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subject:"Stochastischer Prozess"
subject:"Volatility"
~isPartOf:"Economics letters"
~isPartOf:"Insurance / Mathematics & economics"
~isPartOf:"Journal of banking & finance"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~subject:"Risk measure"
~subject:"Statistische Verteilung"
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Search: subject_exact:"Estimation theory"
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Stochastischer Prozess
Volatility
Risk measure
Statistische Verteilung
Estimation theory
1,765
Schätztheorie
1,765
Theorie
595
Theory
595
Time series analysis
294
Zeitreihenanalyse
294
Estimation
285
Schätzung
279
Nichtparametrisches Verfahren
213
Nonparametric statistics
213
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209
Regressionsanalyse
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Panel study
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USA
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United States
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Statistischer Test
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Statistical distribution
97
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89
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Volatilität
80
Correlation
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Korrelation
71
Maximum likelihood estimation
64
Maximum-Likelihood-Schätzung
63
Method of moments
62
Momentenmethode
62
Induktive Statistik
58
Statistical inference
58
ARCH model
57
ARCH-Modell
57
Autocorrelation
57
Autokorrelation
57
Statistical theory
54
Statistische Methodenlehre
54
Capital income
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Guillou, Armelle
6
Goegebeur, Yuri
4
Hou, Yanxi
4
Peng, Liang
4
Hwang, Eunju
3
Kim, Joseph H. T.
3
Qin, Jing
3
Shin, Dong-wan
3
Taylor, Greg
3
Wen, Kuangyu
3
Wu, Ximing
3
Zhang, Zhimin
3
Avanzi, Benjamin
2
Escanciano, Juan Carlos
2
Forchini, Giovanni
2
Ghysels, Eric
2
Guillén, Montserrat
2
Hafner, Christian M.
2
Hautsch, Nikolaus
2
He, Yi
2
Hoga, Yannick
2
Jing, Bingyi
2
Li, Deyuan
2
Li, Yifan
2
Ling, Shiqing
2
Linton, Oliver
2
Lucas, André
2
Moura, Guilherme Valle
2
Nolte, Ingmar
2
Perote, Javier
2
Phillips, Peter C. B.
2
Pitera, Marcin
2
Russell, Jeffrey R.
2
Rösch, Daniel
2
Schmidt, Thorsten
2
Shephard, Neil G.
2
Stupfler, Gilles
2
Tsay, Ruey S.
2
Voev, Valeri
2
Wang, Xing
2
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Economics letters
Insurance / Mathematics & economics
Journal of banking & finance
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Journal of econometrics
189
Discussion paper / Tinbergen Institute
54
Econometric reviews
51
Econometric theory
48
CREATES research paper
30
The econometrics journal
30
Economic modelling
29
Journal of empirical finance
29
European journal of operational research : EJOR
28
Journal of financial econometrics : official journal of the Society for Financial Econometrics
28
International journal of forecasting
27
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
26
Econometrics : open access journal
25
Journal of risk
25
SFB 649 discussion paper
25
Série des documents de travail / Centre de Recherche en Économie et Statistique
25
Finance research letters
24
Journal of the American Statistical Association : JASA
24
Statistics in transition : an international journal of the Polish Statistical Association
24
CEMMAP working papers / Centre for Microdata Methods and Practice
23
Discussion paper / Center for Economic Research, Tilburg University
23
Journal of financial econometrics
22
Quantitative finance
22
Discussion papers of interdisciplinary research project 373
21
Journal of risk and financial management : JRFM
21
Computational economics
20
Cowles Foundation discussion paper
20
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
20
International journal of theoretical and applied finance
20
Journal of forecasting
20
Risks : open access journal
19
Journal of mathematical finance
16
Operations research
16
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
16
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
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ECONIS (ZBW)
220
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1
Singular conditional autoregressive Wishart model for realized covariance matrices
Alfelt, Gustav
;
Bodnar, Taras
;
Javed, Farrukh
;
Tyrcha, …
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
3
,
pp. 833-845
Persistent link: https://www.econbiz.de/10014448443
Saved in:
2
Extreme value estimation for heterogeneous data
Einmahl, John H. J.
;
He, Yi
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
1
,
pp. 255-269
Persistent link: https://www.econbiz.de/10013540838
Saved in:
3
Adaptive testing for cointegration with nonstationary volatility
Boswijk, Herman Peter
;
Zu, Yang
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
2
,
pp. 744-755
Persistent link: https://www.econbiz.de/10013534484
Saved in:
4
Estimating monotone concave stochastic production frontiers
Tsionas, Efthymios G.
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
3
,
pp. 1403-1414
Persistent link: https://www.econbiz.de/10013539534
Saved in:
5
A simple nonparametric conditional quantile estimator for time series with thin tails
Wang, Qiao
- In:
Economics letters
232
(
2023
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014464377
Saved in:
6
Inference for nonparametric high-frequency estimators with an application to time variation in betas
Kalnina, Ilze
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
2
,
pp. 538-549
Persistent link: https://www.econbiz.de/10014448338
Saved in:
7
Empirical likelihood and uniform convergence rates for dyadic kernel density estimation
Chiang, Harold D.
;
Tan, Bing Yang
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
3
,
pp. 906-914
Persistent link: https://www.econbiz.de/10014448457
Saved in:
8
Estimation of leverage effect : kernel function and efficiency
Yang, Xiye
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
3
,
pp. 939-956
Persistent link: https://www.econbiz.de/10014448463
Saved in:
9
Overnight GARCH-Itô volatility models
Kim, Donggyu
;
Shin, Minseok
;
Wang, Yazhen
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
4
,
pp. 1215-1227
Persistent link: https://www.econbiz.de/10014448607
Saved in:
10
Extremal dependence-based specification testing of time series
Hoga, Yannick
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
4
,
pp. 1274-1287
Persistent link: https://www.econbiz.de/10014448632
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