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subject:"Stochastischer Prozess"
subject:"Volatility"
~isPartOf:"Economic modelling"
~isPartOf:"Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria"
~isPartOf:"Finance research letters"
~isPartOf:"International journal of economics and financial issues : IJEFI"
~subject:"Nichtparametrisches Verfahren"
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Search: subject_exact:"Estimation theory"
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Stochastischer Prozess
Volatility
Nichtparametrisches Verfahren
Estimation theory
422
Schätztheorie
422
Estimation
138
Schätzung
137
Time series analysis
88
Zeitreihenanalyse
88
Theorie
80
Theory
80
Regression analysis
52
Regressionsanalyse
52
Volatilität
41
Nonparametric statistics
40
Cointegration
37
Kointegration
37
Forecasting model
34
Prognoseverfahren
34
ARCH model
32
ARCH-Modell
32
Börsenkurs
30
Share price
30
Capital income
28
Kapitaleinkommen
28
Panel
28
Panel study
28
Monte Carlo simulation
27
Monte-Carlo-Simulation
27
Bayes-Statistik
25
Bayesian inference
25
Statistical test
25
Statistischer Test
25
Stochastic process
21
Simulation
18
Portfolio selection
17
Portfolio-Management
17
Autocorrelation
16
Autokorrelation
16
Bootstrap approach
16
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96
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96
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96
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English
96
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Kumar, Dilip
4
Maheswaran, S.
3
Hadri, Kaddour
2
Karagiannēs, Giannēs
2
Lin, Yi-Chen
2
Su, Liangjun
2
Wu, Xinyu
2
Zhang, Yu Yvette
2
Acocella, Nicola
1
Adesina, Tola
1
Agliardi, Rosella
1
Alleva, Giorgio
1
Almanidis, Pavlos
1
Amini, Shahram
1
Ardia, David
1
Arndt, Channing
1
Arnerić, Josip
1
Arvas, M. Akif
1
Battisti, Michele
1
Belasri, Yassine
1
Beqiraj, Elton
1
Bluteau, Keven
1
Boccanfuso, Dorothée
1
Bonaparte, Yosef
1
Boughrara, Adel
1
Bu, Ruijun
1
Caracciolo, Francesco
1
Castillo B., Paul
1
Chatrath, Arjun
1
Cheng, Jie
1
Christie-David, Rohan
1
Cromwell, Jeff B.
1
Daei-Karimzadeh, Saeed
1
Daryanto, Arief
1
Delgado, Michael S.
1
Demetrescu, Matei
1
Deng, Wen-Shuenn
1
Deng, Wen-shuenn
1
Depalo, Domenico
1
Desli, Evangelia
1
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Economic modelling
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
Finance research letters
International journal of economics and financial issues : IJEFI
Journal of econometrics
429
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
148
CEMMAP working papers / Centre for Microdata Methods and Practice
124
Econometric theory
121
Economics letters
113
Econometric reviews
103
Journal of the American Statistical Association : JASA
81
The econometrics journal
71
Discussion paper / Tinbergen Institute
64
Discussion papers of interdisciplinary research project 373
53
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
49
Cowles Foundation discussion paper
45
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
44
Working paper / Department of Econometrics and Business Statistics, Monash University
44
Quantitative economics : QE ; journal of the Econometric Society
42
SFB 649 discussion paper
42
CREATES research paper
38
European journal of operational research : EJOR
38
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
37
Discussion paper series / IZA
36
Série des documents de travail / Centre de Recherche en Économie et Statistique
31
Econometrics papers
30
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
30
Econometrics : open access journal
29
Cowles Foundation Discussion Paper
28
International journal of forecasting
28
Journal of financial econometrics : official journal of the Society for Financial Econometrics
25
NBER Working Paper
25
Working papers / TSE : WP
25
Journal of empirical finance
24
Journal of risk and financial management : JRFM
24
NBER working paper series
24
Boston College working papers in economics
23
Discussion paper / Center for Economic Research, Tilburg University
22
Insurance / Mathematics & economics
22
Journal of banking & finance
22
Working paper
22
Computational economics
21
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ECONIS (ZBW)
96
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96
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1
Time varying dependence in the cryptocurrency market and COVID 19 panic index : an empirical investigation
Kalai, Lamia
- In:
International journal of economics and financial issues …
12
(
2022
)
2
,
pp. 37-51
Persistent link: https://www.econbiz.de/10013257285
Saved in:
2
Nonparametric statistical inference for stochastic optimal control problems and its applications for financial investment
Yang, Liu
;
Liang, Yanzi
;
Lan, Xinchen
;
Lu, Zheng
- In:
Finance research letters
64
(
2024
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014531668
Saved in:
3
Recurrent neural network based parameter estimation of Hawkes model on high-frequency financial data
Lee, Kyungsub
- In:
Finance research letters
55
(
2023
)
1
,
pp. 1-6
Persistent link: https://www.econbiz.de/10014473319
Saved in:
4
Do extreme range estimators improve realized volatility forecasts? : evidence from G7 Stock Markets
Korkusuz, Burak
;
Kambouroudis, Dimos
;
McMillan, David G.
- In:
Finance research letters
55
(
2023
)
2
,
pp. 1-7
Persistent link: https://www.econbiz.de/10014473523
Saved in:
5
The Chinese oil futures volatility : evidence from high-low estimator information
Huang, Xiaozhou
;
Wang, Yubao
;
Song, Juan
- In:
Finance research letters
56
(
2023
),
pp. 1-4
Persistent link: https://www.econbiz.de/10014473684
Saved in:
6
Challenging golden standards in EWMA smoothing parameter calibration based on realized covariance measures
Hartkopf, Jan Patrick
;
Reh, Laura
- In:
Finance research letters
56
(
2023
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014473708
Saved in:
7
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:
8
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:
9
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:
10
Nonparametric estimates of price efficiency for the Greek infant milk market : curing the curse of dimensionality with shannon entropy
Karagiannis, Roxani
;
Karagiannēs, Giannēs
- In:
Economic modelling
121
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014384352
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