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subject:"Stochastischer Prozess"
subject:"Volatility"
~isPartOf:"Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria"
~isPartOf:"European journal of operational research : EJOR"
~isPartOf:"Finance research letters"
~isPartOf:"Journal of econometrics"
~subject:"Prognoseverfahren"
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Search: subject_exact:"Estimation theory"
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Stochastischer Prozess
Volatility
Prognoseverfahren
Estimation theory
2,068
Schätztheorie
2,068
Theorie
433
Theory
433
Nichtparametrisches Verfahren
364
Nonparametric statistics
364
Zeitreihenanalyse
358
Time series analysis
357
Regression analysis
323
Regressionsanalyse
323
Estimation
300
Schätzung
295
Panel
172
Panel study
172
Statistical test
166
Statistischer Test
166
Volatilität
137
Forecasting model
105
Method of moments
104
Momentenmethode
103
Maximum likelihood estimation
95
Maximum-Likelihood-Schätzung
95
Autocorrelation
87
Autokorrelation
87
Bootstrap approach
87
Bootstrap-Verfahren
87
Statistical inference
86
Induktive Statistik
84
Statistical distribution
83
Statistische Verteilung
83
Stochastic process
81
Bayes-Statistik
75
Bayesian inference
75
Cointegration
75
Kointegration
74
Instrumental variables
72
Simulation
69
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Article
263
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1
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263
Aufsatz in Zeitschrift
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3
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3
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English
264
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Todorov, Viktor
10
Tauchen, George Eugene
7
Andersen, Torben
6
Li, Jia
6
Taylor, Robert
6
Zakoïan, Jean-Michel
6
Francq, Christian
5
Kim, Donggyu
5
Lee, Ji Hyung
5
Li, Yingying
5
Corradi, Valentina
4
Koopman, Siem Jan
4
Mykland, Per A.
4
Park, Joon Y.
4
Aït-Sahalia, Yacine
3
Bollerslev, Tim
3
Cai, Zongwu
3
Clark, Todd E.
3
Demetrescu, Matei
3
Georgiev, Iliyan
3
Li, Dong
3
Li, Guodong
3
McCracken, Michael W.
3
Meddahi, Nour
3
Phillips, Peter C. B.
3
Rodrigues, Paulo M. M.
3
Swanson, Norman R.
3
Tu, Yundong
3
Varneskov, Rasmus Tangsgaard
3
Wang, Yazhen
3
Xiu, Dacheng
3
Zhang, Lan
3
Zhu, Ke
3
Baltagi, Badi H.
2
Bauwens, Luc
2
Chen, Song Xi
2
Clinet, Simon
2
Fan, Jianqing
2
Fan, Rui
2
Gallant, A. Ronald
2
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
European journal of operational research : EJOR
Finance research letters
Journal of econometrics
International journal of forecasting
114
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
84
Journal of forecasting
74
Economics letters
53
Discussion paper / Tinbergen Institute
51
Econometric reviews
38
CREATES research paper
35
Journal of empirical finance
34
Econometric theory
33
Economic modelling
33
Journal of financial econometrics : official journal of the Society for Financial Econometrics
25
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
25
The econometrics journal
25
Working paper / Department of Econometrics and Business Statistics, Monash University
24
Insurance / Mathematics & economics
21
Quantitative finance
21
Journal of financial econometrics
20
Journal of banking & finance
19
Journal of the American Statistical Association : JASA
19
Computational economics
18
Cowles Foundation discussion paper
18
Journal of risk and financial management : JRFM
17
SFB 649 discussion paper
17
Working paper
17
Econometrics : open access journal
16
Discussion paper
15
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
15
International journal of theoretical and applied finance
15
Working papers / Rutgers University, Department of Economics
15
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
14
Risks : open access journal
14
The North American journal of economics and finance : a journal of financial economics studies
14
Applied economics
13
Empirical economics : a quarterly journal of the Institute for Advanced Studies
13
Journal of mathematical finance
13
NBER Working Paper
13
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ECONIS (ZBW)
264
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1
Kernel quantile estimators for nested simulation with application to portfolio value-at-risk measurement
Liu, Xiaoyu
;
Yan, Xing
;
Zhang, Kun
- In:
European journal of operational research : EJOR
312
(
2024
)
3
,
pp. 1168-1177
Persistent link: https://www.econbiz.de/10014456483
Saved in:
2
On the update frequency of univariate forecasting models
Spiliotis, Evangelos
;
Petropoulos, Fotios
- In:
European journal of operational research : EJOR
314
(
2024
)
1
,
pp. 111-121
Persistent link: https://www.econbiz.de/10014456834
Saved in:
3
Constructing copulas using corrected Hermite polynomial expansion for estimating cross foreign exchange volatility
Shiraya, Kenichiro
;
Yamakami, Tomohisa
- In:
European journal of operational research : EJOR
314
(
2024
)
3
,
pp. 1195-1214
Persistent link: https://www.econbiz.de/10014456946
Saved in:
4
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:
5
Shrinkage and thresholding approaches for expected utility portfolios : an analysis in terms of predictive ability
Dutta, Sumanjay
;
Jain, Shashi
- In:
Finance research letters
64
(
2024
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014531731
Saved in:
6
Asymptotic F test in regressions with observations collected at high frequency over long span
Pellatt, Daniel F.
;
Sun, Yixiao
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1281-1309
Persistent link: https://www.econbiz.de/10014471377
Saved in:
7
Parametric estimation of long memory in factor models
Ergemen, Yunus Emre
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1483-1499
Persistent link: https://www.econbiz.de/10014471404
Saved in:
8
A new generalized exponentially weighted moving average quantile model and its statistical inference
Zhu, Ke
- In:
Journal of econometrics
237
(
2023
)
1
,
pp. 1-25
Persistent link: https://www.econbiz.de/10014471471
Saved in:
9
Penetrating sporadic return predictability
Tu, Yundong
;
Xie, Xinling
- In:
Journal of econometrics
237
(
2023
)
1
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014471472
Saved in:
10
Volatility measurement with pockets of extreme return persistence
Andersen, Torben
;
Li, Yingying
;
Todorov, Viktor
;
Zhou, Bo
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014471793
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