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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:"Risk measure"
~subject:"Statistische Verteilung"
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Search: subject_exact:"Estimation theory"
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Stochastischer Prozess
Volatility
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 estimation
39
Maximum-Likelihood-Schätzung
39
ARCH model
37
ARCH-Modell
37
Bootstrap approach
35
Bootstrap-Verfahren
35
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163
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English
163
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Guillou, Armelle
6
Goegebeur, Yuri
4
Hou, Yanxi
4
Peng, Liang
4
Kim, Joseph H. T.
3
Qin, Jing
3
Taylor, Greg
3
Zhang, Zhimin
3
Avanzi, Benjamin
2
Escanciano, Juan Carlos
2
Ghysels, Eric
2
Guillén, Montserrat
2
Hautsch, Nikolaus
2
He, Yi
2
Hoga, Yannick
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
Russell, Jeffrey R.
2
Rösch, Daniel
2
Schmidt, Thorsten
2
Shephard, Neil G.
2
Stupfler, Gilles
2
Tsay, Ruey S.
2
Voev, Valeri
2
Wang, Xing
2
Wong, Bernard
2
Yang, Fan
2
Yang, Xiye
2
Abdelli, Jihane
1
Ahn, Jae Youn
1
Albrecher, Hansjörg
1
Alexander, Carol
1
Alfelt, Gustav
1
Amado, Cristina
1
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Insurance / Mathematics & economics
Journal of banking & finance
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Journal of econometrics
189
Economics letters
57
Discussion paper / Tinbergen Institute
54
Econometric reviews
48
Econometric theory
48
CREATES research paper
30
The econometrics journal
30
Economic modelling
29
Journal of empirical finance
29
European journal of operational research : EJOR
28
Journal of financial econometrics : official journal of the Society for Financial Econometrics
28
International journal of forecasting
27
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
26
Econometrics : open access journal
25
Journal of risk
25
SFB 649 discussion paper
25
Série des documents de travail / Centre de Recherche en Économie et Statistique
25
Finance research letters
24
Journal of the American Statistical Association : JASA
24
Statistics in transition : an international journal of the Polish Statistical Association
24
CEMMAP working papers / Centre for Microdata Methods and Practice
23
Discussion paper / Center for Economic Research, Tilburg University
22
Journal of financial econometrics
22
Discussion papers of interdisciplinary research project 373
21
Journal of risk and financial management : JRFM
21
Quantitative finance
21
Computational economics
20
Cowles Foundation discussion paper
20
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
20
International journal of theoretical and applied finance
20
Journal of forecasting
20
Risks : open access journal
19
Journal of mathematical finance
16
Operations research
16
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
16
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
15
Applied economics
14
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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
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:
7
Estimation of leverage effect : kernel function and efficiency
Yang, Xiye
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
3
,
pp. 939-956
Persistent link: https://www.econbiz.de/10014448463
Saved in:
8
Overnight GARCH-Itô volatility models
Kim, Donggyu
;
Shin, Minseok
;
Wang, Yazhen
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
4
,
pp. 1215-1227
Persistent link: https://www.econbiz.de/10014448607
Saved in:
9
Extremal dependence-based specification testing of time series
Hoga, Yannick
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
4
,
pp. 1274-1287
Persistent link: https://www.econbiz.de/10014448632
Saved in:
10
Spectral estimation of large stochastic blockmodels with discrete nodal covariates
Mele, Angelo
;
Hao, Lingxin
;
Cape, Joshua
;
Priebe, Carey E.
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
4
,
pp. 1364-1376
Persistent link: https://www.econbiz.de/10014448655
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