//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
subject:"Stochastischer Prozess"
subject:"Volatility"
~isPartOf:"Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria"
~isPartOf:"Finance and stochastics"
~isPartOf:"Journal of mathematical finance"
~subject:"Capital income"
~subject:"Zeitreihenanalyse"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Estimation theory"
Narrow search
Delete all filters
| 7 applied filters
Year of publication
From:
To:
Subject
All
Stochastischer Prozess
Volatility
Capital income
Zeitreihenanalyse
Estimation theory
230
Schätztheorie
230
Theorie
66
Theory
66
Estimation
57
Schätzung
57
Time series analysis
41
Nichtparametrisches Verfahren
29
Nonparametric statistics
29
Regression analysis
25
Regressionsanalyse
25
Volatilität
19
Forecasting model
17
Prognoseverfahren
17
Monte Carlo simulation
16
Monte-Carlo-Simulation
16
Stochastic process
15
Panel
13
Panel study
13
Deutschland
12
Germany
12
Statistical distribution
12
Statistische Verteilung
12
Cointegration
11
Kointegration
11
Production function
11
Produktionsfunktion
11
Börsenkurs
10
Share price
10
Geldnachfrage
9
Kapitaleinkommen
9
Money demand
9
Option pricing theory
9
Optionspreistheorie
9
Statistical test
9
Statistischer Test
9
more ...
less ...
Online availability
All
Undetermined
26
Type of publication
All
Article
68
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
69
Aufsatz in Zeitschrift
69
Collection of articles of several authors
1
Sammelwerk
1
Language
All
English
69
Author
All
Agiakloglou, Christos N.
2
Koulis, Theodoro
2
Krämer, Walter
2
Lee, Hyejin
2
Meng, Ming
2
Oh, Dong-Yop
2
Adewuyi, Adejumo Wahab
1
Alaouze, Chris M.
1
Ash, J. C. K
1
Azencott, Robert
1
Baillie, Richard
1
Baltagi, Badi H.
1
Barrio Castro, Tomas del
1
Bauwens, Luc
1
Bhattacharyya, Malay
1
Bishwal, Jaya Prakasah Narayan
1
Busetti, Fabio
1
Caivano, Michele
1
Camarero Olivas, Mariam
1
Chen Zhou
1
Chowdhury, Gopa
1
Chudý, M.
1
Chung, Ching-fan
1
Cromwell, Jeff B.
1
Dai, Xianhua
1
Easaw, J. Z.
1
Eitrheim, Øyvind
1
Ensor, Katherine Bennett
1
Epaphra, Manamba
1
Esen, Halil Erturk
1
Filipović, Damir
1
Fukasawa, Masaaki
1
Gao, Kun
1
Gao, Yichen
1
Giannakas, Kōnstantinos
1
Ginley, Matthew
1
Giot, Pierre
1
Gloter, Arnaud
1
Guermat, Cherif
1
Gumbo, Victor
1
more ...
less ...
Published in...
All
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
Finance and stochastics
Journal of mathematical finance
Journal of econometrics
401
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
177
Econometric theory
175
Economics letters
163
Discussion paper / Tinbergen Institute
111
Econometric reviews
104
CREATES research paper
71
International journal of forecasting
71
Journal of forecasting
67
Working paper / Department of Econometrics and Business Statistics, Monash University
65
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
59
Applied economics letters
57
Econometrics : open access journal
53
Economic modelling
52
NBER Working Paper
51
Cowles Foundation discussion paper
50
Journal of empirical finance
50
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
47
The econometrics journal
46
Journal of the American Statistical Association : JASA
41
Applied economics
40
Computational economics
40
Journal of time series econometrics
40
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
40
Journal of applied econometrics
37
Journal of financial econometrics : official journal of the Society for Financial Econometrics
37
NBER working paper series
37
SFB 649 discussion paper
37
Série des documents de travail / Centre de Recherche en Économie et Statistique
35
EUI working paper / ECO
33
Finance research letters
33
Working paper / National Bureau of Economic Research, Inc.
31
Working paper
29
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
28
Journal of banking & finance
28
Journal of risk and financial management : JRFM
28
Working paper series
28
Discussion paper / Department of Economics, University of California San Diego
27
Discussion papers of interdisciplinary research project 373
26
more ...
less ...
Source
All
ECONIS (ZBW)
69
Showing
1
-
10
of
69
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
Long-term prediction intervals of economic time series
Chudý, M.
;
Karmakar, S.
;
Wu, W. B.
- In:
Empirical economics : a journal of the Institute for …
58
(
2020
)
1
,
pp. 191-222
Persistent link: https://www.econbiz.de/10012216373
Saved in:
3
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:
4
Identifying shocks to business cycles with asynchronous propagation
Trenkler, Carsten
;
Weber, Enzo
- In:
Empirical economics : a journal of the Institute for …
58
(
2020
)
4
,
pp. 1815-1836
Persistent link: https://www.econbiz.de/10012219716
Saved in:
5
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:
6
Switching-regime regression for modeling and predicting a stock market return
Szulczyk, Kenneth R.
;
Zhang, Changyong
- In:
Empirical economics : a journal of the Institute for …
59
(
2020
)
5
,
pp. 2385-2403
Persistent link: https://www.econbiz.de/10012314364
Saved in:
7
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:
8
Modelling volatility dynamics of cryptocurrencies using GARCH models
Ngunyi, Anthony
;
Mundia, Simon
;
Omari, Cyprian Ondieki
- In:
Journal of mathematical finance
9
(
2019
)
4
,
pp. 591-615
Persistent link: https://www.econbiz.de/10012433128
Saved in:
9
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
Saved in:
10
Effects of idiosyncratic shocks on macroeconomic time series
Yang, Minxian
- In:
Empirical economics : a journal of the Institute for …
53
(
2017
)
4
,
pp. 1441-1461
Persistent link: https://www.econbiz.de/10012019377
Saved in:
1
2
3
4
5
6
7
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->