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subject:"Stochastischer Prozess"
subject:"Volatility"
~isPartOf:"Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria"
~isPartOf:"Finance and stochastics"
~isPartOf:"Handbook of financial time series"
~isPartOf:"Journal of forecasting"
~subject:"Cointegration"
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Search: subject_exact:"Estimation theory"
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Stochastischer Prozess
Volatility
Cointegration
Estimation theory
344
Schätztheorie
344
Theorie
111
Theory
111
Time series analysis
97
Zeitreihenanalyse
97
Forecasting model
86
Prognoseverfahren
86
Estimation
72
Schätzung
72
Regression analysis
42
Regressionsanalyse
42
Nichtparametrisches Verfahren
32
Nonparametric statistics
32
Volatilität
28
Monte Carlo simulation
18
Monte-Carlo-Simulation
18
Stochastic process
18
ARCH model
15
ARCH-Modell
15
Börsenkurs
15
Share price
15
Deutschland
14
Germany
14
Kointegration
14
Panel
14
Panel study
14
USA
14
United States
14
Bayes-Statistik
13
Bayesian inference
13
Capital income
13
Kapitaleinkommen
13
Statistical test
13
Statistischer Test
13
Production function
11
Produktionsfunktion
11
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1
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46
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46
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8
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8
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English
54
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Lee, Hyejin
2
Maki, Daiki
2
Meng, Ming
2
Oh, Dong-Yop
2
Taylor, James W.
2
Abraham, Bovas
1
An, Yang
1
Aquino, Juan Carlos
1
Asai, Manabu
1
Azencott, Robert
1
Balakrishna, N.
1
Barrio Castro, Tomas del
1
Ben-Zion, Uri
1
Blanco-Fernández, Ángela
1
Camarero Olivas, Mariam
1
Chan, Ngai Hang
1
Chen, Bei
1
Chib, Siddhartha
1
Chigira, Hiroaki
1
Cromwell, Jeff B.
1
Eidestedt, Richard
1
Ekberg, Stefan
1
Fei, Tianlun
1
Filipović, Damir
1
Fischer, Henning
1
Franke, Jürgen
1
Fukasawa, Masaaki
1
Gao, Kun
1
Gel, Yulia R.
1
Giannakas, Kōnstantinos
1
Gloter, Arnaud
1
Guermat, Cherif
1
Guerrero, Víctor M.
1
Gupta, Rangan
1
Gómez, Nicolás
1
Hadri, Kaddour
1
Hafner, Christian M.
1
He, Mengxi
1
Hsiao, Cheng
1
Hsieh, Ping-hung
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
Finance and stochastics
Handbook of financial time series
Journal of forecasting
Journal of econometrics
198
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
57
Econometric reviews
54
Economics letters
53
Discussion paper / Tinbergen Institute
48
Econometric theory
46
Economic modelling
41
CREATES research paper
38
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
33
Econometrics : open access journal
29
Cowles Foundation discussion paper
27
The econometrics journal
25
Applied economics letters
24
International journal of forecasting
23
Journal of empirical finance
23
Journal of financial econometrics : official journal of the Society for Financial Econometrics
21
Quantitative finance
19
Finance research letters
18
Applied economics
17
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
17
International journal of economics and financial issues : IJEFI
17
Journal of financial econometrics
17
Discussion papers of interdisciplinary research project 373
16
Journal of banking & finance
16
Journal of risk and financial management : JRFM
16
SFB 649 discussion paper
16
Working paper / Department of Econometrics and Business Statistics, Monash University
16
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
European journal of operational research : EJOR
14
Computational economics
13
Empirical economics : a quarterly journal of the Institute for Advanced Studies
13
The North American journal of economics and finance : a journal of financial economics studies
13
NBER Working Paper
12
Working paper
12
Cowles Foundation Discussion Paper
11
International journal of economics and finance
11
Journal of time series econometrics
11
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1
Mixed-frequency predictive regressions with parameter learning
Leippold, Markus
;
Yang, Hanlin
- In:
Journal of forecasting
42
(
2023
)
8
,
pp. 1955-1972
Persistent link: https://www.econbiz.de/10014432824
Saved in:
2
Dynamic forecasting for nonstationary high-frequency financial data with jumps based on series decomposition and reconstruction
Song, Yuping
;
Li, Zhenwei
;
Ma, Zhiren
;
Sun, Xiaoyu
- In:
Journal of forecasting
42
(
2023
)
5
,
pp. 1055-1068
Persistent link: https://www.econbiz.de/10014338810
Saved in:
3
Forecasting stock return volatility : realized volatility-type or duration-based estimators
Fei, Tianlun
;
Liu, Xiaoquan
;
Wen, Conghua
- In:
Journal of forecasting
42
(
2023
)
7
,
pp. 1594-1621
Persistent link: https://www.econbiz.de/10014432725
Saved in:
4
Nonparametric estimation for i.i.d. paths of a martingale-driven model with application to non-autonomous financial models
Marie, Nicolas
- In:
Finance and stochastics
27
(
2023
)
1
,
pp. 97-126
Persistent link: https://www.econbiz.de/10013489500
Saved in:
5
Forecasting Bitcoin volatility : a new insight from the threshold regression model
Zhang, Yaojie
;
He, Mengxi
;
Wen, Danyan
;
Wang, Yudong
- In:
Journal of forecasting
41
(
2022
)
3
,
pp. 633-652
Persistent link: https://www.econbiz.de/10013166172
Saved in:
6
Bayesian comparison of production function-based and time-series GDP models
Osiewalski, Jacek
;
Wróblewska, Justyna
;
Makieła, Kamil
- In:
Empirical economics : a journal of the Institute for …
58
(
2020
)
3
,
pp. 1355-1380
Persistent link: https://www.econbiz.de/10012219593
Saved in:
7
Demand systems with heteroscedastic disturbances
Serletis, Apostolos
;
Xu, Libo
- In:
Empirical economics : a journal of the Institute for …
58
(
2020
)
4
,
pp. 1913-1921
Persistent link: https://www.econbiz.de/10012219723
Saved in:
8
Estimating factor shares from nonstationary panel data
Aquino, Juan Carlos
;
Ramírez-Rondán, N. R.
- In:
Empirical economics : a journal of the Institute for …
58
(
2020
)
5
,
pp. 2353-2380
Persistent link: https://www.econbiz.de/10012255890
Saved in:
9
Realised volatility and parametric estimation of Heston SDEs
Azencott, Robert
;
Ren, Peng
;
Timofeyev, Ilya
- In:
Finance and stochastics
24
(
2020
)
3
,
pp. 723-755
Persistent link: https://www.econbiz.de/10012518091
Saved in:
10
Stationarity and cointegration of health care expenditure and GDP : evidence from tests with smooth structural shifts
Lee, Hyejin
;
Oh, Dong-Yop
;
Meng, Ming
- In:
Empirical economics : a journal of the Institute for …
57
(
2019
)
2
,
pp. 631-652
Persistent link: https://www.econbiz.de/10012056719
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