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subject:"Stochastischer Prozess"
subject:"Volatility"
~isPartOf:"International journal of theoretical and applied finance"
~isPartOf:"The econometrics journal"
~subject:"Heteroscedasticity"
~subject:"Statistical distribution"
~type:"article"
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Search: subject_exact:"Estimation theory"
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Stochastischer Prozess
Volatility
Heteroscedasticity
Statistical distribution
Estimation theory
306
Schätztheorie
306
Nichtparametrisches Verfahren
60
Nonparametric statistics
60
Regression analysis
55
Regressionsanalyse
55
Panel
39
Panel study
39
Theorie
38
Theory
38
Time series analysis
38
Zeitreihenanalyse
38
Statistical test
36
Statistischer Test
36
Estimation
31
Schätzung
31
Volatilität
24
Induktive Statistik
18
Statistical inference
18
Statistische Verteilung
17
Modellierung
16
Monte Carlo simulation
16
Monte-Carlo-Simulation
16
Scientific modelling
16
Bootstrap approach
15
Bootstrap-Verfahren
15
Instrumental variables
15
Method of moments
15
Momentenmethode
15
ARCH model
14
ARCH-Modell
14
Autocorrelation
14
Autokorrelation
13
Heteroskedastizität
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Forecasting model
12
IV-Schätzung
12
Option pricing theory
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58
Aufsatz in Zeitschrift
58
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English
58
Author
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Gatheral, Jim
2
Härdle, Wolfgang
2
Sun, Yixiao
2
Wu, Ximing
2
Zhang, Zhengyu
2
Čížek, Pavel
2
Abadir, Karim Maher
1
Adams, Christopher P.
1
Albanese, Claudio
1
Albani, Vinícius
1
Ammou, Samir Ben
1
Baldeaux, jan
1
Bao, Yong
1
Belomestny, Denis
1
Berger, Yves G.
1
Bianchi, Michele Leonardo
1
Buescu, Cristin
1
Calzolari, Giorgio
1
Carrasco, Marine
1
Cezaro, Adriano de
1
Chen, Jia
1
Chen, Tzu-ying
1
Coudin, Elise
1
Cripps, Edward
1
Danilov, Dmitry L.
1
Delgado, Miguel A.
1
Doukali, Mohamed
1
Du, Zaichao
1
Dufour, Jean-Marie
1
El Qalli, Yassine
1
Elliott, Robert J.
1
Fabozzi, Frank J.
1
Fan, Jianqing
1
Fiebig, Denzil G.
1
Friedman, Craig
1
Gao, Jiti
1
García, Andrés
1
Grandits, Peter
1
Gu, Yuanyuan
1
Guhr, Thomas
1
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International journal of theoretical and applied finance
The econometrics journal
Journal of econometrics
225
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
85
Economics letters
70
Econometric reviews
60
Econometric theory
59
Insurance / Mathematics & economics
51
Economic modelling
32
Econometrics : open access journal
27
International journal of forecasting
27
Journal of empirical finance
27
European journal of operational research : EJOR
26
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
26
Journal of the American Statistical Association : JASA
25
Statistics in transition : an international journal of the Polish Statistical Association
24
Finance research letters
21
Journal of financial econometrics
21
Journal of financial econometrics : official journal of the Society for Financial Econometrics
21
Journal of risk and financial management : JRFM
21
Journal of banking & finance
20
Journal of forecasting
20
Quantitative finance
19
Applied economics letters
18
Computational economics
17
Risks : open access journal
17
Applied economics
16
Journal of mathematical finance
16
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
15
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
15
The North American journal of economics and finance : a journal of financial economics studies
14
Journal of risk
13
Operations research
13
Statistical papers
13
Finance and stochastics
11
Mathematics of operations research
11
Empirical economics : a quarterly journal of the Institute for Advanced Studies
10
Journal of productivity analysis
10
Operations research letters
10
Quantitative economics : QE ; journal of the Econometric Society
10
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ECONIS (ZBW)
58
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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
Testing conditional moment restriction models using empirical likelihood
Berger, Yves G.
- In:
The econometrics journal
25
(
2022
)
2
,
pp. 384-403
Persistent link: https://www.econbiz.de/10013253841
Saved in:
3
Distributional robustness of K-class estimators and the PULSE
Jakobsen, Martin Emil
;
Peters, Jonas
- In:
The econometrics journal
25
(
2022
)
2
,
pp. 404-432
Persistent link: https://www.econbiz.de/10013253842
Saved in:
4
Testing overidentifying restrictions with many instruments and heteroscedasticity using regularised jackknife IV
Carrasco, Marine
;
Doukali, Mohamed
- In:
The econometrics journal
25
(
2022
)
1
,
pp. 71-97
Persistent link: https://www.econbiz.de/10012878896
Saved in:
5
Distribution regression in duration analysis : an application to unemployment spells
Delgado, Miguel A.
;
García, Andrés
;
Sant'Anna, Pedro H. C.
- In:
The econometrics journal
25
(
2022
)
3
,
pp. 675-698
Persistent link: https://www.econbiz.de/10013399857
Saved in:
6
Testing identification via heteroskedasticity in structural vector autoregressive models
Lütkepohl, Helmut
;
Meitz, Mika
;
Netšunajev, Aleksei
; …
- In:
The econometrics journal
24
(
2021
)
1
,
pp. 1-22
Persistent link: https://www.econbiz.de/10012504441
Saved in:
7
Large mixed-frequency VARs with a parsimonious time-varying parameter structure
Götz, Thomas B.
;
Hauzenberger, Klemens
- In:
The econometrics journal
24
(
2021
)
3
,
pp. 442-461
Persistent link: https://www.econbiz.de/10012620715
Saved in:
8
Moment approximations of displaced forward-LIBOR rates with application to swaptions
Van Appel, Jacques
;
McWalter, Thomas A.
- In:
International journal of theoretical and applied finance
23
(
2020
)
7
,
pp. 1-29
Persistent link: https://www.econbiz.de/10012496904
Saved in:
9
Testing for moderate explosiveness
Guo, Gangzheng
;
Sun, Yixiao
;
Wang, Shaoping
- In:
The econometrics journal
22
(
2019
)
1
,
pp. 73-95
Persistent link: https://www.econbiz.de/10012166654
Saved in:
10
A guided nonparametric goodness-of-fit test with application to income distributions
Wen, Kuangyu
;
Wu, Ximing
- In:
The econometrics journal
22
(
2019
)
3
,
pp. 207-222
Persistent link: https://www.econbiz.de/10012166735
Saved in:
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