//--> //--> //--> //-->
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 research letters"
~isPartOf:"The econometrics journal"
~subject:"Bayes-Statistik"
~subject:"Deutschland"
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
Bayes-Statistik
Deutschland
Estimation theory
520
Schätztheorie
520
Theorie
96
Theory
96
Estimation
94
Schätzung
94
Nichtparametrisches Verfahren
86
Nonparametric statistics
86
Regression analysis
85
Regressionsanalyse
85
Time series analysis
82
Zeitreihenanalyse
82
Panel
52
Panel study
52
Statistical test
47
Statistischer Test
47
Forecasting model
35
Prognoseverfahren
35
Monte Carlo simulation
29
Monte-Carlo-Simulation
29
Volatilität
27
ARCH model
26
ARCH-Modell
26
Statistical distribution
26
Statistische Verteilung
26
Bootstrap approach
24
Bootstrap-Verfahren
24
Cointegration
24
Kointegration
24
Autocorrelation
21
Capital income
21
Kapitaleinkommen
21
Autokorrelation
20
Bayesian inference
20
Induktive Statistik
20
Statistical inference
20
Correlation
19
Korrelation
19
more ...
less ...
Online availability
All
Undetermined
29
Free
2
Type of publication
All
Article
66
Type of publication (narrower categories)
All
Article in journal
66
Aufsatz in Zeitschrift
66
Language
All
English
66
Author
All
Krämer, Walter
3
Ardia, David
2
Runde, Ralf
2
Winkelmann, Rainer
2
Wu, Xinyu
2
Abadir, Karim Maher
1
Adesina, Tola
1
Arnerić, Josip
1
Beechey, Meredith Jane
1
Bluteau, Keven
1
Bohara, Alok Kumar
1
Bonaparte, Yosef
1
Brücker, Herbert
1
Busetti, Fabio
1
Cai, Michael
1
Caivano, Michele
1
Chatrath, Arjun
1
Chen, Jia
1
Chen, Yi-Chi
1
Christie-David, Rohan
1
Coudin, Elise
1
Cripps, Edward
1
Cromwell, Jeff B.
1
Danilov, Dmitry L.
1
Del Negro, Marco
1
Dufour, Jean-Marie
1
Elliott, Robert J.
1
Fang, Ying
1
Fiebig, Denzil G.
1
Filippeli, Thomai
1
Fletcher, Jonathan
1
Gao, Jiti
1
Giannakas, Kōnstantinos
1
Goh, Gyuhyeong
1
Gu, Yuanyuan
1
Guermat, Cherif
1
Götz, Thomas B.
1
Haan, Peter
1
Hadri, Kaddour
1
Haiqing Xu
1
more ...
less ...
Published in...
All
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
Finance research letters
The econometrics journal
Journal of econometrics
189
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
79
Economics letters
53
Discussion paper / Tinbergen Institute
45
Econometric reviews
40
Economic modelling
38
Econometric theory
30
International journal of forecasting
30
CREATES research paper
28
Journal of empirical finance
25
Working paper / Department of Econometrics and Business Statistics, Monash University
25
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
24
Discussion paper
23
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
23
Journal of the American Statistical Association : JASA
23
Econometrics : open access journal
22
Journal of financial econometrics : official journal of the Society for Financial Econometrics
22
European journal of operational research : EJOR
21
NBER Working Paper
21
SFB 649 discussion paper
21
Journal of applied econometrics
20
Discussion papers of interdisciplinary research project 373
19
Journal of forecasting
19
Quantitative finance
19
Discussion paper series / IZA
18
NBER working paper series
18
Working paper
18
Computational economics
17
Cowles Foundation discussion paper
16
Discussion papers / CEPR
16
Europäische Hochschulschriften / 5
16
Journal of banking & finance
16
Journal of financial econometrics
16
Journal of risk and financial management : JRFM
16
Insurance / Mathematics & economics
15
International journal of theoretical and applied finance
15
Série des documents de travail / Centre de Recherche en Économie et Statistique
15
more ...
less ...
Source
All
ECONIS (ZBW)
66
Showing
1
-
10
of
66
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Explicit minimal representation of variance matrices, and its implication for dynamic volatility models
Abadir, Karim Maher
- In:
The econometrics journal
26
(
2023
)
1
,
pp. 88-104
Persistent link: https://www.econbiz.de/10013543279
Saved in:
2
Synthetic control method with convex hull restrictions : a Bayesian maximum a posteriori approach
Goh, Gyuhyeong
;
Yu, Jisang
- In:
The econometrics journal
25
(
2022
)
1
,
pp. 215-232
Persistent link: https://www.econbiz.de/10012878909
Saved in:
3
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:
4
Estimating the US trend short-term interest rate
Beechey, Meredith Jane
;
Österholm, Pär
;
Poon, Aubrey
- In:
Finance research letters
55
(
2023
)
1
,
pp. 1-8
Persistent link: https://www.econbiz.de/10014473294
Saved in:
5
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:
6
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:
7
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:
8
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:
9
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:
10
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:
1
2
3
4
5
6
7
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->