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subject:"Stochastischer Prozess"
subject:"Volatility"
~isPartOf:"Economic modelling"
~isPartOf:"International journal of theoretical and applied finance"
~subject:"Statistical distribution"
~subject:"VAR model"
~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
VAR model
Estimation theory
178
Schätztheorie
178
Estimation
59
Schätzung
58
Time series analysis
35
Zeitreihenanalyse
35
Volatilität
30
Theorie
22
Theory
22
Regression analysis
21
Regressionsanalyse
21
Stochastic process
19
Cointegration
15
Kointegration
15
Nichtparametrisches Verfahren
15
Nonparametric statistics
15
Monte Carlo simulation
14
Monte-Carlo-Simulation
14
Option pricing theory
14
Optionspreistheorie
14
Statistical test
14
Statistischer Test
14
Bayes-Statistik
13
Bayesian inference
13
Börsenkurs
13
Panel
13
Panel study
13
Share price
13
Simulation
11
VAR-Modell
10
ARCH model
9
ARCH-Modell
9
Bayesian estimation
8
Forecasting model
8
Maximum likelihood estimation
8
Maximum-Likelihood-Schätzung
8
Panel data
8
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Undetermined
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Article
53
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Article in journal
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Aufsatz in Zeitschrift
53
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English
53
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Kumar, Dilip
4
Maheswaran, S.
3
Gatheral, Jim
2
Acocella, Nicola
1
Agliardi, Rosella
1
Albanese, Claudio
1
Albani, Vinícius
1
Alleva, Giorgio
1
Ammou, Samir Ben
1
Atukorala, Ranjani
1
Baldeaux, jan
1
Belomestny, Denis
1
Beqiraj, Elton
1
Boughrara, Adel
1
Bu, Ruijun
1
Buescu, Cristin
1
Castillo B., Paul
1
Cezaro, Adriano de
1
Chen, Tzu-ying
1
Cheng, Jie
1
Demetrescu, Matei
1
Desli, Evangelia
1
Di Bartolomeo, Giovanni
1
Di Dio, Fabio
1
Di Iorio, Francesca
1
Di Pietro, Marco
1
Dridi, Ichrak
1
El Qalli, Yassine
1
Felici, Francesco
1
Feng, Yuanhua
1
Friedman, Craig
1
Gianfreda, Angelica
1
Gkoulgkoutsika, A.
1
Grabowski, Wojciech
1
Grandits, Peter
1
Guerini, Mattia
1
Guhr, Thomas
1
Hadri, Kaddour
1
Han, Chuan-Hsiang
1
Han, Jeong sug
1
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Economic modelling
International journal of theoretical and applied finance
Journal of econometrics
221
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
88
Economics letters
73
Econometric reviews
58
Econometric theory
55
Insurance / Mathematics & economics
51
Econometrics : open access journal
38
The econometrics journal
35
International journal of forecasting
34
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
31
Journal of empirical finance
29
European journal of operational research : EJOR
25
Statistics in transition : an international journal of the Polish Statistical Association
25
Journal of the American Statistical Association : JASA
24
Journal of banking & finance
23
Journal of forecasting
23
Journal of financial econometrics
22
Finance research letters
21
Journal of financial econometrics : official journal of the Society for Financial Econometrics
21
Journal of risk and financial management : JRFM
20
Quantitative finance
20
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
18
Applied economics letters
17
Computational economics
17
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
17
Journal of mathematical finance
17
Applied economics
16
Risks : open access journal
16
Quantitative economics : QE ; journal of the Econometric Society
15
Journal of economic dynamics & control
14
The North American journal of economics and finance : a journal of financial economics studies
14
Journal of risk
13
Statistical papers
13
Empirical economics : a quarterly journal of the Institute for Advanced Studies
12
Operations research
12
Finance and stochastics
11
Mathematics of operations research
11
Oxford bulletin of economics and statistics
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ECONIS (ZBW)
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1
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:
2
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:
3
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:
4
Testing for no cointegration in vector autoregressions with estimated degree of fractional integration
Demetrescu, Matei
;
Kusin, Vladimir
;
Salish, Nazarii
- In:
Economic modelling
108
(
2022
),
pp. 1-32
Persistent link: https://www.econbiz.de/10013347934
Saved in:
5
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:
6
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:
7
Testing linear relationships between non-constant variances of economic variables
Hirukawa, Junichi
;
Raïssi, Hamdi
- In:
Economic modelling
90
(
2020
),
pp. 182-189
Persistent link: https://www.econbiz.de/10012428132
Saved in:
8
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:
9
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
Saved in:
10
The Tobit cointegrated vector autoregressive model : an application to the currency market
Grabowski, Wojciech
;
Welfe, Aleksander
- In:
Economic modelling
89
(
2020
),
pp. 88-100
Persistent link: https://www.econbiz.de/10012425926
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