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subject:"Stochastischer Prozess"
subject:"Volatility"
~isPartOf:"Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria"
~isPartOf:"Finance research letters"
~isPartOf:"Journal of the American Statistical Association : JASA"
~subject:"Deutschland"
~subject:"Nichtparametrisches Verfahren"
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Search: subject_exact:"Estimation theory"
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Stochastischer Prozess
Volatility
Deutschland
Nichtparametrisches Verfahren
Estimation theory
576
Schätztheorie
576
Regression analysis
119
Regressionsanalyse
119
Nonparametric statistics
103
Estimation
90
Schätzung
90
Time series analysis
79
Zeitreihenanalyse
79
Theorie
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Theory
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Forecasting model
35
Prognoseverfahren
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Sampling
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Capital income
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Induktive Statistik
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Kapitaleinkommen
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Maximum likelihood estimation
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Maximum-Likelihood-Schätzung
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Statistical inference
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Volatilität
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Bootstrap approach
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Bootstrap-Verfahren
18
Multivariate Analyse
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Carroll, Raymond J.
6
Fan, Jianqing
6
Dunson, David B.
3
Hall, Peter
3
Krämer, Walter
3
Lin, Danyu
3
Lin, Xihong
3
Zeng, Donglin
3
Cai, Zongwu
2
Crainiceanu, Ciprian M.
2
Delaigle, Aurore
2
Genton, Marc G.
2
Jiang, Jiancheng
2
Jing, Bingyi
2
Krivobokova, Tatyana
2
Li, Yi
2
Ma, Yanyuan
2
Runde, Ralf
2
Ruppert, David
2
Su, Liangjun
2
Sun, Liuquan
2
Tiwari, Ram C.
2
Wang, Jane-Ling
2
Wang, Naisyin
2
Winkelmann, Rainer
2
Wu, Xinyu
2
Xu, Xiaoping
2
Zhang, Yu Yvette
2
Adesina, Tola
1
Almanidis, Pavlos
1
Aragon, Yves
1
Ardia, David
1
Arnerić, Josip
1
Aït-Sahalia, Yacine
1
Basu, Sanjib
1
Bigelow, Jamie L.
1
Blum, Michael G. B.
1
Bluteau, Keven
1
Bohara, Alok Kumar
1
Bonaparte, Yosef
1
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
Finance research letters
Journal of the American Statistical Association : JASA
Journal of econometrics
432
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
158
CEMMAP working papers / Centre for Microdata Methods and Practice
124
Econometric theory
122
Economics letters
117
Econometric reviews
108
The econometrics journal
71
Discussion paper / Tinbergen Institute
65
Discussion papers of interdisciplinary research project 373
58
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
53
Discussion paper series / IZA
46
Cowles Foundation discussion paper
45
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
44
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
44
SFB 649 discussion paper
44
Working paper / Department of Econometrics and Business Statistics, Monash University
44
Quantitative economics : QE ; journal of the Econometric Society
42
Economic modelling
41
CREATES research paper
38
European journal of operational research : EJOR
38
Série des documents de travail / Centre de Recherche en Économie et Statistique
31
Econometrics : open access journal
30
Econometrics papers
30
International journal of forecasting
30
NBER Working Paper
30
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
30
NBER working paper series
29
Cowles Foundation Discussion Paper
28
Discussion paper
26
Discussion paper / Center for Economic Research, Tilburg University
25
Journal of financial econometrics : official journal of the Society for Financial Econometrics
25
Working papers / TSE : WP
25
Journal of applied econometrics
24
Journal of empirical finance
24
Journal of risk and financial management : JRFM
24
Boston College working papers in economics
23
Working paper
23
Insurance / Mathematics & economics
22
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141
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1
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:
2
Recurrent neural network based parameter estimation of Hawkes model on high-frequency financial data
Lee, Kyungsub
- In:
Finance research letters
55
(
2023
)
1
,
pp. 1-6
Persistent link: https://www.econbiz.de/10014473319
Saved in:
3
Do extreme range estimators improve realized volatility forecasts? : evidence from G7 Stock Markets
Korkusuz, Burak
;
Kambouroudis, Dimos
;
McMillan, David G.
- In:
Finance research letters
55
(
2023
)
2
,
pp. 1-7
Persistent link: https://www.econbiz.de/10014473523
Saved in:
4
The Chinese oil futures volatility : evidence from high-low estimator information
Huang, Xiaozhou
;
Wang, Yubao
;
Song, Juan
- In:
Finance research letters
56
(
2023
),
pp. 1-4
Persistent link: https://www.econbiz.de/10014473684
Saved in:
5
Challenging golden standards in EWMA smoothing parameter calibration based on realized covariance measures
Hartkopf, Jan Patrick
;
Reh, Laura
- In:
Finance research letters
56
(
2023
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014473708
Saved in:
6
S&P volatility, VIX, and asymptotic volatility estimates
Bonaparte, Yosef
;
Chatrath, Arjun
;
Christie-David, Rohan
- In:
Finance research letters
51
(
2023
),
pp. 1-5
Persistent link: https://www.econbiz.de/10014286751
Saved in:
7
Supervised kernel principal component analysis for forecasting
Fang, Puyi
;
Gao, Zhaoxing
;
Tsay, Ruey S.
- In:
Finance research letters
58
(
2023
)
1
,
pp. 1-7
Persistent link: https://www.econbiz.de/10014581032
Saved in:
8
A discussion on the robustness of conditional heteroskedasticity models : simulation evidence and applications of the crude oil returns
Shi, Yanlin
- In:
Finance research letters
44
(
2022
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014494772
Saved in:
9
A realized EGARCH-MIDAS model with higher moments
Wu, Xinyu
;
Xie, Haibin
- In:
Finance research letters
38
(
2021
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012485028
Saved in:
10
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
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