen, Xiaohong
1
Cheng, Jie
1
Cho, Jin Seo
1
Christopeit, Norbert
1
Cui, Zhenyu
1
De Gregorio, Alessandro
1
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Econometric theory
Economic modelling
International journal of theoretical and applied finance
Journal of econometrics
186
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
70
Economics letters
55
Insurance / Mathematics & economics
51
Econometric reviews
50
The econometrics journal
29
Journal of empirical finance
27
International journal of forecasting
26
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
25
European journal of operational research : EJOR
24
Statistics in transition : an international journal of the Polish Statistical Association
24
Econometrics : open access journal
23
Journal of the American Statistical Association : JASA
23
Finance research letters
21
Journal of financial econometrics : official journal of the Society for Financial Econometrics
21
Journal of banking & finance
20
Journal of financial econometrics
20
Journal of risk and financial management : JRFM
20
Journal of forecasting
19
Quantitative finance
19
Journal of mathematical finance
16
Risks : open access journal
16
Computational economics
15
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
15
Applied economics
14
Applied economics letters
13
Journal of risk
13
Statistical papers
13
The North American journal of economics and finance : a journal of financial economics studies
13
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
12
Operations research
12
Finance and stochastics
11
Mathematics of operations research
11
Operations research letters
10
Empirical economics : a quarterly journal of the Institute for Advanced Studies
9
Journal of productivity analysis
9
Quantitative economics : QE ; journal of the Econometric Society
9
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ECONIS (ZBW)
93
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1
Estimates of derivatives of (log) densities and related objects
Pinkse, Joris
;
Schurter, Karl
- In:
Econometric theory
39
(
2023
)
2
,
pp. 321-356
Persistent link: https://www.econbiz.de/10014306313
Saved in:
2
Flexible inflation targeting and stock market volatility : evidence from emerging market economies
Dridi, Ichrak
;
Boughrara, Adel
- In:
Economic modelling
126
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014462464
Saved in:
3
Effects of external shocks on macroeconomic fluctuations in Pacific Alliance countries
Rodriguez, Gabriel
;
Vassallo, Renato
;
Castillo B., Paul
- In:
Economic modelling
124
(
2023
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014463282
Saved in:
4
Testing for integration and cointegration when time series are observed with noise
Gianfreda, Angelica
;
Maranzano, Paolo
;
Parisio, Lucia
; …
- In:
Economic modelling
125
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014463618
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
Can you jump this high? : quantifying barriers to market participation
Guerini, Mattia
;
Musso, Patrick
;
Nesta, Lionel
- In:
Economic modelling
98
(
2021
),
pp. 192-217
Persistent link: https://www.econbiz.de/10012793892
Saved in:
7
Bayesian estimation for a semiparametric nonlinear volatility model
Hu, Shuowen
;
Poskitt, Donald Stephen
;
Zhang, Xibin
- In:
Economic modelling
98
(
2021
),
pp. 361-370
Persistent link: https://www.econbiz.de/10012793996
Saved in:
8
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:
9
World economic convergence : does the estimation methodology matter?
Desli, Evangelia
;
Gkoulgkoutsika, A.
- In:
Economic modelling
91
(
2020
),
pp. 138-147
Persistent link: https://www.econbiz.de/10012429028
Saved in:
10
A stochastic estimated version of the Italian dynamic General Equilibrium Model
Acocella, Nicola
;
Beqiraj, Elton
;
Di Bartolomeo, Giovanni
; …
- In:
Economic modelling
92
(
2020
),
pp. 339-357
Persistent link: https://www.econbiz.de/10012429788
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