//--> //--> //--> //-->
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:"USA"
subject:"Volatilität"
~isPartOf:"Economics letters"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~isPartOf:"Journal of financial econometrics"
~isPartOf:"Quantitative finance"
~subject:"Risk premium"
~subject:"Volatility"
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
| 8 applied filters
Year of publication
From:
To:
Subject
All
USA
Volatilität
Risk premium
Volatility
Estimation theory
1,656
Schätztheorie
1,656
Theorie
581
Theory
581
Time series analysis
299
Zeitreihenanalyse
299
Estimation
270
Schätzung
268
Nichtparametrisches Verfahren
197
Nonparametric statistics
197
Regression analysis
189
Regressionsanalyse
189
Panel
134
Panel study
134
United States
112
Statistical test
100
Statistischer Test
100
Forecasting model
84
Prognoseverfahren
84
Correlation
72
Korrelation
72
Autocorrelation
62
Autokorrelation
62
Method of moments
62
Momentenmethode
62
Induktive Statistik
60
Statistical inference
60
Statistical distribution
59
Statistische Verteilung
59
Maximum likelihood estimation
56
Maximum-Likelihood-Schätzung
55
ARCH model
54
ARCH-Modell
54
Capital income
53
Kapitaleinkommen
53
Statistical theory
53
Statistische Methodenlehre
53
more ...
less ...
Online availability
All
Undetermined
60
Free
11
Type of publication
All
Article
211
Type of publication (narrower categories)
All
Article in journal
209
Aufsatz in Zeitschrift
209
Language
All
English
211
Author
All
Kleibergen, Frank
5
Kong, Lingwei
5
Zhan, Zhaoguo
5
Franses, Philip Hans
3
Ghysels, Eric
3
Hansen, Christian Bailey
3
Hwang, Eunju
3
Lucas, André
3
Nolte, Ingmar
3
Shin, Dong-wan
3
Bera, Anil K.
2
Bester, C. Alan
2
Bollerslev, Tim
2
Buccheri, Giuseppe
2
Hafner, Christian M.
2
Hassler, Uwe
2
Hautsch, Nikolaus
2
Higgins, Matthew Lawrence
2
Jing, Bingyi
2
Khalaf, Lynda
2
Lesage, James P.
2
Liu, Guangying
2
Liu, Zhi
2
Maddala, Gangadharrao S.
2
Peñaranda, Francisco
2
Pfeffermann, Danny
2
Sancetta, Alessio
2
Shephard, Neil G.
2
Sucarrat, Genaro
2
Sørensen, Bent E.
2
Yang, Xiye
2
Zaffaroni, Paolo
2
Akgiray, Vedat
1
Aksoy, Yunus
1
Alfelt, Gustav
1
Amado, Cristina
1
Anatolyev, Stanislav
1
Andersen, Torben
1
Andreou, Elena
1
Ang, Andrew
1
more ...
less ...
Published in...
All
Economics letters
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Journal of financial econometrics
Quantitative finance
Journal of econometrics
146
The review of economics and statistics
44
Working paper / National Bureau of Economic Research, Inc.
42
Discussion paper / Tinbergen Institute
31
Econometric reviews
29
Journal of applied econometrics
27
Journal of empirical finance
26
CREATES research paper
25
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
25
International journal of forecasting
25
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
22
Journal of financial econometrics : official journal of the Society for Financial Econometrics
21
American journal of agricultural economics
20
Journal of banking & finance
20
NBER working paper series
20
Econometric theory
19
Applied economics
18
Economic modelling
18
The journal of finance : the journal of the American Finance Association
18
The journal of futures markets
18
Journal of forecasting
17
Journal of financial and quantitative analysis : JFQA
16
The review of financial studies
16
Discussion paper / Centre for Economic Policy Research
15
International journal of theoretical and applied finance
15
The econometrics journal
15
Finance research letters
14
Journal of macroeconomics
13
NBER Working Paper
13
Technical working paper / National Bureau of Economic Research
13
Discussion paper series / IZA
12
CEMMAP working papers / Centre for Microdata Methods and Practice
11
Discussion paper
11
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
11
Journal of financial economics
11
Journal of money, credit and banking : JMCB
11
more ...
less ...
Source
All
ECONIS (ZBW)
211
Showing
1
-
10
of
211
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Empirical asset pricing with functional factors
Nadler, Philip
;
Sancetta, Alessio
- In:
Journal of financial econometrics
21
(
2023
)
4
,
pp. 1258-1281
Persistent link: https://www.econbiz.de/10014391457
Saved in:
2
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:
3
Identification robust testing of risk premia in finite samples
Kleibergen, Frank
;
Kong, Lingwei
;
Zhan, Zhaoguo
- In:
Journal of financial econometrics
21
(
2023
)
2
,
pp. 263-297
Persistent link: https://www.econbiz.de/10014314742
Saved in:
4
Comment on: identification robust testing of risk premia in finite samples
Zaffaroni, Paolo
- In:
Journal of financial econometrics
21
(
2023
)
2
,
pp. 303-305
Persistent link: https://www.econbiz.de/10014314744
Saved in:
5
Rejoinder on: identification robust testing of risk premia in finite samples
Kleibergen, Frank
;
Kong, Lingwei
;
Zhan, Zhaoguo
- In:
Journal of financial econometrics
21
(
2023
)
2
,
pp. 311-315
Persistent link: https://www.econbiz.de/10014314746
Saved in:
6
Intraday trades profile estimation : an intensity approach
Sancetta, Alessio
- In:
Journal of financial econometrics
21
(
2023
)
3
,
pp. 651-677
Persistent link: https://www.econbiz.de/10014314773
Saved in:
7
Markovian approximations of stochastic Volterra equations with the fractional kernel
Bayer, Christian
;
Breneis, Simon
- In:
Quantitative finance
23
(
2023
)
1
,
pp. 53-70
Persistent link: https://www.econbiz.de/10013490954
Saved in:
8
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:
9
GARCH-UGH : a bias-reduced approach for dynamic extreme Value-at-Risk estimation in financial time series
Kaibuchi, Hibiki
;
Kawasaki, Yoshinori
;
Stupfler, G.
- In:
Quantitative finance
22
(
2022
)
7
,
pp. 1277-1294
Persistent link: https://www.econbiz.de/10013367899
Saved in:
10
A generalized heterogeneous autoregressive model using market information
Hizmeri, Rodrigo
;
Izzeldin, Marwan
;
Nolte, Ingmar
; …
- In:
Quantitative finance
22
(
2022
)
8
,
pp. 1513-1534
Persistent link: https://www.econbiz.de/10013367925
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->