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subject:"Stochastischer Prozess"
subject:"Volatility"
~isPartOf:"The review of economics and statistics"
~source:"econis"
~subject:"Statistische Methodenlehre"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Estimation theory"
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Stochastischer Prozess
Volatility
Statistische Methodenlehre
Estimation theory
148
Schätztheorie
148
Theorie
123
Theory
123
USA
43
United States
43
Estimation
21
Schätzung
21
Time series analysis
14
Zeitreihenanalyse
14
Matching
7
Sampling
7
Simulation
7
Stichprobenerhebung
7
Causality analysis
6
Kausalanalyse
6
Statistical theory
6
Nichtparametrisches Verfahren
5
Nonparametric statistics
5
Welt
5
World
5
Capital income
4
Demand system
4
Impact assessment
4
Induktive Statistik
4
Kapitaleinkommen
4
Nachfragesystem
4
Regression analysis
4
Regressionsanalyse
4
Statistical inference
4
Wirkungsanalyse
4
Bildungsertrag
3
Bootstrap approach
3
Bootstrap-Verfahren
3
Consumption theory
3
Correlation
3
Economic growth
3
Experiment
3
Forecast
3
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Aufsatz in Zeitschrift
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9
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English
9
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Bollerslev, Tim
1
Campbell, Bryan
1
Dubin, Robin A.
1
Dueker, Michael
1
Dufour, Jean-Marie
1
Engle, Robert F.
1
Goodman, Allen C.
1
Heckman, James J.
1
Jaggia, Sanjiv
1
Li, Jia
1
Smith, Aaron D.
1
Smith, Jeffrey A.
1
Startz, Richard
1
Taber, Christopher
1
Wang, Dishen
1
Warne, Anders
1
Wright, Jonathan H.
1
Zhang, Qiushi
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The review of economics and statistics
Journal of econometrics
171
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
78
Econometric reviews
58
Economics letters
58
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
54
Econometric theory
48
Economic modelling
27
Journal of empirical finance
22
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
21
Journal of financial econometrics : official journal of the Society for Financial Econometrics
20
Econometrics : open access journal
18
The econometrics journal
18
Finance research letters
17
International journal of forecasting
17
Quantitative finance
17
European journal of operational research : EJOR
15
International journal of theoretical and applied finance
15
Journal of banking & finance
15
Journal of financial econometrics
15
Journal of forecasting
15
Journal of risk and financial management : JRFM
14
Computational economics
13
Oxford bulletin of economics and statistics
13
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
12
Mathematics of operations research
12
The North American journal of economics and finance : a journal of financial economics studies
12
American journal of agricultural economics
11
International economic review
11
Journal of applied econometrics
11
Journal of quantitative economics : official journal of the Indian Econometric Society
11
Finance and stochastics
10
Insurance / Mathematics & economics
10
Journal of mathematical finance
10
Journal of the American Statistical Association : JASA
10
Operations research
10
Annales d'économie et de statistique
9
Applied economics letters
8
International journal of economics and financial issues : IJEFI
8
International journal of production research
8
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1
Reading the candlesticks : an OK estimator for volatility
Li, Jia
;
Wang, Dishen
;
Zhang, Qiushi
- In:
The review of economics and statistics
106
(
2024
)
4
,
pp. 1114-1128
Persistent link: https://www.econbiz.de/10015046594
Saved in:
2
High-frequency data, frequency domain inference, and volatility forecasting
Bollerslev, Tim
;
Wright, Jonathan H.
- In:
The review of economics and statistics
83
(
2001
)
4
,
pp. 596-602
Persistent link: https://www.econbiz.de/10001627219
Saved in:
3
Stochastic permanent breaks
Engle, Robert F.
;
Smith, Aaron D.
- In:
The review of economics and statistics
81
(
1999
)
4
,
pp. 553-574
Persistent link: https://www.econbiz.de/10001437341
Saved in:
4
Accounting for dropouts in evaluations of social programs
Heckman, James J.
- In:
The review of economics and statistics
80
(
1998
)
1
,
pp. 1-14
Persistent link: https://www.econbiz.de/10001235795
Saved in:
5
Maximum-likelihood estimation of fractional cointegration with and application to US and Canadian bond rates
Dueker, Michael
- In:
The review of economics and statistics
80
(
1998
)
3
,
pp. 420-426
Persistent link: https://www.econbiz.de/10001245211
Saved in:
6
Alternative forms of the score test for heterogeneity in a censored exponential model
Jaggia, Sanjiv
- In:
The review of economics and statistics
79
(
1997
)
2
,
pp. 340-343
Persistent link: https://www.econbiz.de/10001222398
Saved in:
7
Inference in cointegrated VAR systems
Warne, Anders
- In:
The review of economics and statistics
79
(
1997
)
3
,
pp. 508-511
Persistent link: https://www.econbiz.de/10001225755
Saved in:
8
Exact nonparametric orthogonality and random walk tests
Campbell, Bryan
- In:
The review of economics and statistics
77
(
1995
)
1
,
pp. 1-16
Persistent link: https://www.econbiz.de/10001180427
Saved in:
9
Sample stratification with non-nested alternatives : theory and a hedonic example
Goodman, Allen C.
- In:
The review of economics and statistics
72
(
1990
)
1
,
pp. 168-173
Persistent link: https://www.econbiz.de/10001085571
Saved in:
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