//--> //--> //-->
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:"Time series analysis"
~person:"Härdle, Wolfgang"
~subject:"Nichtparametrisches Verfahren"
~subject:"Volatilität"
~type_genre:"Article in journal"
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
| 5 applied filters
Year of publication
From:
To:
Subject
All
Time series analysis
Nichtparametrisches Verfahren
Volatilität
Estimation theory
18
Schätztheorie
18
Theorie
7
Theory
7
Regression analysis
5
Regressionsanalyse
5
Nonparametric statistics
4
Estimation
3
Option pricing theory
3
Optionspreistheorie
3
Schätzung
3
Volatility
3
Zeitreihenanalyse
3
Statistical distribution
2
Statistische Verteilung
2
1960-1990
1
1969-1983
1
1970-1983
1
ANOVA decomposition
1
ARCH model
1
ARCH-Modell
1
Anlageverhalten
1
Arbeitsproduktivität
1
Behavioural finance
1
Bootstrap
1
Bootstrap approach
1
Bootstrap-Verfahren
1
Börsenkurs
1
CIR model
1
CoVaR
1
Composite quasi-maximum likelihood estimation
1
Consumption theory
1
Core
1
Deutschland
1
Einkommenshypothese
1
Eisenbahnunternehmen
1
Entropie
1
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
7
Type of publication (narrower categories)
All
Article in journal
Arbeitspapier
48
Working Paper
48
Graue Literatur
43
Non-commercial literature
43
Aufsatz in Zeitschrift
7
Aufsatz im Buch
2
Book section
2
more ...
less ...
Language
All
English
7
Author
All
Härdle, Wolfgang
Linton, Oliver
42
Phillips, Peter C. B.
39
Li, Qi
36
Gao, Jiti
27
Su, Liangjun
24
Chen, Xiaohong
20
Florens, Jean-Pierre
19
Kumbhakar, Subal
19
Cai, Zongwu
18
Leybourne, Stephen James
18
Parmeter, Christopher F.
18
Racine, Jeffrey
18
Chen, Songnian
17
Kumar, Dilip
17
Robinson, Peter M.
17
Simar, Léopold
17
Sun, Yiguo
17
Ullah, Aman
17
Xiao, Zhijie
17
Escanciano, Juan Carlos
16
Harvey, Andrew C.
16
Li, Degui
16
Lütkepohl, Helmut
16
Taylor, Robert
16
Teräsvirta, Timo
16
Perron, Pierre
15
Tsionas, Efthymios G.
15
White, Halbert
15
Fan, Jianqing
14
Johansen, Søren
14
Kapetanios, George
14
Maheswaran, S.
14
Chambers, Marcus J.
13
Hassler, Uwe
13
Horowitz, Joel
13
Tauchen, George Eugene
13
Baillie, Richard
12
Henderson, Daniel J.
12
Li, Jia
12
Todorov, Viktor
12
more ...
less ...
Published in...
All
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
Finance and stochastics
1
International journal of theoretical and applied finance
1
Journal of econometrics
1
Nonparametric dynamic modelling
1
Source
All
ECONIS (ZBW)
7
Showing
1
-
7
of
7
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Confidence corridors for multivariate generalized quantile regression
Chao, Shih-Kang
;
Proksch, Katharina
;
Dette, Holger
; …
- In:
Journal of business & economic statistics : JBES ; a …
35
(
2017
)
1
,
pp. 70-85
Persistent link: https://www.econbiz.de/10011704106
Saved in:
2
Sieve estimation of the minimal entropy martingale marginal density with application to pricing kernel estimation
Belomestny, Denis
;
Härdle, Wolfgang
;
Krymova, Ekaterina
- In:
International journal of theoretical and applied finance
20
(
2017
)
6
,
pp. 1-21
Persistent link: https://www.econbiz.de/10011734146
Saved in:
3
Uniform confidence bands for pricing kernels
Härdle, Wolfgang
;
Okhrin, Yarema
;
Wang, Weining
- In:
Journal of financial econometrics : official journal of …
13
(
2015
)
2
,
pp. 376-413
Persistent link: https://www.econbiz.de/10011339301
Saved in:
4
Inhomogeneous dependence modeling with time-varying copulae
Giacomini, Enzo
;
Härdle, Wolfgang
;
Spokojnyj, Vladimir G.
- In:
Journal of business & economic statistics : JBES ; a …
27
(
2009
)
2
,
pp. 224-234
Persistent link: https://www.econbiz.de/10003885784
Saved in:
5
Time inhomogenous multiple volatility modeling
Härdle, Wolfgang
;
Herwartz, Helmut
;
Spokojnyj, Vladimir G.
- In:
Journal of financial econometrics : official journal of …
1
(
2003
)
1
,
pp. 55-95
Persistent link: https://www.econbiz.de/10002220931
Saved in:
6
Discrete time option pricing with flexible volatility estimation
Härdle, Wolfgang
;
Hafner, Christian M.
- In:
Finance and stochastics
4
(
2000
)
2
,
pp. 189-207
Persistent link: https://www.econbiz.de/10001486714
Saved in:
7
Local polynomial estimators of the volatility function in nonparametric autoregression
Härdle, Wolfgang
- In:
Journal of econometrics
81
(
1997
)
1
,
pp. 223-242
Persistent link: https://www.econbiz.de/10001336796
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->