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subject:"Stochastischer Prozess"
subject:"Volatility"
~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~subject:"Autocorrelation"
~subject:"Stochastic process"
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Search: subject_exact:"Estimation theory"
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Stochastischer Prozess
Volatility
Autocorrelation
Stochastic process
Estimation theory
73
Schätztheorie
73
Time series analysis
20
Zeitreihenanalyse
20
Volatilität
16
Estimation
15
Schätzung
15
ARCH model
11
ARCH-Modell
11
Market microstructure
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Marktmikrostruktur
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Capital income
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Kapitaleinkommen
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Nichtparametrisches Verfahren
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Nonparametric statistics
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Risikomaß
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Risk measure
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Theorie
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Theory
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Correlation
7
Forecasting model
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Korrelation
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Prognoseverfahren
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Regression analysis
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Regressionsanalyse
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Börsenkurs
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Share price
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Analysis of variance
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Noise Trading
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Noise trading
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Statistical test
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Statistischer Test
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Varianzanalyse
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CAPM
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Multivariate Analyse
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English
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Ahlgren, Niklas
1
Andreou, Alena
1
Antell, Jan
1
Balter, Janine
1
Bos, Charles S.
1
Bu, Ruijun
1
Caldeira, João F.
1
Carrasco, Marine
1
Chen, Yi-ting
1
Fan, Jianqing
1
Fan, Yingying
1
Feng, Dingan
1
Francq, Christian
1
Frederiksen, Per
1
Ghysels, Eric
1
Giet, Ludovic
1
Hadri, Kaddour
1
Hassler, Uwe
1
Herwartz, Helmut
1
Horváth, Lajos
1
Hsieh, Chih-sheng
1
Hurn, Stan
1
Härdle, Wolfgang
1
Ikeda, Shin S.
1
Janus, Paweł
1
Jeisman, J. I.
1
Jiang, George J.
1
Koopman, Siem Jan
1
Kotchoni, Rachidi
1
Li, Yingying
1
Lindsay, Kenneth A.
1
Lubrano, Michel
1
Lv, Jinchi
1
Moura, Guilherme Valle
1
Mykland, Per A.
1
Nagakura, Daisuke
1
Nielsen, Morten Ørregaard
1
Nogales, Francisco J.
1
Rodrigues, Paulo M. M.
1
Rubia, Antonio
1
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
Journal of econometrics
212
Economics letters
70
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
66
Econometric reviews
61
Econometric theory
55
Discussion paper / Tinbergen Institute
48
Economic modelling
33
CREATES research paper
32
Journal of empirical finance
28
The econometrics journal
28
Cowles Foundation discussion paper
25
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
24
Econometrics : open access journal
20
International journal of forecasting
20
Finance research letters
18
Journal of financial econometrics
18
Quantitative finance
18
European journal of operational research : EJOR
17
Journal of forecasting
17
Applied economics letters
16
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
16
Journal of banking & finance
16
Journal of risk and financial management : JRFM
16
Discussion papers of interdisciplinary research project 373
15
International journal of theoretical and applied finance
15
SFB 649 discussion paper
15
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
14
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
13
Regional science & urban economics
13
The North American journal of economics and finance : a journal of financial economics studies
13
Computational economics
12
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
12
NBER Working Paper
12
Série des documents de travail / Centre de Recherche en Économie et Statistique
12
International journal of economics and financial issues : IJEFI
11
Mathematics of operations research
11
CESifo working papers
10
Finance and stochastics
10
Journal of mathematical finance
10
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ECONIS (ZBW)
21
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1
Combining multivariate volatility forecasts: an economic-based approach
Caldeira, João F.
;
Moura, Guilherme Valle
;
Nogales, …
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
2
,
pp. 247-285
Persistent link: https://www.econbiz.de/10011987429
Saved in:
2
Tests for abnormal returns in the presence of event-induced cross-sectional correlation
Ahlgren, Niklas
;
Antell, Jan
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
2
,
pp. 286-301
Persistent link: https://www.econbiz.de/10011987446
Saved in:
3
Quantile regression for long memory testing : a case of realized volatility
Hassler, Uwe
;
Rodrigues, Paulo M. M.
;
Rubia, Antonio
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
4
,
pp. 693-724
Persistent link: https://www.econbiz.de/10011623824
Saved in:
4
Variance targeting estimation of multivariate GARCH models
Francq, Christian
;
Horváth, Lajos
;
Zakoïan, Jean-Michel
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
2
,
pp. 353-382
Persistent link: https://www.econbiz.de/10011589013
Saved in:
5
Adaptive Realized Kernels
Carrasco, Marine
;
Kotchoni, Rachidi
- In:
Journal of financial econometrics : official journal of …
13
(
2015
)
4
,
pp. 757-797
Persistent link: https://www.econbiz.de/10011417704
Saved in:
6
Two-scale realized kernels : a univariate case
Ikeda, Shin S.
- In:
Journal of financial econometrics : official journal of …
13
(
2015
)
1
,
pp. 126-165
Persistent link: https://www.econbiz.de/10010519659
Saved in:
7
A state space approach to estimating the integrated variance under the existence of market microstructure noise
Nagakura, Daisuke
;
Watanabe, Toshiaki
- In:
Journal of financial econometrics : official journal of …
13
(
2015
)
1
,
pp. 45-82
Persistent link: https://www.econbiz.de/10010519663
Saved in:
8
Quarticity estimation on ohlc data
Balter, Janine
- In:
Journal of financial econometrics : official journal of …
13
(
2015
)
2
,
pp. 505-519
Persistent link: https://www.econbiz.de/10011339287
Saved in:
9
Rounding errors and volatility estimation
Li, Yingying
;
Mykland, Per A.
- In:
Journal of financial econometrics : official journal of …
13
(
2015
)
2
,
pp. 478-504
Persistent link: https://www.econbiz.de/10011339292
Saved in:
10
Estimation of distortion risk measures
Tsukahara, Hideatsu
- In:
Journal of financial econometrics : official journal of …
12
(
2014
)
1
,
pp. 213-235
Persistent link: https://www.econbiz.de/10010233598
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