//--> //--> //--> //-->
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:"Insurance / Mathematics & economics"
~isPartOf:"Journal of banking & finance"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~subject:"Maximum likelihood estimation"
~subject:"Risk measure"
~subject:"Statistische Verteilung"
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
| 8 applied filters
Year of publication
From:
To:
Subject
All
Stochastischer Prozess
Volatility
Maximum likelihood estimation
Risk measure
Statistische Verteilung
Estimation theory
795
Schätztheorie
795
Theorie
212
Theory
212
Estimation
175
Schätzung
171
Time series analysis
159
Zeitreihenanalyse
159
Nichtparametrisches Verfahren
132
Nonparametric statistics
132
Regression analysis
115
Regressionsanalyse
115
USA
102
United States
101
Statistical distribution
73
Forecasting model
65
Prognoseverfahren
65
Volatilität
56
Statistical test
52
Statistischer Test
52
Correlation
46
Korrelation
46
Induktive Statistik
45
Statistical inference
45
Portfolio selection
43
Portfolio-Management
43
Panel
42
Panel study
42
Risikomaß
42
Capital income
40
Kapitaleinkommen
40
Maximum-Likelihood-Schätzung
39
ARCH model
37
ARCH-Modell
37
Bootstrap approach
35
Bootstrap-Verfahren
35
more ...
less ...
Online availability
All
Undetermined
107
Free
4
Type of publication
All
Article
187
Type of publication (narrower categories)
All
Article in journal
187
Aufsatz in Zeitschrift
187
Language
All
English
187
Author
All
Guillou, Armelle
6
Goegebeur, Yuri
4
Hou, Yanxi
4
Peng, Liang
4
Kim, Joseph H. T.
3
Qin, Jing
3
Taylor, Greg
3
Wang, Hansheng
3
Zhang, Zhimin
3
Avanzi, Benjamin
2
Escanciano, Juan Carlos
2
Gao, Jiti
2
Ghysels, Eric
2
Guillén, Montserrat
2
Hautsch, Nikolaus
2
He, Yi
2
Hoga, Yannick
2
Härdle, Wolfgang
2
Jing, Bingyi
2
Li, Deyuan
2
Ling, Shiqing
2
Lucas, André
2
Nolte, Ingmar
2
Perote, Javier
2
Phillips, Peter C. B.
2
Pitera, Marcin
2
Pitselis, Georgios
2
Russell, Jeffrey R.
2
Rösch, Daniel
2
Schmidt, Thorsten
2
Shephard, Neil G.
2
Sheppard, Kevin
2
Stupfler, Gilles
2
Tsay, Ruey S.
2
Voev, Valeri
2
Wang, Xing
2
Wong, Bernard
2
Wu, Ximing
2
Xu, Ke-li
2
Yang, Fan
2
more ...
less ...
Published in...
All
Insurance / Mathematics & economics
Journal of banking & finance
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Journal of econometrics
258
Economics letters
77
Discussion paper / Tinbergen Institute
73
Econometric reviews
68
Econometric theory
55
The econometrics journal
38
CREATES research paper
36
European journal of operational research : EJOR
36
Journal of the American Statistical Association : JASA
36
Econometrics : open access journal
33
Economic modelling
31
Série des documents de travail / Centre de Recherche en Économie et Statistique
31
International journal of forecasting
30
Journal of empirical finance
30
CEMMAP working papers / Centre for Microdata Methods and Practice
29
Journal of financial econometrics : official journal of the Society for Financial Econometrics
29
Discussion paper / Center for Economic Research, Tilburg University
28
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
28
Computational economics
26
Finance research letters
26
SFB 649 discussion paper
26
Statistics in transition : an international journal of the Polish Statistical Association
26
Journal of risk
25
Cowles Foundation discussion paper
24
Discussion papers of interdisciplinary research project 373
24
Journal of forecasting
24
Journal of risk and financial management : JRFM
23
Quantitative finance
23
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
22
Journal of financial econometrics
22
International journal of theoretical and applied finance
20
NBER Working Paper
20
Operations research
20
Risks : open access journal
20
Applied economics
18
Applied economics letters
18
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
18
more ...
less ...
Source
All
ECONIS (ZBW)
187
Showing
1
-
10
of
187
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Singular conditional autoregressive Wishart model for realized covariance matrices
Alfelt, Gustav
;
Bodnar, Taras
;
Javed, Farrukh
;
Tyrcha, …
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
3
,
pp. 833-845
Persistent link: https://www.econbiz.de/10014448443
Saved in:
2
Extreme value estimation for heterogeneous data
Einmahl, John H. J.
;
He, Yi
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
1
,
pp. 255-269
Persistent link: https://www.econbiz.de/10013540838
Saved in:
3
Adaptive testing for cointegration with nonstationary volatility
Boswijk, Herman Peter
;
Zu, Yang
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
2
,
pp. 744-755
Persistent link: https://www.econbiz.de/10013534484
Saved in:
4
Estimating monotone concave stochastic production frontiers
Tsionas, Efthymios G.
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
3
,
pp. 1403-1414
Persistent link: https://www.econbiz.de/10013539534
Saved in:
5
Inference for nonparametric high-frequency estimators with an application to time variation in betas
Kalnina, Ilze
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
2
,
pp. 538-549
Persistent link: https://www.econbiz.de/10014448338
Saved in:
6
QML and efficient GMM estimation of spatial autoregressive models with dominant (popular) units
Lee, Lung-fei
;
Yang, Chao
;
Yu, Jihai
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
2
,
pp. 550-562
Persistent link: https://www.econbiz.de/10014448355
Saved in:
7
Simultaneous spatial panel data models with common shocks
Lu, Lina
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
2
,
pp. 608-623
Persistent link: https://www.econbiz.de/10014448377
Saved in:
8
Bootstrapping two-stage quasi-maximum likelihood estimators of time series models
Gonçalves, Sílvia
;
Hounyo, Ulrich
;
Patton, Andrew J.
; …
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
3
,
pp. 683-694
Persistent link: https://www.econbiz.de/10014448421
Saved in:
9
Culling the herd of moments with penalized empirical likelihood
Chang, Jinyuan
;
Shi, Zhentao
;
Zhang, Jia
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
3
,
pp. 791-805
Persistent link: https://www.econbiz.de/10014448437
Saved in:
10
Empirical likelihood and uniform convergence rates for dyadic kernel density estimation
Chiang, Harold D.
;
Tan, Bing Yang
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
3
,
pp. 906-914
Persistent link: https://www.econbiz.de/10014448457
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->